兴业银行不良贷款率影响因素分析

发布时间：2019-04-20 19:38

【摘要】：随着兴业银行上市,其不良贷款率和贷款规模在2006年至2011年实现了“双降”,似乎解决了不良贷款问题。然而,在兴业银行的统计数据可以发现,尽管兴业银行的在经济繁荣阶段成功的剥离了大量的不良贷款,但是当经济处于衰退和疲软阶段时,兴业银行不良贷款问题完全暴露的出来,并且增幅程度很高。因此,研究兴业银行不良贷款率的影响因素,对于防范和化解兴业银行不良贷款具有一定的理论和现实意义。本文首先兴业银行不良贷款的现状着手,通过分析兴业银行不良贷款五级分类情况、行业分布状况、变动情况的分析得出兴业银行不良贷款率的特点。并分别采用国内生产总值GDP增长率、货币供应量M2增长率、居民消费价格指数CPI三个宏观经济指标,和资本充足率、贷款／总负债、银行相对规模、拨备覆盖率和净利润增长率五个银行指标进行实证和规范分析,得出不良贷款率和影响因素的关系即：不良贷款率与GDP增长率、货币供应量增长率、资本充足率、银行相对规模、拨备覆盖率和净利润增长率呈负相关,而与居民消费物价指数和贷款／总负债成正相关。最后,在理论分析和实证分析的基础上,在防范不良贷款率上升和对现有不良贷款的化解上提出有效的建议。本文在防范不良贷款时,建议在宏观和微观两个方面采取相应的措施。如在宏观方面要加强宏观环境和经济周期环境的分析、创建一个良好的信用环境,深化企业改革等；在微观方面提高银行预防不良贷款的能力。在而在化解不良贷款时,提出要综合提高兴业银行的核心竞争力、将不良贷款证券化并完善资本市场等措施,综合以上所有的建议来达到降低兴业银行不良贷款率的目的。
[Abstract]:As Societe Generale went public, its non-performing loan ratio and size of loans fell "between 2006 and 2011", which seemed to solve the problem of non-performing loans. However, statistics at SocGen show that, despite its successful spin-off of large amounts of non-performing loans during the boom, when the economy is in a period of recession and weakness, Societe Generale's non-performing loan problem is completely exposed, and the extent of growth is very high. Therefore, it is of theoretical and practical significance to study the influencing factors of the non-performing loan ratio of industrial banks in order to prevent and resolve the non-performing loans of industrial banks. This paper begins with the present situation of non-performing loans of industrial banks, and obtains the characteristics of non-performing loans ratio of industrial banks by analyzing the classification of five grades of non-performing loans of industrial banks, the distribution of the industry and the changes of the situation of the non-performing loans of industrial banks. Three macroeconomic indicators, GDP growth rate, money supply M2 growth rate, consumer price index CPI, and capital adequacy ratio, loan / total debt, bank relative size, were adopted respectively. The relationship between non-performing loan rate and GDP growth rate, money supply growth rate and capital adequacy ratio are obtained by empirical and normative analysis of five bank indicators: provision coverage rate and net profit growth rate, and the relationship between the non-performing loan rate and the influencing factors: non-performing loan rate and growth rate of net profit. Bank relative size, reserve coverage and net profit growth rate were negatively correlated, while positively correlated with consumer price index and loan / total debt. Finally, on the basis of theoretical analysis and empirical analysis, some effective suggestions are put forward to prevent the rise of non-performing loan ratio and to resolve the existing non-performing loans. In this paper, it is suggested to take corresponding measures in macro and micro aspects when preventing non-performing loans. For example, it is necessary to strengthen the analysis of macro environment and economic cycle environment, to create a good credit environment, to deepen the reform of enterprises, and to improve the ability of banks to prevent non-performing loans in the micro-aspect. In order to reduce the ratio of non-performing loans of industrial banks, it is proposed to improve the core competitiveness of industrial banks, securitization of non-performing loans and improve the capital market in order to reduce the ratio of non-performing loans in order to solve the problem of non-performing loans.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.4

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