CAJ | 학술논문

以2005年到2012年美国综合银行不良贷款的相关数据为样本，对影响美国银行信用风险的宏观经济变量进行实证检验。研究结果表明：美国综合银行的信用风险水平比较高，其信用风险水平与失业率有着显著的强正相关关系，而与 GDP增长率、消费者物价指数增长率、生产者物价指数增长率和广义货币增长率无关。实际上，美国银行业的信用风险经过金融衍生品分散转化后并没有消除，只是被隐藏起来了，并且逐步累积。有鉴于此，提高我国银行业信用风险管理水平措施包括：一是着重研究宏观经济波动以及政策的实施对信用风险的影响；二是提高就业率，保持宏观经济环境的良好状态；三是借鉴西方发达国家较为成熟的理论体系，形成适合我国的风险管理控制方法；四是提高对住房贷款业务的风险认识；五是重视信用文化建设和银行信用制度创新。
이2005년도2012년미국종합은행불량대관적상관수거위양본，대영향미국은행신용풍험적굉관경제변량진행실증검험。연구결과표명：미국종합은행적신용풍험수평비교고，기신용풍험수평여실업솔유착현저적강정상관관계，이여 GDP증장솔、소비자물개지수증장솔、생산자물개지수증장솔화엄의화폐증장솔무관。실제상，미국은행업적신용풍험경과금융연생품분산전화후병몰유소제，지시피은장기래료，병차축보루적。유감우차，제고아국은행업신용풍험관리수평조시포괄：일시착중연구굉관경제파동이급정책적실시대신용풍험적영향；이시제고취업솔，보지굉관경제배경적량호상태；삼시차감서방발체국가교위성숙적이론체계，형성괄합아국적풍험관리공제방법；사시제고대주방대관업무적풍험인식；오시중시신용문화건설화은행신용제도창신。
With some randomly selected statistics from the non-performing loans of USA comprehensive banks be-tween 2005 and 2012 as samples,the present paper conducts an empirical study on the macroeconomic variables that affect the credit risks of American banks.The results demonstrate that the credit risks of the comprehensive banks in the USA are comparatively high,and that there exists a significant positive correlation between their level of cred-it risks and unemployment;credit risks have nothing to do with GDPR,CPIR,PPIR,and M2R.However,due to transformation and decentralization caused by financial derivatives,American banking credit risks have been not e-radicated yet;they are j ust hidden and will gradually be accumulated.The measures to raise the level of credit risks management in our country banking include:firstly,we should lay a great emphasis on our researches about macro-economic fluctuations and the impact of implementation in banking policies on credit risks;secondly,we need to im-prove the employment rate to retain the healthy state of our macroeconomic environment;thirdly,it is advisable to learn from the Western developed countries to form risk management and control methods fit for our own country as they have developed rather a mature system of theories;fourthly,governments at all levels should enhance their un-derstanding of the risk involved in housing loans business;lastly,attention should be paid to credit culture construc-tion and credit system innovation.