摘 要
随着全球金融市场的快速发展和复杂性的提升，金融监管政策的调整已成为维护金融稳定的重要手段。本研究旨在探讨金融监管政策变化对银行信贷风险的影响机制及其实际效应，以期为政策制定者和金融机构提供理论支持与实践指导。研究选取2010年至2022年间中国银行业的面板数据，采用动态面板模型（System GMM）进行实证分析，并结合政策冲击的时序特征引入分阶段回归方法，深入剖析不同监管政策工具的作用路径及异质性影响。结果显示，金融监管政策的收紧显著降低了银行信贷风险水平，但这一效应存在时间滞后性，通常在政策实施后1-2年内逐步显现；同时，不同类型银行对监管政策的响应程度存在差异，中小银行受政策影响更为显著。此外，研究发现资本充足率要求和流动性管理政策是影响信贷风险的核心因素，而宏观审慎评估体系的引入进一步强化了政策效果。
关键词：金融监管政策 银行信贷风险 动态面板模型
Abstract
With the rapid development of the global financial market and the improvement of its complexity, the adjustment of financial regulatory policies has become an important means to maintain financial stability. The purpose of this study is to explore the influence mechanism and practical effect of financial regulatory policy changes on bank credit risk, in order to provide theoretical support and practical guidance for policy makers and financial institutions. The panel data of China's banking industry from 2010 to 2022 was selected, the dynamic panel model (System GMM) was used for empirical analysis, and the phased regression method was introduced in combination with the timing characteristics of policy impact to deeply analyze the action path and heterogeneity influence of different regulatory policy tools. The results show that the tightening of financial regulatory policies significantly reduces the credit risk level of banks, but this effect has a time lag, which usually gradually appears within 1-2 years after the implementation of the policy; meanwhile, the response degree of different types of banks to regulatory policies is different, and small and medium-sized banks are more significantly affected by the policies. In addition, the study found that capital adequacy requirements and liquidity management policies are the core factors affecting credit risk, and the introduction of macro-prudential assessment system further strengthened the effect of policies.
Keyword:Financial Regulatory Policy Bank Credit Risk Dynamic Panel Model
目 录
1绪论 1
1.1金融监管政策调整的背景分析 1
1.2研究银行信贷风险的意义探讨 1
1.3国内外研究现状综述 1
1.4本文研究方法与创新点 2
2金融监管政策调整的核心内容分析 2
2.1监管政策调整的历史沿革 2
2.2当前监管政策的主要特征 3
2.3政策调整对银行业的影响机制 3
2.4关键政策工具的作用路径 4
2.5政策调整的目标与实施效果 4
3银行信贷风险的形成与传导机制 4
3.1信贷风险的基本概念与分类 5
3.2信贷风险的主要驱动因素 5
3.3政策调整对信贷风险的直接影响 5
3.4信贷风险在银行业的传导路径 6
3.5不同类型银行的风险差异分析 6
4金融监管政策调整对银行信贷风险的具体影响 7
4.1资本充足率要求与信贷风险的关系 7
4.2流动性监管政策对信贷行为的影响 7
4.3杠杆率约束下的风险控制策略 8
4.4新型监管工具的应用效果评估 8
4.5政策调整背景下银行风险管理优化 9
结论 9
参考文献 11
致谢 12
