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银行不良贷款影响因素的实证分析
Empirical Analysis on Non-performing Loans of Factors
【作者】 刘颖；
【导师】 蒋岳祥；
【作者基本信息】 浙江大学 ， 金融学， 2013， 硕士
【副题名】以某银行市级分行为例
【摘要】 经过中国银行业这些年的改革与创新,国内商业银行的不良贷款率大大下降,不良贷款问题似乎正在逐步得到缓解。然而,从银监会公布的统计数据可以看出,尽管这些年四大商业银行对不良贷款进行了剥离,但是从其绝对数额和其占贷款比例方面来看,都依然让人担忧。本文认为,进一步分析不良贷款影响因素并找出对关键影响因素的治理措施是解决不良贷款问题的关键。本文首先阐述关于不良贷款理论概述,在理论的基础上,对我国银行不良贷款的现状的原因进行了分析,本文认为影响银行不良贷款的因素很多,主要有宏观因素、银行及贷款企业本身的原因。根据某银行市级分行2005至2010年的数据,构建Probit模型实证分析影响某银行市级分行不良贷款的影响因素,研究结果表明：贷款客户信用等级、客户单位经济类型与银行不良贷款显著负相关,与客户规模等级负相关,但不显著相关。针对银行不良贷款影响因素以及借鉴国外处理与预防不良贷款的经验,本文从借款企业方面,政府转变职能、加强银行监管方面,以及银行强化风险意识,优化信贷结构这三方面提出解决银行不良贷款的建议,着重强调银行加强法人治理结构、强化资本约束机制,提高资本运作效率等内因的重要性。
【Abstract】 After several years" reformation and ilmovation of Chinese banking industry.the rate of non-performing loans (NPLs) within domestic commercial banks has dropped drastically. And it seems that such issue has become moderate. However with the data released by China Banking Regulatory Commission (CBRC), although the NPLs have been deprived by Chinese four major commercial banks, we may still need to concern about the NPLs. either the total amount or the percentage compared to the whole loans. In this article, the author believes that the key step to solve the NPLs is to analyze tile major factors and find the solutions for such factors.This paper describes an overview of the theory of non-performing loans, in theory, based on non-performing loans of China’s banking status quo analysis of the causes, the paper that the impact of banks’bad loans to many factors, mainly macroeconomic factors, banks and loan companies own reasons. According to A Bank city branch2005-2010data, build Probit model of empirical analysis on the bank city branch non-performing loans of factors, the results show that:loan clients credit rating, customer unit of economic types and bad loans significantly negatively correlated with the customer base level of negative related, but not significantly correlated. Factors affecting non-performing loans for banks and use foreign experience in dealing with or prevention of n on-performing loans, loans to enterprises from the paper, changes in government functions and strengthen banking supervision and risk awareness to strengthen the Bank and the credit structure to optimize put forward three recommendations to resolve bad loans.Emphasis on the internal importance of the banks to strengthen corporate governance structure, strengthen capital constraints mechanism,improve capital operation efficiency etc.