CAJ | 학술논문

信贷管理是商业银行经营管理的核心内容，包括信贷规模管理和信贷合同管理两个方面，加强信贷规模管理和信贷合同管理是商业银行精细化管理的重要组成部分。在当前中央银行加强对商业银行规模控制以及实施新的《商业银行资本管理办法》的背景下，采用VAR方法和情景分析法实证分析了规模约束下和资本充足率约束下的信贷管理问题。结果发现：第一，规模约束直接影响商业银行的信贷规模，其中存款准备金率比存贷款利率对贷款规模影响显著，但存在4个月的时滞；第二，资本充足率约束直接影响到商业银行的信贷合同签订比例，按照新的资本管理办法，已签未贷合同需要增加资本金以覆盖其风险。
신대관리시상업은행경영관리적핵심내용，포괄신대규모관리화신대합동관리량개방면，가강신대규모관리화신대합동관리시상업은행정세화관리적중요조성부분。재당전중앙은행가강대상업은행규모공제이급실시신적《상업은행자본관리판법》적배경하，채용VAR방법화정경분석법실증분석료규모약속하화자본충족솔약속하적신대관리문제。결과발현：제일，규모약속직접영향상업은행적신대규모，기중존관준비금솔비존대관리솔대대관규모영향현저，단존재4개월적시체；제이，자본충족솔약속직접영향도상업은행적신대합동첨정비례，안조신적자본관리판법，이첨미대합동수요증가자본금이복개기풍험。
Credit management is the core link of the commercial bank management, including the management of credit size and credit contract, both of which are important parts of the meticulous management for commercial banks. Using VAR model and scenario analysis, the paper studied the credit management under the constraints of credit size from PBC who strengthens the control of credit size and the capital adequacy ratio from CBRC under the implementation of the new＇Commercial Banks＇ Capital Management Approaches＇ in the current. The research found that： first, size constraint directly influences its credit scale, and the deposit reserve ratio and lending rates have significant impact on the size of loans, but have the different effect of the time delay about 4 months. Second, the constraint of capital adequacy ratio directly affects the proportion of credit contracts signed by banks, and according to the new capital management approaches, the unfunded loan contracts need more capital to cover the risk than before.