基于风险与收益的上市银行贷款集中度研究

摘要笔者采用市场集中度指标(HHI) ,通过建立回归模型分析贷款集中对上市银行风险与收益的影响来衡量上市银行的贷款集中度，发现近年来上市银行贷款的行业集中度呈下降趋势，地区集中度呈略上升趋势。结果表明地区集中度与上市银行的资产净利率相关，而行业集中对上市银行的盈利能力没有显著影响；行业集中和地区集中对上市银行的经营风险均没有显著关系。

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	王富华
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关键词：上市银行经营风险与收益贷款集中

Abstract： This paper measures the loan concentration of listed banks by HHI with regression model. It is found that the degree of industry concentration of listed banks declines and area concentration rises slightly. The results indicate that area concentration is related to ROE，and the higher area concentration, the profitability of listed banks has been improved. While the industry concentration has no marked effect on the profitability of listed banks. Area concentration and industry concentration has no marked effect on the risk of listed banks.

Keywords： Listed Banks Operational Risk and Return Loan Concentration

收稿日期 2011-09-05; 接受日期 2012-09-25;

作者简介: 王富华（1951-），男，甘肃定西人，兰州理工大学经济管理学院教授，主要从事金融理论、资本市场等研究;姜姗姗（1984-），女，山东高唐人，兰州理工大学管理学硕士研究生，主要从事金融工程与金融管理等研究。

引用本文:

王富华, 姜姗姗.基于风险与收益的上市银行贷款集中度研究[J]. 经济经纬, 2012,5: 166-170

WANG Fu-huaJIANG Shan-shan.An Emperical Study of Loan Concentration of Listed Banks Based on Risk and Return[J] Economic Survey, 2012,V1(5): 166-170

链接本文:

http://www.jjjw.org.cn/CN/ 或 http://www.jjjw.org.cn/CN/Y2012/V1/I5/166