摘要
商业银行对信用风险管理不善会直接影响到银行的信贷资产.而衡量银行信用风险指标有很多,但缺乏一个影响机制的综合分析.文章主要采用模糊集定性比较分析(fsQCA)方法,提出由不良贷款、次级类贷款迁徙、可疑类贷款迁徙、信用风险加权资产、单一最大客户贷款比例、银行的社会责任组成的银行信用风险管理模型对绿色信贷的影响机制进行研究.得出信用风险管理影响绿色信贷的三种驱动方式,分别为资产监管驱动型、信贷迁徙驱动型、社会责任驱动型.
Abstract
The poor management of credit risk by commercial banks will directly affect the credit assets of banks.However,there are many indicators of bank credit risk,but they lack the comprehensive analysis of the influence mechanism.This paper mainly adopts the fuzzy set of qualitative comparative analysis(fsQCA)method,and puts forward the research on the influencing mechanism of bank credit risk management model composed of non-performing loan,subprime loan migration,suspicious loan migration,credit risk-weighted assets,single largest customer loan ratio and social responsibility of the bank on green credit.It concludes that there are three driving ways that credit risk management affects green credit,namely,asset supervision driven type,credit migration driven type and social responsibility driven type.
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