中国建设银行Y分行不良贷款影响因素分析

发布时间：2018-03-21 16:31

本文选题：商业银行　切入点：不良贷款　出处：《扬州大学》2017年硕士论文　论文类型：学位论文

【摘要】：我国金融业发展比较滞后,在计划经济时期我国的商业银行实际上就是国有银行,主要发挥着支付和结算功能,没有其他任何指标任务,是银行运行效率极低的根本原因,预示着未来不良贷款的产生与累积。这几年政府一直高度重视不良贷款的问题,因为这影响着我国的金融稳定。西方国家金融业发展一直走在世界的前端,很早就开始研究不良贷款问题。在不良贷款方面的理论和研究方法很多。20世纪80年代,就有学者利用数学模型研究银行不良贷款问题,根据研究的结论,建议银行业及国家金融部门重视影响不良贷款的因素。不良贷款研究模型用的最多的就是面板数据模型,分析宏观经济因素,微观因素对银行不良贷款的影响。而我国对商业银行不良贷款的研究起步比较晚,而且主要集中在定性研究方面,定量分析很少。本文首先介绍了不良贷款的定义。并阐述了我国不良贷款定义发展的几个阶段和五级分类法,同时论述了信息不对称、金融脆弱性等不良贷款的相关理论。在理论的基础上,分析了Y市银行业现状及不良贷款情况,并对产生原因从不同角度分析。宏观因素和微观因素共同影响着银行不良贷款的产生。本文主要根据Y市实际情况从宏观、微观两方面进行实证分析。微观方面,本文构建Probit模型,利用建设银行Y市分行的信贷信息进行实证分析。主要是站在借款人的角度分析借款方发生不良贷款的可能性与所选微观因素之间的关系。研究结果表明:贷款客户的信用等级与不良贷款成负相关,也就是企业信用等级越好,发生不良贷款的可能性越低。客户单位经济类型与银行不良贷款显著负相关。客户规模等级与不良贷款的关系呈负相关,但不是特别的显著相关。宏观方面,主要研究建设银行Y分行的不良贷款余额与Y市财政收入、进出口总额、固定资产投资总额、GDP、社会消费品零售总额五个宏观因素的关系。利用spass工具进行因子分析法,分析宏观因素之间的关系,并提取两个主成分研究不良贷款和五个因素之间的相关性。结果是非常显著的。最后针对实证结果,从不良贷款的防范和处理两个方向,提出解决Y市建设银行不良贷款的建议。
[Abstract]:The development of our financial industry is lagging behind. In the period of planned economy, the commercial banks of our country are actually state-owned banks, which mainly play the functions of payment and settlement, and have no other target tasks, which is the root cause of the extremely low operational efficiency of the banks. These years, the government has attached great importance to the problem of non-performing loans, because this has affected the financial stability of our country. The financial development of western countries has always been at the forefront of the world. Many theories and research methods on non-performing loans. In the 1980s, some scholars used mathematical models to study the problem of non-performing loans in banks. According to the conclusions of the study, It is suggested that the banking and national financial departments attach importance to the factors that affect non-performing loans. The most popular research model for non-performing loans is panel data model to analyze macroeconomic factors. The influence of microcosmic factors on non-performing loans of banks. However, the research on non-performing loans of commercial banks in China started relatively late, and mainly focused on qualitative research. Quantitative analysis is rare. This paper first introduces the definition of non-performing loans, and expounds several stages and five-level classification of the definition of non-performing loans in China. At the same time, it discusses the asymmetry of information. Based on the theory of financial fragility and other non-performing loans, this paper analyzes the current situation of the banking industry and the situation of non-performing loans in Y City. And analyze the causes from different angles. Macro factors and micro factors affect the emergence of non-performing loans. This paper mainly according to the actual situation of Y City from the macro and micro two aspects of empirical analysis. This paper constructs the Probit model, Based on the credit information of Bank of China Y, this paper analyzes the relationship between the possibility of non-performing loans and the microcosmic factors selected from the perspective of the borrower. The credit rating of customers is negatively correlated with non-performing loans. That is, the better the credit rating of enterprises, the lower the probability of non-performing loans. The type of customer unit economy is negatively correlated with non-performing loans of banks, and the relationship between customer size and non-performing loans is negatively correlated. But it is not particularly significant. Macroscopically, we mainly study the balance of non-performing loans of China Construction Bank Y Branch and the financial revenue, import and export total of Y City. The relationship between the five macro factors of total fixed asset investment and total retail sales of consumer goods is analyzed by using the spass tool to analyze the relationship between the macro factors and the total investment of fixed assets. And extract two principal components to study the correlation between the non-performing loans and the five factors. The results are very significant. Finally, aiming at the empirical results, from the prevention and processing of non-performing loans, Put forward the proposal to solve the bad loan of construction bank of Y city.
【学位授予单位】：扬州大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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