不良贷款率影响因素的实证分析——基于2005—2014年省级面板数据

发布时间：2018-05-25 04:16

本文选题：不良贷款率 + 不良贷款率差分值　；参考：《金融理论与实践》2017年02期

【摘要】：首次利用2005—2014年省级面板数据实证分析不良贷款率的影响因素,主要使用不良贷款率的差分值作为被解释变量,运用了双向固定效应模型、基于GMM的动态面板模型相结合的方法。得出:宽松的货币政策、较高的经济增速与经济发展水平有利于不良贷款率的降低,过快的信贷增长与过高的存贷余额比例不利于不良贷款率的降低,金融深化程度加大有利于不良贷款率的降低,地方政府财政收支压力过大会导致不良贷款率相对上升,产业结构的优化降低了因第二产业占比过高导致的不良贷款率上升。不良贷款率变化趋势一定程度上反映系统性风险的积累,十分有必要加强控制不良贷款率。目前,货币政策能够发挥积极效应,同时应通过结构优化保持较快的经济增速、控制信贷过快增长、化解地方政府性债务风险,需要注意的是,在调控过程中要处理好相关政策的反作用。
[Abstract]:For the first time, using the provincial panel data from 2005 to 2014, this paper empirically analyses the influencing factors of the bad loan rate, mainly using the difference value of the bad loan rate as the explanatory variable. Using the two-way fixed effect model and the dynamic panel model based on GMM, the loose monetary policy, the higher economic growth and the economic development water are obtained. It is conducive to the reduction of the non-performing loan rate, the excessive credit growth and the high proportion of the loan balance are not conducive to the reduction of the non-performing loan ratio, the increase of financial deepening is beneficial to the reduction of the non-performing loan rate. The local government financial revenue and expenditure pressure has led to the relative rise of the non-performing loan rate, and the optimization of the industrial structure has reduced the second industry. It is necessary to strengthen the rate of controlling non-performing loans to some extent. At present, it is necessary to strengthen the control of the bad loan rate. At present, the monetary policy can play a positive effect. At the same time, the monetary policy can play a positive effect, at the same time, it should keep fast economic growth, control the rapid growth of credit and resolve local administration through structural optimization. The risk of government debt should be noted that the relevant policies should be handled well in the process of regulation.
【作者单位】：湖南大学金融与统计学院;
【分类号】：F832.33

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