【作者】 袁军；

【导师】 龚新蜀；

【作者基本信息】 石河子大学 ， 金融硕士（专业学位）， 2023， 硕士

【摘要】 近年来我国经济飞速发展,但是经济的快速发展也带来严峻的环境问题。为解决愈演愈烈的环境污染问题,我国2012年颁布了《绿色信贷指引》,引导金融机构发展绿色业务。2014年颁布了《绿色信贷实施情况关键评价指标》,促进银行信贷结构绿色倾斜。2021年颁布了《银行业绿色金融业绩评价方案》,将绿色金融评价结果纳入央行评级。我国作为碳排放量世界第一的国家,为了达到双碳目标,需要商业银行积极推进绿色信贷,促进企业向绿色可持续发展转型。因此,本文立足于城商行发展绿色信贷的角度,探究绿色信贷对城商行经营绩效的影响。本文首先阐述了绿色信贷的发展背景,对绿色信贷、城商行和经营绩效进行了概念界定,并且从盈利能力、经营风险和成长能力三个方面就绿色信贷影响城商行经营绩效的作用机制进行了探讨。其次,分析了城商行绿色信贷业务的发展现状以及目前存在的问题。接着,进行绿色信贷对城商行经营绩效影响的实证分析。选取了11家城商行2013-2021年的年度数据,将绿色信贷占比作为绿色信贷评价指标,总资产收益率、不良贷款率和营业收入增长率作为城商行经营绩效评价指标,资产规模、存贷比、成本收入比、资产负债率和资本充足率作为内生控制变量,经济增长率和M2增长率作为外生控制变量,采用固定效应模型测度绿色信贷对城商行盈利能力和经营风险的影响,采用随机效应模型测度绿色信贷对城商行成长能力的影响。然后,在实证分析的基础上,选择城市商业银行中绿色信贷发展最好的江苏银行,基于其绿色信贷数据和财务数据进行案例分析。从盈利能力、经营风险和成长能力三个方面综合探讨了绿色信贷对江苏银行经营绩效的影响。最后,结合目前城市商业银行在绿色信贷发展过程中所存在的问题,从城商行和政府的角度,分别提出促进绿色信贷发展的对策建议。主要研究结论如下:(1)从城商行的盈利能力来看,在发展绿色信贷的初始阶段,由于成本激增会导致绿色信贷不利于城商行盈利能力的提升,但随着绿色信贷的进一步发展,绿色信贷带来的收益将大于产生的成本,进而提升盈利能力。(2)从城商行的经营风险来看,实证研究表明绿色信贷可以减少城商行的不良贷款,从而降低城商行的经营风险。(3)从城商行的成长能力来看,实证研究表明绿色信贷可以提升城商行的营业收入增长速度,从而提高城商行的成长能力。更多还原

【Abstract】 In recent years,our economy has grown rapidly.But,the rapid growth of economy has brought a lot of environmental problems.In order to solve the increasingly serious problem of high emission and pollution,the Chinese government promulgated the Green Credit Guidelines in 2012 to guide financial institutions to develop green business.2014 saw the promulgation of the Key Evaluation Indicators for Green Credit Implementation to promote a green tilt in the credit structure of banks.2021 saw the promulgation of the Green Finance Performance Evaluation Program for the Banking Sector to incorporate green finance evaluation results into the central bank rating.As a country with the highest carbon emissions in the world,China needs commercial banks to actively promote green credit to facilitate the transformation of enterprises to green and sustainable development in order to reach the double carbon target.Therefore,In order to create green credit in city commercial banks,this research investigates the impact of green credit business on business activity of city commercial banks.Firstly,from a theoretical point of view,we systematically reviewed the domestic and international research on green credit,defined the concepts of green credit,urban commercial banks and business performance.thesis focuses on the mechanism of green credit affecting the business performance of urban commercial banks from the three perspectives of profitability,business risk,and growth capability,which gives theoretical basis for the subsequent empirical investigation.The current state and issues with the growth of green credit in urban commercial banks are next examined.And then,this bookish autograph aboriginal constructs a console abstracts archetypal from a accepted angle and conducts an empiric abstraction with the anniversary abstracts of 11 burghal bartering banks from 2013-2021 to assay the aftereffect of blooming acclaim on the business activity of burghal bartering banks from a macro perspective.The allotment of blooming acclaim is called as the blooming acclaim appraisal index,the acknowledgment on absolute assets,the non-performing accommodation arrangement and the advance rate of operating income as the asset size,the deposit-to-loan ratio,the cost-to-income ratio,the gearing ratio and the capital adequacy ratio as the endogenous control variables,and the economic growth rate and the M2 growth rate as the exogenous control variables.The sole anchored aftereffect console archetypal is acclimated to analyze the appulse of blooming acclaim on the earning ability and business accident of burghal bartering banks.The stochastic effects panel model is used to analyze the influence of green credit on the growth capacity of city firms.Then,on the basis of common analysis,the Bank of Jiangsu,which has the best green credit development among urban commercial banks,is selected to conduct a case study based on its specific green credit data and financial data.First,the thesis reviews the development status of green credit business of Bank of Jiangsu.Secondly,the thesis studies the operating performance of Bank of Jiangsu from the perspectives of profitability,operating risk and growth ability,and finds that carrying out green credit business can promote the reduction of operating risk and the improvement of growth ability of Jiangsu Province,but cannot increase its profitability,which is basically consistent with the results of empirical generic analysis.Finally,based on a summary of theoretical and empirical studies,and taking into annual the problems in the development of blooming acclaim in burghal bartering banks and the practices of bartering banks in blooming acclaim at home and abroad,we adduce suggestions to advance the development of blooming acclaim to enhance the business activity of burghal bartering banks based on the perspectives of burghal bartering banks and the government.The main research conclusions are as follows:(1)Looking at the profitability of city banks,in the antecedent date of developing blooming credit,blooming acclaim has a abrogating appulse on the advantage of burghal bartering banks.(2)Looking at the operational risk of city banks,empirical studies show thatthe college the allotment of blooming credit,the lower the non-performing accommodation percentage,blooming acclaim assists the administration of acclaim accident of burghal bartering banks and can abate the operational accident of burghal bartering banks.(3)In terms of the growth capacity of city banks,empirical studies show that green credit can increase the growth rate of business income of urban commercial banks,so as to improve the growth capacity of urban commercial banks.更多还原