经济转型背景下城市商业银行不良贷款影响因素分析及防控对策

发布时间：2018-01-21 01:04

本文关键词： 经济转型城市商业银行不良贷款影响因素　出处：《安徽大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来,我国经济运行步入"新常态",经济增长进入换挡期,结构调整阵痛期,前期国家刺激政策消化期"三期叠加"效应逐步显现。城市商业银行作为一个地区运转的重要枢纽,近十年发展非常迅速,快速成为我国银行业第三梯队的主要力量。然而在经济转型背景下,我国城市商业银行不良贷款率和不良贷款余额呈现"双升"趋势,甚至不良贷款的实际情况可能远比银行所公布的账面上的数据更加严峻,因此城市商业银行的贷款风险管控问题受到了较多关注。经济转型背景下城市商业银行不良贷款的产生将面临很多新的影响因素,因此本文主要针对城市商业银行不良贷款影响新因素及其特有因素进行分析,从而制定有效的防控对策以利于更好地控制贷款风险。本文从研究背景和意义出发,梳理了国内外学者针对银行不良贷款的研究现状,对不良贷款的相关理论基础进行系统性的阐述,以此引出对我国近期经济发展状况分析,从而在此背景下进行城市商业银行不良贷款现状及成因分析,分别从城市商业银行发展概况、存量、增量以及行业分布情况四个方面分析城市商业银行发展现状,之后从外部因素和内部因素两个角度深入探讨了城市商业银行不良贷款产生的原因,分别为宏观经济因素、监管体制因素、地方政府干预因素、同业竞争因素、借款人道德风险因素以及银行内部管理不善因素。在定性分析的基础上,本文也对城市商业银行不良贷款的影响因素进行了定量分析,选取了 2008年至2016年49家城市商业银行的有关数据,选择国内生产总值、广义货币供应量、制造业采购经理指数、第三产业占比、企业景气指数、固定资产投资价值指数、地方人均财政收入、地方非税收收入占比、城市商业银行贷款占地方贷款比例、存贷比、资本充足率、拨备覆盖率、贷款规模这十三个变量作为解释变量,城市商业银行不良贷款率作为被解释变量,建立回归模型,研究了上述解释变量对我国城市商业银行不良贷款率的影响程度。最后通过上述分析,针对不良贷款产生的原因提出对应的防控对策,分别为:监管机构进一步健全法律法规,优化社会信用体系和推进贷款保险制度的实施;弱化地方政府的干预能力,拓宽其融资渠道,转变职能定位以及规范融资平台管理;突出银行间差异化定位,展现银行自身特色,优化银行间信息交流平台;提高借款人诚信意识;提升银行自身管理水平,打造专业化的信贷风险管理团队,制定关键绩效考核指标和激励方案,运用科学的信用风险评级机制;全面推进银行业务转型工作,重点发展普惠金融、绿色金融、科技金融等。
[Abstract]:In recent years, China's economy into the new normal, economic growth into the shift period, the throes of structural adjustment, the national pre stimulus digestion period three superimposed effect gradually. An important hub of the city commercial bank as a regional operation, nearly ten years of development is very rapid, fast becoming a major force in our country the third line of banking industry. However, in the context of economic restructuring, the rate of non-performing loans of China's city commercial banks and non-performing loans showed double up trend, the actual situation is even bad loans than banks announced by the book's data is more severe, so the loan risk management problem of city commercial banks have received more attention city commercial banks non-performing loans. Under the background of economic restructuring will face many new influence factors, the paper focuses on the non-performing loans of commercial banks, city new factors and For its unique factor analysis, so as to formulate effective countermeasures in order to better control the loan risk. This paper starts from the background and significance, research status of the bank non-performing loans combed the domestic and foreign scholars, the relevant theoretical basis of the non-performing loans of the systematic elaboration, this leads to analysis of recent economic development in China that city commercial banks non-performing loans to the current situation and cause analysis of this background, from the general situation, the development of city commercial bank stock, increment and distribution industry in four aspects analysis of the current situation of the development of city commercial banks, then from two aspects of external and internal factors in-depth study of the causes of non-performing loans of commercial banks from the city, respectively. As macroeconomic factors, regulatory factors of system, local government intervention factors, competition factors, loan risk factors to humanitarian de Poor internal management factors and the bank. On the basis of qualitative analysis, this paper also makes a quantitative analysis of impact on city commercial banks non-performing loan factors, select the relevant data from 2008 to 2016 49 city commercial banks, choose GDP, broad money supply, Manufacturing Purchasing Managers Index, industry accounted for third than, the enterprise prosperity index, the value index of investment in fixed assets, the per capita income of local government, local non tax revenue accounted for the city commercial bank loans accounted for the local loan ratio, loan deposit ratio, capital adequacy ratio, the size of the loan provision coverage, these thirteen variables as explanatory variables, city commercial banks non-performing loan ratio as explanatory variables, a regression model is established to study the influence degree of the explanatory variables of the non-performing loans of China's city commercial banks rate. Finally, through the above analysis, due to bad loans The reasons put forward the corresponding prevention and control measures, respectively: regulatory agencies to further improve the laws and regulations, optimize the social credit system and promote the implementation of loan insurance system; weaken the local government's ability to intervene, to broaden the financing channels, functions and standardize the financing platform management; highlight the differences in localization between banks, the bank shows its own characteristics. To optimize the information exchange platform between banks; improve the borrower credit consciousness; to enhance the bank's own credit risk management level, to create a professional management team, develop the key indicators of performance appraisal and incentive plan, the use of scientific credit risk rating mechanism; promote bank business transformation work, focus on the development of Inclusive Finance, green finance, technology finance and so on.

【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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