中国商业银行贷款地理分布对银行利润效率的影响

doi:10.11821/dlxb201506009

摘要/Abstract

摘要：

商业银行的区域发展研究一直是金融地理研究中关注的重点。目前,对于商业银行贷款投放地理分散化程度能否为银行绩效带来正面的影响仍存在着一定的争议。本文在利用2007-2013年中国13家上市商业银行向各省投放的贷款数据,分析了大型商业银行和中小型商业银行的贷款投放地理分布特征及不良贷款的地理变化趋势的基础上,利用随机前沿分析方法（SFA）及Battese和Collie的基础模型构建超越对数利润函数模型,对商业银行贷款地理投放分散程度对银行利润效率的影响进行了实证分析。研究结果表明：① 商业银行提高贷款的地理投放程度有助于提升商业银行经营过程中的盈利和利润效率。② 大型商业银行由于受国家政策干预影响较大,贷款投放区域覆盖面更广,尤其是对中西部地区的贷款投放比例明显高于中小型商业银行,其平均利润效率一直高于中小型商业银行。但近年来,随着中小型商业银行贷款地理分散程度逐步提高,两者利润效率的差距逐渐缩小。③ 目前,中国部分中小型商业银行贷款业务依然以关系型为主,提高贷款的地理投放分散程度会降低其利润效率,应谨慎面对多元化经营问题,不可盲目随从。

关键词: 金融地理, 商业银行, 贷款, 地理分布, 效率, 中国

Abstract:

The regional development research on commercial banks has always been the focus of financial geography research. At present, there is still debate on whether the geographical decentralization level of commercial bank loan can positively influence bank performance. This paper uses the loan data of 13 listed commercial banks in China releasing to each province during 2007-2013 to analyze the loan releasing geographical distribution characteristics of large-sized commercial banks and small and medium-sized commercial banks and the geographic variation trend of non-performing loans. On such basis, it uses stochastic frontier analysis (SFA) and the basic model of Battese and Collie (1995) to build the trans-log profit function model to conduct empirical analysis of the influence of geographical decentralization level of commercial bank loan on the efficiency of bank profits. Research results show that: (1) Increasing the geographical decentralization level of loan can boost the revenue and profit efficiency for commercial banks in the process of banking operation; (2) Large-sized commercial banks, due to the effect of national policies, cover broader loan releasing areas, and the loan releasing proportion in the central and western regions is significantly higher than that of the small and medium-sized commercial banks, and the average profit efficiency has always been higher than that of the small and medium-sized commercial banks. However, in recent years, with the gradually increasing geographical decentralization level of small and medium-sized commercial banks loan, the gap of profit efficiency between the two has been narrowed; (3) At present, the loan business of some small and medium-sized commercial banks in China still belongs to the relationship loan, and raising the geographical decentralization level of loan will lower their profit efficiency. Therefore, the diversified business operation should be carefully handled and cannot blindly follow it.

Key words: geography of finance, commercial banks, loan, geographic distribution, efficiency, China

戴志敏, 朱莉妍. 中国商业银行贷款地理分布对银行利润效率的影响[J]. 地理学报, 2015, 70(6): 955-964.

Zhimin DAI, Liyan ZHU. The influence of geographical distribution of commercial bank loan on the bank profit efficiency in China[J]. Acta Geographica Sinica, 2015, 70(6): 955-964.

图/表 7

图1

图2

表1

表2

变量的选择与描述

变量	具体变量描述与衡量
投入变量(P)
在职职工数量(P₁)
可贷资金额(P₃)	存款+中央银行借款+同业及金融机构存入及拆入
产出变量(Y)
利息收入额(Y₁)
非利息收入额(Y₂)	手续费及佣金收入+投资收益+其他业务收入
影响变量
贷款地理分散程度(Z₁)	$DIV = 1 - (Loa n i ∑ Loan) 2$ ; Loan_i：银行在某一地区的贷款投放额; ∑Loan：银行当年的贷款总额。
所有制形式(Z₂)	国有控股银行=0; 中小股份制银行=1。
收益变量
税后净利润(TP)

