极端气候对商业银行信用风险的影响研究

Research on the Impact of Extreme Climate on Credit Risk of Commercial Banks

摘要: 加强极端气候冲击相关的金融风险研究，对于防范化解商业银行信用风险具有重要意义。本文选取2011~2022年期间中国商业银行为样本，检验各省市极端气候造成损失对商业银行信用风险的影响及作用机制。结果表明：极端气候冲击能够显著提高商业银行信用风险，各地区粮食产量及居民存款在极端气候影响银行信用风险过程中发挥了显著的传导效应；这种正向作用在东部地区更加显著，并且农村类型商业银行显著性大于城市类型商业银行。本文的研究结论为监管部门防范极端气候冲击引致的商业银行信用风险提供了借鉴。

Abstract: Strengthening research on financial risks related to extreme climate shocks is of great significance for preventing and resolving credit risks in commercial banks. This article selects Chinese commercial banks from 2011 to 2022 as samples, constructs extreme climate change loss indices for various provinces and cities, and tests the impact and mechanism of extreme climate on credit risk of commercial banks. The results show that extreme climate shocks can significantly increase the credit risk of commercial banks, and grain production and household deposits in various regions have played a significant transmission effect in the process of extreme climate affecting bank credit risk. This positive effect is more significant in the eastern region, and the significance of rural commercial banks is greater than that of urban commercial banks. The research conclusion of this article provides reference for regulatory authorities to prevent credit risks of commercial banks caused by extreme climate shocks.