我国商业银行不良贷款影响因素的实证研究

发布时间：2019-03-05 09:55

【摘要】：金融业是在当代经济中起核心支柱作用的产业。在我国,商业银行作为金融业最重要的组成部分,具有重要的战略意义。银行资产质量的好坏,关系到到整个国家的经济运行甚至会威胁到国家金融安全。长期以来,我国商业银行都面临着较严重的不良贷款问题,尤其是国有商业银行,由于国家政策和改革等的原因,积累了大量的不良贷款。股份制银行和城市商业银行虽然起步较晚,不良贷款问题也十分严峻。尤其是近几年,不良贷款率和不良贷款额结束“双降”趋势,大有攀升之势,加上我国经济运行放缓,解决我国商业银行不良贷款问题刻不容缓。因此,本文将对不同类型商业银行的不良贷款分别研究,找出各自的影响因素。首先对我国商业银行不良贷款的现状进行分析,本文选取了从中国银监会官网选取了2010年到2016年的不良贷款率数据,先在总量上对不良贷款率的上升趋势做了分析,然后分析了结构上的变化,最后将国有大型商业银行、股份制商业银行和城市商业银行的不良贷款进行了对比。其次,进行指标的选取,本文主要考虑银行自身的运营情况,选取了反映资产的流动性、信用风险大小、效益型和资本充足率的共十个指标在2010年到2016年的季度的数据(数据均各大银行的财务报表及银监会官网),对数据进行分机构对比分析,研究不同银行之间的差距。然后,对不良贷款率分机构差异性比较,运用单因素方差分析,比较三类银行的不良贷款率之间是否有显著差异,结果发现,国有商业银行与股份制银行和城市商业银行的不良贷款率之间确实存在显著差异。最后,将国有商业银行分为一组,股份制商业银行和城市商业银行分为一组,先对个指标进行因子分析,提取出主要的影响因子,利用因子得分的结果建立两组回归模型,分别找出两组商业银行不良贷款的影响因素。
[Abstract]:Financial industry is the core pillar industry in the contemporary economy. In China, commercial banks, as the most important part of the financial industry, have important strategic significance. The quality of bank assets is related to the economic operation of the whole country and even threaten the national financial security. For a long time, commercial banks in our country are faced with serious problems of non-performing loans, especially the state-owned commercial banks, which have accumulated a large number of non-performing loans due to the national policy and reform. Although the joint-stock banks and city commercial banks started late, the problem of non-performing loans is also very serious. Especially in recent years, the rate of non-performing loans and the amount of non-performing loans have ended the "double decline" trend, there is a great upward trend, coupled with the economic slowdown in our country, it is urgent to solve the problem of non-performing loans of commercial banks in our country. Therefore, this paper will study the non-performing loans of different types of commercial banks, and find out their respective influencing factors. First of all, the status quo of non-performing loans of commercial banks in China is analyzed, and the data of non-performing loans from 2010 to 2016 are selected from the official website of China Banking Regulatory Commission. First, the rising trend of non-performing loans is analyzed in terms of the total amount of non-performing loans. Then the structural changes are analyzed. Finally, the non-performing loans of large state-owned commercial banks, joint-stock commercial banks and city commercial banks are compared. Secondly, the selection of indicators, this paper mainly considers the operation of the bank itself, selected to reflect the liquidity of assets, the size of credit risk, Ten indicators of efficiency and capital adequacy for the quarter from 2010 to 2016 (the financial statements of all major banks and the official website of the CBRC) were compared and analyzed by sub-organizations to study the differences between different banks. Then, to compare the difference of non-performing loan rate, using one-way ANOVA to compare the difference of non-performing loan ratio among the three types of banks, the results show that there is no significant difference in the non-performing loan ratio among the three types of banks. There is a significant difference between state-owned commercial banks and joint-stock banks and city commercial banks in non-performing loan rates. Finally, the state-owned commercial banks are divided into one group, the joint-stock commercial banks and the city commercial banks are divided into one group. Firstly, a factor analysis is carried out to extract the main influencing factors, and two groups of regression models are established by using the result of factor scores. Two groups of commercial banks to identify the impact of non-performing loans factors.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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