浦发银行不良贷款的生成研究

发布时间：2018-05-19 17:45

本文选题：不良贷款 + 滞后期　；参考：《上海师范大学》2017年硕士论文

【摘要】：近年来,商业银行不良贷款持续双升,同时国家经济增速放缓,国内企业利润下降、违约增加、股市动荡使信贷融资形势恶化又进一步倒逼不良贷款。因此研究不良贷款的生成周期,找出不良贷款生成的根源,从源头上降低不良贷款变的尤为重要。本文将以浦发银行为例,对我国商业银行的不良贷款生成周期进行分析。不良贷款的形成必然受到宏观经济环境的影响,浦发银行的经营效率和贷款总量的影响,因此,本文将根据其2004年到2016年的半年度数据建立分布滞后模型,分析各影响变量的前期对不良贷款的影响,同时通过脉冲响应函数分析各变量前期如何促进了商业银行不良贷款的形成,在彻底分析不良贷款形成过程的基础上,出降低不良贷款率的建议。
[Abstract]:In recent years, commercial banks' non-performing loans have continued to rise, while the country's economic growth rate has slowed, domestic enterprises' profits have fallen, defaults have increased, and the stock market turmoil has worsened the credit financing situation and further forced non-performing loans. Therefore, it is very important to study the generation cycle of non-performing loans, to find out the root of the formation of non-performing loans, and to reduce the formation of non-performing loans at the source. Taking Pudong Development Bank as an example, this paper analyzes the generation cycle of bad loans of commercial banks in China. The formation of non-performing loans is bound to be affected by the macroeconomic environment, the operating efficiency of the Pudong Development Bank and the total amount of loans. Therefore, based on its semi-annual data from 2004 to 2016, this paper will establish a distributed lag model. This paper analyzes the influence of the early stage of each influence variable on the non-performing loan, and at the same time, through the impulse response function, analyzes how each variable promotes the formation of the non-performing loan of the commercial bank, and on the basis of the thorough analysis of the forming process of the non-performing loan, Make recommendations to reduce the ratio of non-performing loans.
【学位授予单位】：上海师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

【参考文献】