商业银行不良贷款状况以及影响因素研究
发布时间：2019-03-05 08:32
【摘要】：近年来,我国经济进入新常态。受经济结构转型与国际金融危机的双重影响,我国许多企业经营状况陷入困境,贷款违约现象激增,商业银行不良贷款率从2011年的0.9%持续上升到2016年的1.74%,直逼中国银监会设定的2%风险警戒线。商业银行不良贷款率的持续上升,已经对其经营造成了严重的负面影响,如果不及时阻断其未来发展趋势,甚至还可能会对实体经济乃至整个社会产生重大冲击。因此党和国家密切关注商业银行不良贷款状况及其发展趋势。2017年政府工作报告中强调,“要高度警惕商业银行不良贷款积累所带来的风险”。因此,对商业银行不良贷款状况及其影响因素的研究,具有十分重要的理论价值与实践意义。本文主要研究我国商业银行不良贷款状况,深入探讨宏观经济环境以及商业银行自身特征因素对其不良贷款率的影响。研究结论如下:(1)我国商业银行不良贷款问题正在持续暴露,形势十分严峻。其中,不良贷款存量最大的是国有商业银行,不良贷款率最高的是农村商业银行。(2)GDP增速对股份制商业银行不良贷款率的影响最大,货币政策对城市商业银行不良贷款率的影响最大,存贷比以及拨备覆盖率对农村商业银行不良贷款率的影响最大,而资本充足率却对国有商业银行不良贷款率的影响最大。据此,本文提出如下政策建议:(1)政府的宏观调控与商业银行的自身监管应紧密结合,并根据不同类型商业银行不良贷款问题产生原因的不同,采取不同的解决办法和差异化的管理方式。(2)深化金融改革,优化商业银行发展模式,从根源上减少不良贷款的产生。(3)充分利用资本市场,加大不良贷款处置力度,从而达到“控增量、去存量”的效果。本文的创新性在于:(1)研究视角方面,综合考虑宏观经济环境以及商业银行自身特征因素,对比分析不同类型商业银行不良贷款余额与不良贷款率的差异性。(2)研究数据方面,描述性统计部分的数据时间跨度较长,充分展示出不同阶段的变化情况,实证部分则选取2011-2016年数据,主要分析商业银行不良贷款率增长的关键影响因素。(3)研究方法方面,在文献研究的基础上进行描述性统计分析以及实证研究,全面分析商业银行不良贷款状况及其影响因素。
[Abstract]:In recent years, China's economy has entered a new normal. Affected by the dual impact of economic restructuring and the international financial crisis, many enterprises in China are in a difficult position, and the phenomenon of loan default has increased sharply, and the non-performing loan ratio of commercial banks has continued to rise from 0.9% in 2011 to 1.74% in 2016. Straight to the China Banking Regulatory Commission set a 2% risk warning line. The continuous rise of non-performing loan ratio of commercial banks has caused serious negative impact on its operation. If the future development trend of commercial banks is not blocked in time, it may even have a significant impact on the real economy and even the whole society. Therefore, the Party and the state pay close attention to the situation and development trend of non-performing loans of commercial banks. In the 2017 work report, the government stressed that "it is necessary to be very vigilant against the risks brought by the accumulation of non-performing loans by commercial banks." Therefore, it is of great theoretical and practical significance to study the status of non-performing loans of commercial banks and its influencing factors. This paper mainly studies the situation of non-performing loans of commercial banks in China, and deeply discusses the influence of macro-economic environment and characteristics of commercial banks on their non-performing loan rates. The conclusions are as follows: (1) the problem of non-performing loans of commercial banks in China is continuously exposed and the situation is very serious. Among them, the largest stock of non-performing loans is the state-owned commercial banks, and the highest rate of non-performing loans is the rural commercial banks. (2) the growth rate of GDP has the greatest impact on the non-performing loans ratio of joint-stock commercial banks. Monetary policy has the greatest influence on the rate of non-performing loans of urban commercial banks, the ratio of deposit to loan and the coverage rate of provisions have the greatest influence on the ratio of non-performing loans of rural commercial banks, while the ratio of capital adequacy has the greatest influence on the ratio of non-performing loans of state-owned commercial banks. Accordingly, this paper puts forward the following policy recommendations: (1) the macro-control of the government and the self-supervision of commercial banks should be closely combined, and according to the different causes of non-performing loans of different types of commercial banks, (2) deepen financial reform, optimize the development model of commercial banks, and reduce the emergence of non-performing loans from the root causes. (3) make full use of the capital market and strengthen the disposal of non-performing loans. So as to achieve the effect of "controlling the increment and removing the stock". The innovation of this paper is as follows: (1) from the perspective of research, the macro-economic environment and the characteristics of commercial banks are considered comprehensively. The differences between the non-performing loan balance and the non-performing loan ratio of different types of commercial banks are compared and analyzed. (2) in the aspect of the research data, the descriptive statistics part has a long time span, which fully shows the change of the different stages of the non-performing loan balance and the non-performing loan ratio. The empirical part selects the 2011-2016 data, mainly analyzes the key factors influencing the growth of non-performing loan ratio of commercial banks. (3) on the basis of literature research, descriptive statistical analysis and empirical research are carried out on the basis of literature research. A comprehensive analysis of the non-performing loans of commercial banks and its influencing factors.
