中国农业银行不良贷款率影响因素分析

发布时间：2018-03-10 02:05

本文选题：中国农业银行　切入点：不良贷款率　出处：《东北农业大学》2013年硕士论文　论文类型：学位论文

【摘要】：随着股份制改造的完成与成功上市，中国农业银行的不良贷款率和贷款规模实现了“双降”，不良贷款问题似乎得到了有效的缓解。然而，从银监会和农业银行的统计数据我们可以发现，尽管中国农业发展银行的成立剥离了农业银行大量的不良贷款，但是目前其数量规模和不良贷款率仍让人担忧，它的不良贷款率和不良贷款总额都是国有商业银行中最高的。因此，研究中国农业银行不良贷款率的影响因素，对于防范化解农业银行不良贷款具有一定的理论和现实意义。本文首先从不良贷款的概念和基本理论基础入手，明确了不良贷款的概念界定和国际通用的贷款五级分类标准的相关要求。通过数据分析得出了中国农业银行不良贷款的现状、特点，进而从影响农业银行不良贷款率的理论分析着手，借鉴国内外相关成果，选取了2008-2012年各季度国内生产总值（GDP）增长率、货币供应量（M2）增长率、中国农业银行资本充足率、贷款与总负债比例、银行相对规模、拨备覆盖率和净利差七个经济指标，通过建立多元线性回归模型，对不同的影响因素进行实证分析。分析结果表明，国内生产总值GDP增长率和货币供给量M2增长率这两个宏观指标与中国农业银行不良贷款率呈负相关关系，即GDP增长率和M2增长率越高，中国农业银行的不良贷款率越低，反之则越高；农业银行资本充足率、银行相对规模、拨备覆盖率和净利差这四个微观经济指标与农业银行不良贷款率呈负相关关系，即资本充足率越高、银行相对规模越大、拨备覆盖率和净利差越大，中国农业银行的不良贷款率越低，反之越高；贷款与总负债比例与农业银行不良贷款率呈正相关关系，贷款占总负债比例越高，不良贷款率越高，，反之越低。最后，在理论分析和实证分析的基础上，从增量防范和存量化解两方面提出了有针对性的建议和意见。主要包括优化防范不良贷款的外部环境，如营造良好信用环境、转变政府职能、深化企业改革等；提高农业银行不良贷款的防范能力，如加强经济周期分析和行业分析、建立健全信贷风险管理体系等；化解对策方面提出了加强金融创新提高农业银行盈利能力、不良资产证券化出售、培育资本市场、争取国家政策支持等措施建议，以达到降低中国农业银行不良贷款率的目的。
[Abstract]:With the completion and successful listing of the shareholding system, the non-performing loan ratio and loan scale of the Agricultural Bank of China have achieved a "double decline", and the problem of non-performing loans seems to have been effectively alleviated. From the statistics of the CBRC and the Agricultural Bank of China, we can see that although the establishment of the Agricultural Development Bank of China has spun off a large number of non-performing loans from the Agricultural Bank, the size of the bank and the ratio of non-performing loans are still worrying. The ratio of non-performing loans and the total amount of non-performing loans are the highest among state-owned commercial banks. Therefore, it is of theoretical and practical significance to study the influencing factors of non-performing loan rate of Agricultural Bank of China for the prevention and solution of non-performing loans of Agricultural Bank of China. This paper begins with the concept and basic theoretical basis of non-performing loans. The definition of the concept of non-performing loans and the relevant requirements of the international five-level classification standard of non-performing loans are clarified. The current situation and characteristics of non-performing loans of the Agricultural Bank of China are obtained through data analysis. Then, from the theoretical analysis of the influence on the non-performing loan ratio of the Agricultural Bank of China, with reference to the relevant achievements at home and abroad, the paper selects the growth rate of GDP, money supply and M2) in each quarter of 2008-2012, and the capital adequacy ratio of the Agricultural Bank of China. The ratio of loans to total liabilities, the relative size of banks, the reserve coverage rate and the net interest margin are seven economic indicators. Through the establishment of multiple linear regression models, the empirical analysis of different influencing factors is carried out. The GDP growth rate and M2 growth rate of GDP are negatively correlated with the non-performing loan rate of the Agricultural Bank of China, that is, the higher the growth rate of GDP and M2, the lower the non-performing loan ratio of the Agricultural Bank of China. On the contrary, the higher the ratio of capital adequacy, the relative size of bank, the ratio of reserve coverage and net interest margin, the negative correlation between the four microeconomic indicators and the ratio of non-performing loan of Agricultural Bank, that is, the higher the ratio of capital adequacy, the larger the relative scale of bank. The larger the coverage and the net interest margin, the lower the non-performing loan ratio of Agricultural Bank of China, the higher the ratio of non-performing loans to total liabilities, the higher the ratio of loans to total liabilities, the higher the ratio of non-performing loans to non-performing loans. The lower the opposite. Finally, on the basis of theoretical analysis and empirical analysis, this paper puts forward some suggestions and suggestions from two aspects of incremental prevention and stock resolution, mainly including optimizing the external environment to prevent non-performing loans, such as creating a good credit environment. Changing government functions, deepening enterprise reform, improving the ability of agricultural bank to prevent non-performing loans, such as strengthening economic cycle analysis and industry analysis, establishing and perfecting credit risk management system, etc. In order to reduce the non-performing loan rate of Agricultural Bank of China, the countermeasures are put forward, such as strengthening financial innovation, improving the profitability of Agricultural Bank of China, selling non-performing assets securitization, cultivating capital market and striving for the support of national policy.
【学位授予单位】：东北农业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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