经济增速、银行业不良贷款率和量化宽松

发布时间：2018-01-25 02:31

本文关键词： 经济增速经济新常态银行业不良贷款率量化宽松　出处：《金融理论与实践》2015年12期 　论文类型：期刊论文

【摘要】：经济下行期商业银行不良贷款率增加是次贷危机后世界主要经济体金融运行中的一种普遍现象。但数据分析发现,发达经济体和新兴市场国家经济增速下降对银行业资产质量的影响是存在区别的:在危机爆发和深化的阶段(2007—2010年),发达经济体和新兴市场经济国家经济增速下行都导致银行业不良贷款率显著上升,并且在统计检验上都是显著的;在后危机时代(2011—2014年),发达国家经济增速下行并没有导致银行业不良贷款率显著上升,而新兴经济体国家的经济增速下行则对银行业不良贷款率上升有比较显著的影响;无论是在危机爆发和深化的阶段(2007—2010年)还是在后危机时代(2011—2014年),新兴市场国家经济增速下行对银行业不良贷款率的影响都比发达经济体大。进一步的研究表明,宏观层面的量化宽松是本轮经济下行期发达国家经济体银行业走出泥潭的重要影响因素。
[Abstract]:The increase of non-performing loan ratio of commercial banks in the period of economic downturn is a common phenomenon in the financial operation of major economies in the world after the subprime mortgage crisis. There is a difference between the impact of falling economic growth in developed and emerging market economies on the quality of banking assets: in the phase of crisis onset and deepening 2007-2010). The decline of economic growth in developed economies and emerging market economies has led to a significant increase in the non-performing loan ratio of the banking sector, and is significant in statistical tests; In the post-crisis era of 2011-2014, the slowdown in economic growth in developed countries did not lead to a significant rise in non-performing loans in the banking sector. However, the decline in economic growth in emerging economies has a significant impact on the rise of non-performing loan ratios in the banking sector. Whether during the onset and deepening of the crisis (2007-2010) or in the post-crisis era 2011-2014). Lower growth rates in emerging market economies have had a greater impact on non-performing loan ratios in the banking sector than in developed economies, according to further research. Quantitative easing (QE) at the macro level is an important factor influencing the banks of developed countries' economies out of the quagmire during the current economic downturn.
【作者单位】：中国信达资产管理股份有限公司博士后科研工作站;中央财经大学博士后科研流动站;
【分类号】：F831.2;F113
【正文快照】： 一、研究的目的与意义经济增长与银行业不良贷款率的关系一直是比较热门的研究话题。先前诸多的研究主要是基于国内的数据采用时间序列的分析技术来研究二者之间的关系,例如岳蓓蓓和郑循刚(2011)、李俊峰(2010)[1]等,但很少有学者利用国际间的数据来进行比较研究。因此,基于主

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