【学位授予单位】：华中师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4
[Abstract]:In recent years, China's economy has entered a new normal. Affected by the dual impact of economic restructuring and the international financial crisis, many enterprises in China are in a difficult position, and the phenomenon of loan default has increased sharply, and the non-performing loan ratio of commercial banks has continued to rise from 0.9% in 2011 to 1.74% in 2016. Straight to the China Banking Regulatory Commission set a 2% risk warning line. The continuous rise of non-performing loan ratio of commercial banks has caused serious negative impact on its operation. If the future development trend of commercial banks is not blocked in time, it may even have a significant impact on the real economy and even the whole society. Therefore, the Party and the state pay close attention to the situation and development trend of non-performing loans of commercial banks. In the 2017 work report, the government stressed that "it is necessary to be very vigilant against the risks brought by the accumulation of non-performing loans by commercial banks." Therefore, it is of great theoretical and practical significance to study the status of non-performing loans of commercial banks and its influencing factors. This paper mainly studies the situation of non-performing loans of commercial banks in China, and deeply discusses the influence of macro-economic environment and characteristics of commercial banks on their non-performing loan rates. The conclusions are as follows: (1) the problem of non-performing loans of commercial banks in China is continuously exposed and the situation is very serious. Among them, the largest stock of non-performing loans is the state-owned commercial banks, and the highest rate of non-performing loans is the rural commercial banks. (2) the growth rate of GDP has the greatest impact on the non-performing loans ratio of joint-stock commercial banks. Monetary policy has the greatest influence on the rate of non-performing loans of urban commercial banks, the ratio of deposit to loan and the coverage rate of provisions have the greatest influence on the ratio of non-performing loans of rural commercial banks, while the ratio of capital adequacy has the greatest influence on the ratio of non-performing loans of state-owned commercial banks. Accordingly, this paper puts forward the following policy recommendations: (1) the macro-control of the government and the self-supervision of commercial banks should be closely combined, and according to the different causes of non-performing loans of different types of commercial banks, (2) deepen financial reform, optimize the development model of commercial banks, and reduce the emergence of non-performing loans from the root causes. (3) make full use of the capital market and strengthen the disposal of non-performing loans. So as to achieve the effect of "controlling the increment and removing the stock". The innovation of this paper is as follows: (1) from the perspective of research, the macro-economic environment and the characteristics of commercial banks are considered comprehensively. The differences between the non-performing loan balance and the non-performing loan ratio of different types of commercial banks are compared and analyzed. (2) in the aspect of the research data, the descriptive statistics part has a long time span, which fully shows the change of the different stages of the non-performing loan balance and the non-performing loan ratio. The empirical part selects the 2011-2016 data, mainly analyzes the key factors influencing the growth of non-performing loan ratio of commercial banks. (3) on the basis of literature research, descriptive statistical analysis and empirical research are carried out on the basis of literature research. A comprehensive analysis of the non-performing loans of commercial banks and its influencing factors.
【学位授予单位】：华中师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4
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