本文選題：不良貸款　切入點(diǎn)：產(chǎn)能過剩　出處：《山東大學(xué)》2017年碩士論文

【摘要】：2010年以來我國宏觀經(jīng)濟(jì)增速逐漸下降,產(chǎn)能過剩問題日益顯露出來,企業(yè)經(jīng)營狀況惡化,銀行不良貸款率再度成為各界憂慮的焦點(diǎn)。然而官方公布的不良貸款率數(shù)據(jù)未考慮政策性剝離帶來的影響,且由于主觀因素存在,并不能反映不良貸款真實(shí)狀況。本文首次使用A股上市公司的面板數(shù)據(jù),通過凈利潤、利息保障倍數(shù)等指標(biāo)考察企業(yè)層面經(jīng)營狀況,認(rèn)定不良貸款企業(yè),并最終對我國銀行真實(shí)的不良貸款率進(jìn)行了測算。結(jié)果顯示,1998-2003年、2010-2015年是我國商業(yè)銀行不良貸款率快速上升的兩個階段,盡管本文利用上市公司測算對實(shí)際不良貸款率存在一定低估,但得到的測算結(jié)果不僅遠(yuǎn)高于官方公布數(shù)值,還遠(yuǎn)高于1998-2002年的水平。本輪不良貸款率較高的企業(yè)主要集中在產(chǎn)能過剩的有色金屬、建筑材料、采掘、鋼鐵等行業(yè),且分布在中西部地區(qū)。此外,本文還發(fā)現(xiàn)國有企業(yè)不良貸款率要遠(yuǎn)高于民營企業(yè),這不僅說明了我國銀行信貸存在向公有制企業(yè)傾斜的現(xiàn)象,還說明公有制企業(yè)經(jīng)營狀況要差于民營企業(yè)。在測算了真實(shí)的不良貸款率后,本文還總結(jié)了國內(nèi)外對不良貸款處置的經(jīng)驗,最后基于對不良貸款率的測算結(jié)果,分別從化解不良貸款存量和控制不良貸款增量兩方面提出了解決方案。在降低不良貸款存量方面:一是成立銀行系資產(chǎn)管理公司,專門處置母公司不良貸款;二是啟動新一輪"債轉(zhuǎn)股",對負(fù)債率較高、經(jīng)營狀況暫時較差的國有企業(yè)進(jìn)行兼并重組,達(dá)到降低企業(yè)杠桿、化解不良貸款的目的;三是重啟不良貸款證券化,使不良資產(chǎn)獲得投資價值。在控制不良貸款增量方面:一是商業(yè)銀行加強(qiáng)自身的信貸政策管理,通過行業(yè)限額管理、客戶白名單制度等措施,將信貸資源從低效率行業(yè)向高效率行業(yè)轉(zhuǎn)移;二是商業(yè)銀行對不良貸款增量的控制須緊緊圍繞國家產(chǎn)業(yè)結(jié)構(gòu)調(diào)整的要求,使資源的配置方向和經(jīng)濟(jì)轉(zhuǎn)型方向相一致;三是商業(yè)銀行內(nèi)部應(yīng)加強(qiáng)對潛在信用風(fēng)險的規(guī)避和控制,定期對所持資產(chǎn)進(jìn)行全面排查,對具有潛在風(fēng)險的項目進(jìn)行專項整治。
[Abstract]:Since 2010, China's macroeconomic growth rate has gradually decreased, the problem of overcapacity has become increasingly apparent, and the business situation of enterprises has deteriorated. The non-performing loan ratio of banks has once again become the focus of concern. However, the non-performing loan ratio data released by the government do not take into account the impact of policy divestiture, and because of subjective factors, This paper uses the panel data of A share listed companies for the first time, through the net profit, interest guarantee multiple and other indicators to investigate the operating situation at the enterprise level, and determines that the non-performing loan enterprises, Finally, the real non-performing loan ratio of Chinese banks is calculated. The results show that the period 1998-2003 and 2010-2015 are two stages of the rapid increase of the non-performing loan rate of commercial banks in China. Although this paper uses listed companies to estimate the actual non-performing loan ratio, the calculated results are not only far higher than the official published figures. It is also well above the level of 1998-2002. Enterprises with a high non-performing loan ratio in this round are mainly concentrated in industries such as non-ferrous metals, construction materials, mining, steel and other industries with excess capacity, and are also located in the Midwest. This paper also finds that the non-performing loan rate of state-owned enterprises is much higher than that of private enterprises, which not only shows that the bank credit in our country is inclined to the public enterprises. After calculating the real non-performing loan ratio, this paper also summarizes the experience in the disposal of non-performing loans at home and abroad, and finally, based on the calculation results of the non-performing loan ratio, The solutions are put forward from the aspects of resolving the stock of non-performing loans and controlling the increment of non-performing loans. In reducing the stock of non-performing loans, we should set up a bank asset management company to deal with the non-performing loans of the parent company; Second, to start a new round of "debt-to-equity swap", to merge and reorganize state-owned enterprises with high debt ratios and temporarily poor operating conditions, so as to reduce enterprise leverage and dissolve non-performing loans; and third, to restart non-performing loan securitization. In terms of controlling the increment of non-performing loans, commercial banks should strengthen their own credit policy management, adopt measures such as industry quota management, customer whitelist system, and so on. Transferring credit resources from low efficiency industries to high efficiency industries; second, commercial banks' control of the increment of non-performing loans should be closely related to the requirements of the adjustment of the national industrial structure, so that the allocation direction of resources is consistent with the direction of economic transformation; Third, commercial banks should strengthen the evasion and control of potential credit risk, periodically carry out comprehensive investigation of the assets held, and carry out special treatment on projects with potential risks.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.4

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