Econ Papers Daily / 期刊论文
银行—借款人网络中关系型贷款的识别
Identification of Relationship Lending in Bank–Borrower Networks
摘要
Relationship lending refers to lending based on close bank–borrower relationships, expected to increase credit availability and support real economic activity. This paper proposes the ST‐B filter, a novel framework identifying significant ties in temporal bipartite networks. Applying our method to Japanese financial data (1977–2021), relationship lending comprises about 10%–35% of total lending and is associated with 33% larger loan volume than transaction lending. Our method uniquely enables the analysis of relationship lending using only transaction data, without requiring detailed information on bank–borrower relationships.
中文摘要
关系型贷款是指基于银行与借款人之间紧密关系而进行的贷款，预期能够提高信贷可得性并支持实体经济活动。本文提出ST-B过滤器，一种识别时序二分网络中显著关系纽带的新框架。将我们的方法应用于日本金融数据（1977—2021年），发现关系型贷款约占总贷款的10%—35%，且其贷款规模比交易型贷款大约33%。我们的方法独特之处在于，仅使用交易数据即可分析关系型贷款，而无需银行—借款人关系的详细信息。