본 연구는 저축은행 구조조정 이후 건전성 규제인 BIS자기자본비율이 총대출규모 및 기업대출비중을 조정하는지 실증분석 하였다. 또한 저축은행 규모를 1조원 기준으로 구분하고 총대출규모 및 기업대출비중의 차이가 있는지 검정하고, 저축은행 규모에 따라 BIS자기자본비율 변동으로 총대출규모 및 기업대출비중에 미치는 차별적 영향을 실증분석 하였다. 확률효과 GLS모형을 이용하여 79개 저축은행을 대상으로 실증 분석하였다. 분석결과는 다음과 같다.
첫째, BIS자기자본비율이 저축은행의 총대출규모 및 기업대출비중에 미치는 영향을 분석한 결과 BIS자기자본비율이 높을수록 총자산 대비 대출비율이 감소하고 기업대출비중도 줄어드는 소극적 대출형태를 보였다. 일반은행에 비해 자본확충이 어려운 저축은행들이 BIS자기자본비율을 높이기 위해 자기자본을 확충하는 방법보다는 대출규모를 조정할 가능성이 있음을 시사한다. 둘째, 저축은행 규모에 따라 BIS자기자본비율 변동에 의한 기업대출비중의 차별적 영향을 추정한 결과 저축은행의 기업대출비중은 규모에 따른 유의한 차이를 보이지 않았으나, 저축은행 규모와 BIS자기자본비율의 상호작용효과가 기업대출비중에 미치는 영향은 유의한 양(+)의 값을 가지는 것으로 추정되었다. 대형저축은행은 BIS자기자본비율 확충을 바탕으로 기업대출을 늘리는 적극적 대출행태가 존재할 가능성이 있다.
본 연구는 미시적 자료를 이용하여 BIS자기자본비율 변동에 따라 저축은행의 대출규모와의 관계를 밝히고, 특히 규모에 따라 BIS자기자본비율이 기업대출비중에 미치는 차별적 영향을 검증하였다는 점에서 공헌점이 있다.
The purpose of this study is to empirically analyse the effect of saving banks' BIS equity ratio on total loan and corporate loan ratio. In addition, this study was conducted to examine whether or not there is a difference in total loan and corporate loan ratio between Between large savings banks and small savings banks. The empirical analysis was performed in the way of panel analysis with 79 saving banks for 5 years from 2014 until 2018. As a result of the analysis, it was shown that an increase in the BIS ratio gave rise to total loan decline. These results suggest that it is possible to adjust the loan size to increase the BIS capital ratio. It was estimated that there was a significant positive (+) value in the proportion of corporate loans on the interaction effect of savings bank size and BIS equity ratio. Therefore, it suggests that there is a possibility that a large savings bank has an active lending behavior to increase corporate loans. This study contributed to estimating the relationship between the BIS equity ratio and the size of savings bank loans, and estimating the difference according to the scale.
The purpose of this study is to empirically analyse the effect of saving banks' BIS equity ratio on total loan and corporate loan ratio. In addition, this study was conducted to examine whether or not there is a difference in total loan and corporate loan ratio between Between large savings banks and small savings banks. The empirical analysis was performed in the way of panel analysis with 79 saving banks for 5 years from 2014 until 2018. As a result of the analysis, it was shown that an increase in the BIS ratio gave rise to total loan decline. These results suggest that it is possible to adjust the loan size to increase the BIS capital ratio. It was estimated that there was a significant positive (+) value in the proportion of corporate loans on the interaction effect of savings bank size and BIS equity ratio. Therefore, it suggests that there is a possibility that a large savings bank has an active lending behavior to increase corporate loans. This study contributed to estimating the relationship between the BIS equity ratio and the size of savings bank loans, and estimating the difference according to the scale.
