我国商业银行不良贷款率影响因素分析

发布时间：2018-08-06 15:03

【摘要】：近年来,不良贷款总额和不良贷款率有日渐增加的趋势,不良贷款作为影响银行及金融行业稳定的重要原因,对其进行影响因素分析刻不容缓。本文从宏观和微观两个角度分析不良贷款的影响因素。宏观经济方面采取了13个经济指标的季度数据,建立了多元线性回归、广义线性模型及主成分回归,结果表明得到不良贷款率与宏观经济指标呈反比,与经济波动指标呈正比;银行微观方面采取了5大商业银行的数据,建立了多元线性回归以及广义线性面板数据固定效应模型,结果得到银行不良贷款率与资本充足率、净利差、拨备覆盖率呈反比,与存贷比成正比。文章最终根据得到的结论给国家、银行监管当局、银行提供相应策略和建议。
[Abstract]:In recent years, the total amount of non-performing loans and the rate of non-performing loans have been increasing day by day. As an important reason that affects the stability of banks and financial industries, it is urgent to analyze the influencing factors of non-performing loans. This paper analyzes the influencing factors of non-performing loans from macro-and micro-perspectives. In macroeconomic aspect, the quarterly data of 13 economic indicators are adopted, and multivariate linear regression, generalized linear model and principal component regression are established. The results show that the ratio of non-performing loan is inversely proportional to the macroeconomic index and is directly proportional to the economic fluctuation index. In microcosmic aspect, the bank adopts the data of five commercial banks, establishes the multivariate linear regression and the generalized linear panel data fixed effect model. The results show that the non-performing loan ratio of the bank and the capital adequacy ratio, the net interest margin, the reserve coverage rate are inversely proportional. It is proportional to the ratio of deposit to loan. Finally, according to the conclusions, the paper provides the corresponding strategies and suggestions to the state, the banking supervision authorities and the banks.
【学位授予单位】：南京师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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