【作者】 刘鑫；

【导师】 毕金玲； 高星；

【作者基本信息】 东北财经大学 ， 金融硕士（MF）（专业学位）， 2021， 硕士

【摘要】 改革开放以来,在粗放型经济增长方式的推动下,我国经济进入了高速发展阶段,但是这种高耗能、高成本的经济模式在促进经济增长的同时带来的环境问题也日益突显,要推动我国经济的可持续发展,就要协调好经济发展和环境污染之间的矛盾关系。2020年10月29日,中国共产党第十九届中央委员会第五次全体会议在北京召开,会议提出要加快绿色低碳发展,促进经济社会全面绿色转型。作为绿色金融的重要组成部分,绿色信贷具有资金配置功能,能够引导资金流向环保绿色产业,减少“两高一剩”企业的资金供给,推动产业转型升级。然而,我国绿色信贷业务的发展正处在初步探索阶段,银行发展绿色信贷面临较多的不确定性,绿色信贷相关制度不完善、产品创新不足等问题给银行带来了不利影响。因此,本文从信贷风险角度出发,研究绿色信贷给商业银行带来的影响,为绿色信贷的发展提供一些借鉴。本文从信贷风险的角度研究商业银行开展绿色信贷的效果。首先,对我国商业银行发展绿色信贷的研究背景和意义进行阐述,同时梳理了国内外关于绿色信贷的定义以及对商业银行的影响,明确了文章的写作思路与创新之处。其次,通过对绿色信贷相关理论以及现状进行描述,分析绿色信贷发展存在的问题,在此基础上分析了绿色信贷对商业银行的影响,并提出了三点假设。在实证分析方面,本文选取了 16家商业银行2010到2019年的数据,用不良贷款率作为商业银行风险的直接衡量指标,净利润和非利息收入作为间接影响银行风险的变量,通过静态面板模型和动态面板差分GMM模型进行实证分析,实证结果显示:商业银行发展绿色信贷能够有效的降低自身信贷风险水平,增强银行抵御风险的能力。最后,本文基于上述理论和实证研究以及商业银行发展绿色信贷的现状分析,为我国商业银行更好的发展绿色信贷以及如何降低银行风险提供一些参考意见。本文的创新之处在于:首先在数据方面,本文选取2010年到2019年的数据,绿色信贷实践时间更长,数据更加完整。在研究方法上,本文在前人研究成果的基础上,将定量与定性分析相结合,采用静态面板与动态面板模型的方法进行实证分析。最后,本文创新性的引入除绿色信贷余额以外的普通信贷余额,比较绿色信贷余额与普通绿色信贷余额对商业银行信贷风险的影响,结果表明银行发展绿色信贷能够显著降低银行的信贷风险,普通信贷增加会增加银行的信用风险,突出了绿色信贷的优点,从而使得结果更具有说服力。更多还原

【Abstract】 Since the reform and opening up,China’s economy has entered a stage of rapid development driven by the extensive economic growth mode.But this high-energy,high-cost economic model has brought about increasing environmental problems while promoting economic growth.So it is necessary to coordinate the contradictory relationship between economic development and environmental pollution to promote the sustainable development of China’s economy.On October 29,2020,the Fifth Plenary Session of the 19th Central Committee of the Communist Party of China was held in Beijing.The meeting called for accelerating green and low-carbon development and promoting all-round green transformation of the economy and society.As an important part of green finance,green credit policy can guide capital flow to green industry,reduce capital supply for enterprises with high pollution,high energy consumption and excess production,and promote industrial transformation and upgrading through optimized allocation of capital.However,the development of green credit business in China is in the preliminary exploratory stage,and commercial banks are faced with many uncertainties in the development of green credit.Problems such as imperfect green credit related systems and insufficient product innovation have brought adverse effects to banks.Therefore,from the perspective of the impact of green credit on the risk of commercial banks,this paper provides a certain reference for commercial banks to carry out green credit business.This article studies the effect of commercial banks’ green credit development from the perspective of credit risk.First of all,the paper introduces the background and significance of commercial banks to carry out green credit.By combing the relevant theoretical results at home and abroad,it further clarifies the research content,innovation points and deficiencies of this paper.Secondly,by describing the relevant theories and status quo of green credit,analyzing the problems in the development of green credit,on this basis,it analyzes the impact of green credit on commercial banks,and puts forward three hypotheses.In terms of empirical analysis,this paper selects data from 16 commercial banks from 2010 to 2019,using non-performing loan ratio as a direct measure of commercial bank risk,net profit and non-interest income as variables that indirectly affect bank risk,using a static panel model Empirical analysis with the dynamic panel difference GMM model,the empirical results show that the development of green credit by commercial banks can effectively reduce their own credit risk levels and enhance the banks’ ability to withstand risks.Finally,based on the above-mentioned theoretical and empirical research and the analysis of the status quo of the development of green credit by commercial banks,this article puts forward some suggestions for the better development of green credit by commercial banks in my country,and how to reduce bank risks.The innovations of this article are mainly the following three points:First,in terms of data,this article selects data from 2010 to 2019.Green credit has been practiced for a longer period of time and the data is more complete.Second,the innovation of research methods.Based on previous research results,this article combines quantitative and qualitative analysis,and uses static panel and dynamic panel models for empirical analysis.Third,research variable innovation.This article innovatively introduces ordinary credit balances other than green credit balances,and compares the impact of green credit balances and ordinary green credit balances on bank risks.The results show that the development of green credit by banks can significantly reduce bank credit risks.The development of ordinary credit will increase the credit risk of banks,highlight the advantages of green credit,and make the results more convincing.更多还原