绿色信贷对商业银行流动性风险的影响

The Impact of Green Credit on Liquidity Risk of Commercial Banks

摘要: 绿色信贷政策是近年来我国为了解决资源环境问题、推动经济社会可持续发展所采取的重要政策之一，因而认识到绿色信贷政策的影响并采取措施进一步推动绿色信贷政策的发展至关重要。本文为研究绿色信贷对商业银行流动性风险影响，本文选取36个商业银行2010~2022年的财务数据进行实证研究。得出主要结论为：1) 扩大绿色信贷规模会降低商业银行的流动性风险。2) 绿色信贷政策对商业银行流动性的影响在长短期呈现不同的特征。3) 产业负债结构会调节绿色信贷与流动性风险之间的关系，具体来说，资产负债结构越稳健，绿色信贷对流动性风险的负向影响越强。

Abstract: The green credit policy is one of the important policies adopted by China in recent years to solve resource and environmental problems and promote sustainable economic and social development. Therefore, it is crucial to recognize the impact of green credit policies and take measures to further promote the development of green credit policies. This article aims to study the impact of green credit on the liquidity risk of commercial banks. It selects financial data from 36 commercial banks from 2010 to 2022 for empirical research. The main conclusions drawn are: 1) Expanding the scale of green credit will reduce the liquidity risk of commercial banks. 2) The impact of green credit policies on the liquidity of commercial banks presents different characteristics in the long and short term. 3) The asset liability structure will regulate the relationship between green credit and liquidity risk. Specifically, the more robust the asset liability structure, the stronger the negative impact of green credit on liquidity risk.