认知偏差对银行信贷行为影响研究

【作者】 王娜；

【导师】 杨静文；

【作者基本信息】 南京理工大学 ， 金融学， 2010， 硕士

【摘要】 本文基于行为金融学的相关理论,探讨了银行信贷人员在工作过程中由于内、外在因素等产生的认知偏差,进而讨论这些认知偏差的存在对银行信贷行为是否有显著影响。文献研究表明,在我国特殊的环境下,人们表现出保守性偏差、依赖性偏差、从众心理、可得性偏差、模糊趋避等认知偏差。因此,提出内外在因素分别对认知偏差及信贷行为的影响关系,以及认知偏差对信贷行为的影响关系假设命题。对于调查问卷获得的107份样本,通过SPSS17.0软件对样本进行了描述性统计,信度检验,因子分析等,得出调查问卷具有很好的效度,因子分析的结果也显示各因子都有很强的解释能力。然后利用LISREL8.70软件对依据假设构建的结构方程模型进行了实证分析。实证分析结果表明,内在因素、外在因素、与认知偏差均呈现正相关关系；内在因素、外在因素、认知偏差与信贷行为呈现正相关关系,除内在因素到信贷行为路径相关关系显著性水平稍低于其他路径之外,其余路径的显著性水平均较高。基于理论分析和实证检验的结果,本文分别从银行信贷人员的认知偏差和宏观经济等外部条件方面给出了一些建议。更多还原

【Abstract】 This paper based on behavioral finance theories, discussed whether cognitive bias which was created by external and internal factors had an influence on the credit behavior. Based on the literature reading and research, considered the specific circumstances of our country, this paper got the conclusion that people were exhibiting some cognitive bias as conservative bias, dependence bias, herd mentality, availability bias, ambiguity aversion. This paper gave the hypothesis that the internal and external factors had relationship with cognitive biases separately. And cognitive bias was related to the bank credit behavior. Through the questionnaire, this paper obtained 107 samples. After using software of SPSS 17.0 to do descriptive statistical analysis, reliability analysis, factor analysis of the questionnaire data, all putout manifest that the questionnaire was fit to the research. Then carried out the SEM examination of the model using the LISREL8.70 to test the hypothesis this paper gave, internal factors and cognitive bias, external factors and cognitive bias showed a positive correlation. Internal factors, external factors, cognitive bias are positively related to credit behavior. And the relationship between internal factors and credit behavior was less significant than the others, the other paths were highly significantly related. After the theoretical analysis and empirical test results, this paper presented some suggestions based on cognitive bias and macroeconomics.更多还原