本文關鍵詞： 經(jīng)濟轉型 城市商業(yè)銀行 不良貸款 影響因素　出處：《安徽大學》2017年碩士論文　論文類型：學位論文

【摘要】：近年來,我國經(jīng)濟運行步入"新常態(tài)",經(jīng)濟增長進入換擋期,結構調整陣痛期,前期國家刺激政策消化期"三期疊加"效應逐步顯現(xiàn)。城市商業(yè)銀行作為一個地區(qū)運轉的重要樞紐,近十年發(fā)展非常迅速,快速成為我國銀行業(yè)第三梯隊的主要力量。然而在經(jīng)濟轉型背景下,我國城市商業(yè)銀行不良貸款率和不良貸款余額呈現(xiàn)"雙升"趨勢,甚至不良貸款的實際情況可能遠比銀行所公布的賬面上的數(shù)據(jù)更加嚴峻,因此城市商業(yè)銀行的貸款風險管控問題受到了較多關注。經(jīng)濟轉型背景下城市商業(yè)銀行不良貸款的產生將面臨很多新的影響因素,因此本文主要針對城市商業(yè)銀行不良貸款影響新因素及其特有因素進行分析,從而制定有效的防控對策以利于更好地控制貸款風險。本文從研究背景和意義出發(fā),梳理了國內外學者針對銀行不良貸款的研究現(xiàn)狀,對不良貸款的相關理論基礎進行系統(tǒng)性的闡述,以此引出對我國近期經(jīng)濟發(fā)展狀況分析,從而在此背景下進行城市商業(yè)銀行不良貸款現(xiàn)狀及成因分析,分別從城市商業(yè)銀行發(fā)展概況、存量、增量以及行業(yè)分布情況四個方面分析城市商業(yè)銀行發(fā)展現(xiàn)狀,之后從外部因素和內部因素兩個角度深入探討了城市商業(yè)銀行不良貸款產生的原因,分別為宏觀經(jīng)濟因素、監(jiān)管體制因素、地方政府干預因素、同業(yè)競爭因素、借款人道德風險因素以及銀行內部管理不善因素。在定性分析的基礎上,本文也對城市商業(yè)銀行不良貸款的影響因素進行了定量分析,選取了 2008年至2016年49家城市商業(yè)銀行的有關數(shù)據(jù),選擇國內生產總值、廣義貨幣供應量、制造業(yè)采購經(jīng)理指數(shù)、第三產業(yè)占比、企業(yè)景氣指數(shù)、固定資產投資價值指數(shù)、地方人均財政收入、地方非稅收收入占比、城市商業(yè)銀行貸款占地方貸款比例、存貸比、資本充足率、撥備覆蓋率、貸款規(guī)模這十三個變量作為解釋變量,城市商業(yè)銀行不良貸款率作為被解釋變量,建立回歸模型,研究了上述解釋變量對我國城市商業(yè)銀行不良貸款率的影響程度。最后通過上述分析,針對不良貸款產生的原因提出對應的防控對策,分別為:監(jiān)管機構進一步健全法律法規(guī),優(yōu)化社會信用體系和推進貸款保險制度的實施;弱化地方政府的干預能力,拓寬其融資渠道,轉變職能定位以及規(guī)范融資平臺管理;突出銀行間差異化定位,展現(xiàn)銀行自身特色,優(yōu)化銀行間信息交流平臺;提高借款人誠信意識;提升銀行自身管理水平,打造專業(yè)化的信貸風險管理團隊,制定關鍵績效考核指標和激勵方案,運用科學的信用風險評級機制;全面推進銀行業(yè)務轉型工作,重點發(fā)展普惠金融、綠色金融、科技金融等。
[Abstract]:In recent years, China's economy into the new normal, economic growth into the shift period, the throes of structural adjustment, the national pre stimulus digestion period three superimposed effect gradually. An important hub of the city commercial bank as a regional operation, nearly ten years of development is very rapid, fast becoming a major force in our country the third line of banking industry. However, in the context of economic restructuring, the rate of non-performing loans of China's city commercial banks and non-performing loans showed double up trend, the actual situation is even bad loans than banks announced by the book's data is more severe, so the loan risk management problem of city commercial banks have received more attention city commercial banks non-performing loans. Under the background of economic restructuring will face many new influence factors, the paper focuses on the non-performing loans of commercial banks, city new factors and For its unique factor analysis, so as to formulate effective countermeasures in order to better control the loan risk. This paper starts from the background and significance, research status of the bank non-performing loans combed the domestic and foreign scholars, the relevant theoretical basis of the non-performing loans of the systematic elaboration, this leads to analysis of recent economic development in China that city commercial banks non-performing loans to the current situation and cause analysis of this background, from the general situation, the development of city commercial bank stock, increment and distribution industry in four aspects analysis of the current situation of the development of city commercial banks, then from two aspects of external and internal factors in-depth study of the causes of non-performing loans of commercial banks from the city, respectively. As macroeconomic factors, regulatory factors of system, local government intervention factors, competition factors, loan risk factors to humanitarian de Poor internal management factors and the bank. On the basis of qualitative analysis, this paper also makes a quantitative analysis of impact on city commercial banks non-performing loan factors, select the relevant data from 2008 to 2016 49 city commercial banks, choose GDP, broad money supply, Manufacturing Purchasing Managers Index, industry accounted for third than, the enterprise prosperity index, the value index of investment in fixed assets, the per capita income of local government, local non tax revenue accounted for the city commercial bank loans accounted for the local loan ratio, loan deposit ratio, capital adequacy ratio, the size of the loan provision coverage, these thirteen variables as explanatory variables, city commercial banks non-performing loan ratio as explanatory variables, a regression model is established to study the influence degree of the explanatory variables of the non-performing loans of China's city commercial banks rate. Finally, through the above analysis, due to bad loans The reasons put forward the corresponding prevention and control measures, respectively: regulatory agencies to further improve the laws and regulations, optimize the social credit system and promote the implementation of loan insurance system; weaken the local government's ability to intervene, to broaden the financing channels, functions and standardize the financing platform management; highlight the differences in localization between banks, the bank shows its own characteristics. To optimize the information exchange platform between banks; improve the borrower credit consciousness; to enhance the bank's own credit risk management level, to create a professional management team, develop the key indicators of performance appraisal and incentive plan, the use of scientific credit risk rating mechanism; promote bank business transformation work, focus on the development of Inclusive Finance, green finance, technology finance and so on.

【學位授予單位】：安徽大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.4

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