表2

表3

表4

随机前沿分析结果

		coefficient	standard-error	t-ratio
利润函数
	常数项	-81.91194	0.94370	-86.79862
	lnP₁	-3.96060	0.84378	-4.69388*
	lnP₂	11.94231	0.69423	17.20230*
	lnY₁	4.06477	0.68306	5.95082*
	lnY₂	-5.74492	0.16387	-35.05868*
	lnP₁*lnP₁	-0.43525	0.05852	-7.43753*
	lnP₁*lnP₂	0.35610	0.18209	1.95561*
	lnP₁*lnY₁	0.53582	0.20919	2.56138*
	lnP₁*lnY₂	-0.14641	0.12101	-1.20990
	lnP₂*lnP₂	-0.52401	0.10103	-5.18671*
	lnP₂*lnY₁	0.02267	0.43317	0.05233
	lnP₂*lnY₂	0.35344	0.15764	2.24201*
	lnY₁*lnY₁	-0.37189	0.36045	-1.03176
	lnY₁*lnY₂	0.14001	0.25277	0.55391
	lnY₂*lnY₂	-0.06447	0.09956	-0.64755
效率函数
	常数项	2.07661	0.28482	7.29100
	Z₁	-2.63906	0.59032	-4.47057*
	Z₂	-0.64578	0.15141	-4.26512*
方差参数
	$Δ 2$	0.09671	0.00884	10.94371
	$γ$	0.99543	0.00073	1361.41720*
其他信息
	LR	50.67
	平均技术效率	80.00%

表4

表5

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年份	不良贷款率前五名	不良贷款率后五名
2007	四川、吉林、黑龙江、山西、青海	浙江、上海、江苏、福建、北京
2008	四川、西藏、山西、青海、吉林	浙江、宁夏、重庆、上海、福建
2009	黑龙江、海南、吉林、河南、西藏	宁夏、重庆、北京、福建、江苏
2010	西藏、青海、四川、山西、甘肃	宁夏、福建、上海、内蒙、北京
2011	西藏、青海、山西、辽宁、四川	内蒙、上海、重庆、福建、北京
2012	浙江、青海、辽宁、江西、新疆	重庆、海南、北京、广西、内蒙
2013	浙江、江西、江苏、福建、辽宁	重庆、西藏、海南、北京、甘肃

	税后净利润(万元)	在职职工人数(人)	可贷资金(万元)	利息收入(万元)	非利息收入(万元)	HHI
平均值	5 453 724	135 458	430 688 014	19 335 934	3 128 344	0.76
中位数	2 852 000	40 340	240 045 300	10 844 700	1 358 000	0.75
最大值	26 296 500	478 980	1 589 080 400	76 711 100	15 208 400	0.84
最小值	61 404	8 573	31 630 604	1 804 390	103 370	0.69

	2007	2008	2009	2010	2011	2012	2013	平均值
中小型商业银行
平安银行	88.78	16.30	96.43	85.88	91.16	71.01	67.40	73.85
上海浦东发展银行	56.99	86.74	71.57	76.33	87.78	94.29	93.02	80.96
招商银行	96.68	98.12	70.29	78.35	88.24	94.65	86.01	87.48
华夏银行	54.07	59.72	44.98	53.45	62.64	66.00	71.06	58.85
兴业银行	97.99	98.65	84.50	75.70	80.58	79.58	80.22	85.32
民生银行	61.93	64.64	77.75	75.46	93.30	85.19	92.74	78.71
光大银行	64.00	76.44	57.85	74.93	82.62	79.09	82.85	73.97
中信银行	73.24	87.32	64.31	75.07	79.14	74.65	74.39	75.45
大型商业银行
工商银行	91.15	94.33	92.34	98.69	98.60	97.47	95.58	95.45
建设银行	97.91	89.14	86.46	88.64	98.87	92.53	92.49	92.29
农业银行	97.71	79.49	92.30	92.99	86.68	88.54	96.15	90.55
中国银行	92.50	73.50	81.43	88.14	74.44	72.93	74.24	79.60
交通银行	73.09	70.00	63.70	66.48	74.26	63.24	61.62	67.49
平均值
中小型商业银行	74.21	73.49	70.96	74.40	83.18	80.56	80.96
大型商业银行	90.47	81.29	83.24	86.99	86.57	82.94	84.02