信贷扩张对我国商业银行不良贷款率的影响分析
本文关键词:信贷扩张对我国商业银行不良贷款率的影响分析 出处:《南京财经大学》2014年硕士论文 论文类型:学位论文
更多相关文章: 信贷扩张 不良贷款率 商业银行 动态面板模型
【摘要】:国际金融危机的爆发使我国经济开始下滑,为了应对金融危机、促使经济复苏,我国采取了四万亿投资计划和宽松货币政策,同时也出现了新一轮信贷扩张。大量信贷的投放固然有助于克服国际金融危机所带来的冲击,但是也必须看到信贷扩张带来的一些隐患,不良贷款的增加就是其中的一个表现。大量信贷和货币的投放使得国内开始出现通货膨胀和资产价格泡沫,于是2011年政府又开始进行宏观调控,银行贷款增速也逐渐放缓。信贷增速的放缓将使得扩张时期被掩盖的不良贷款开始暴露,银行不良贷款开始出现反弹。信贷扩张与不良贷款的显现之间存在一定的时滞,即两者之间存在着滞后的正相关关系。本文的理论分析遵循由一般到特殊的原则。一方面从一般理论出发,对信贷扩张会导致未来不良贷款增加的原因进行阐述,其原因主要有信贷标准下降、贷款管理不力、资产价格泡沫的破裂、制度记忆等等。另一方面联系我国国情,结合我国近期信贷大幅增加的事实,阐述了新一轮信贷扩张影响我国商业银行不良贷款的机理。新一轮信贷投放的主要方向在于地方政府融资平台贷款、产能过剩行业贷款以及房地产贷款这三类贷款,分别对这三类贷款将会给银行带来的信贷风险进行分析。根据前文的理论分析,在第四章的实证部分,本文以2003-2012年为研究区间,选取我国30家商业银行作为样本,采用GMM方法构建动态面板模型对信贷扩张与不良贷款率之间的动态关系进行分析。在变量的选取方面,本文加入滞后二期至四期的贷款增长率作为解释变量,并选取了GDP实际增长率、实际利率、通货膨胀率、资产相对规模、净资产收益率和股东权益比率作为控制变量。得出的结论为滞后二期的贷款增长率系数为负,滞后三、四期的贷款增长率系数为正,且滞后四期的贷款增长率系数较大,这表明信贷增长的初始影响会降低不良贷款率,但是从长期看,三至四年后不良贷款率将提高,并且在四年后上升的幅度会更大,从而会对整个银行系统的稳定性造成不利影响。在对“信贷扩张对我国商业银行不良贷款率的影响”这一问题的理论分析和实证分析的基础上,本文为银行运营管理部门和监管当局提出了应该如何降低信贷风险、减少不良贷款的参考性建议。商业银行应该严防重点领域风险,妥善化解存量风险;调整信贷结构,着力促进经济结构调整;加强信贷管理,尽早发现问题;同时,监管部门加强监管,实现贷款平稳增长。这样,我国银行业的不良贷款水平能够得以降低,信贷风险能得以有效控制。
[Abstract]:The outbreak of the international financial crisis has made our economy begin to decline. In order to deal with the financial crisis and promote economic recovery, China has adopted 4 tillion investment plan and loose monetary policy. At the same time, there is also a new round of credit expansion. A large number of credit lending will help to overcome the impact of the international financial crisis, but we must also see some hidden dangers brought by credit expansion. The increase in non-performing loans is one of the signs. A large amount of credit and money has caused inflation and asset price bubbles in the country, so in 2011 the government began to macro-control. Bank lending growth is also slowing. A slowdown in credit growth will expose non-performing loans that were masked during the expansion period. Bank non-performing loans began to rebound. There is a certain lag between the credit expansion and the appearance of non-performing loans. That is, there is a lag positive correlation between the two. The theoretical analysis of this paper follows the principle from general to special. On the one hand, it starts from general theory. The reasons why the expansion of credit will lead to the increase of non-performing loans in the future are explained. The main reasons are the decline of credit standards, the poor management of loans and the bursting of asset price bubbles. Institutional memory and so on. On the other hand, in connection with China's national conditions, combined with the recent increase in credit in China's facts. This paper expounds the mechanism that the new round of credit expansion affects the non-performing loans of commercial banks in our country. The main direction of the new round of credit investment lies in the local government financing platform loans. Overcapacity industry loans and real estate loans these three types of loans, the three types of loans will bring bank credit risk analysis. According to the previous theoretical analysis, in the 4th chapter of the empirical part. This article takes 2003-2012 as the research interval, selects 30 commercial banks in our country as the sample. Using GMM method to construct dynamic panel model to analyze the dynamic relationship between credit expansion and non-performing loan ratio. In this paper, the loan growth rate of the second to fourth period is added as the explanatory variable, and the real growth rate of GDP, the real interest rate, the inflation rate and the relative size of assets are selected. The return on net assets and the ratio of shareholders' equity are the controlling variables. The conclusion is that the coefficient of loan growth rate is negative in the second phase, and is positive in the third and fourth periods. The coefficient of loan growth rate is larger than that of four periods, which indicates that the initial impact of credit growth will reduce the ratio of non-performing loans, but in the long run, the ratio of non-performing loans will increase after three to four years. And in four years, the increase will be even greater. This will have a negative impact on the stability of the entire banking system. On the basis of the theoretical and empirical analysis of the problem of "the impact of credit expansion on the non-performing loan rate of commercial banks in China". This paper puts forward some suggestions on how to reduce the credit risk and reduce the non-performing loan for the bank operation management department and the supervisory authority. The commercial bank should strictly guard against the risk in the key area and resolve the stock risk properly. To adjust the credit structure and promote the adjustment of economic structure; Strengthen credit management and find out problems as soon as possible; At the same time, the supervision department strengthens the supervision, realizes the loan steady growth, thus our country's banking industry's bad loan level can reduce, the credit risk can be effectively controlled.
【学位授予单位】:南京财经大学
【学位级别】:硕士
【学位授予年份】:2014
【分类号】:F832.4
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