【摘要】：金融業(yè)是在當(dāng)代經(jīng)濟(jì)中起核心支柱作用的產(chǎn)業(yè)。在我國,商業(yè)銀行作為金融業(yè)最重要的組成部分,具有重要的戰(zhàn)略意義。銀行資產(chǎn)質(zhì)量的好壞,關(guān)系到到整個國家的經(jīng)濟(jì)運行甚至?xí){到國家金融安全。長期以來,我國商業(yè)銀行都面臨著較嚴(yán)重的不良貸款問題,尤其是國有商業(yè)銀行,由于國家政策和改革等的原因,積累了大量的不良貸款。股份制銀行和城市商業(yè)銀行雖然起步較晚,不良貸款問題也十分嚴(yán)峻。尤其是近幾年,不良貸款率和不良貸款額結(jié)束“雙降”趨勢,大有攀升之勢,加上我國經(jīng)濟(jì)運行放緩,解決我國商業(yè)銀行不良貸款問題刻不容緩。因此,本文將對不同類型商業(yè)銀行的不良貸款分別研究,找出各自的影響因素。首先對我國商業(yè)銀行不良貸款的現(xiàn)狀進(jìn)行分析,本文選取了從中國銀監(jiān)會官網(wǎng)選取了2010年到2016年的不良貸款率數(shù)據(jù),先在總量上對不良貸款率的上升趨勢做了分析,然后分析了結(jié)構(gòu)上的變化,最后將國有大型商業(yè)銀行、股份制商業(yè)銀行和城市商業(yè)銀行的不良貸款進(jìn)行了對比。其次,進(jìn)行指標(biāo)的選取,本文主要考慮銀行自身的運營情況,選取了反映資產(chǎn)的流動性、信用風(fēng)險大小、效益型和資本充足率的共十個指標(biāo)在2010年到2016年的季度的數(shù)據(jù)(數(shù)據(jù)均各大銀行的財務(wù)報表及銀監(jiān)會官網(wǎng)),對數(shù)據(jù)進(jìn)行分機(jī)構(gòu)對比分析,研究不同銀行之間的差距。然后,對不良貸款率分機(jī)構(gòu)差異性比較,運用單因素方差分析,比較三類銀行的不良貸款率之間是否有顯著差異,結(jié)果發(fā)現(xiàn),國有商業(yè)銀行與股份制銀行和城市商業(yè)銀行的不良貸款率之間確實存在顯著差異。最后,將國有商業(yè)銀行分為一組,股份制商業(yè)銀行和城市商業(yè)銀行分為一組,先對個指標(biāo)進(jìn)行因子分析,提取出主要的影響因子,利用因子得分的結(jié)果建立兩組回歸模型,分別找出兩組商業(yè)銀行不良貸款的影響因素。
[Abstract]:Financial industry is the core pillar industry in the contemporary economy. In China, commercial banks, as the most important part of the financial industry, have important strategic significance. The quality of bank assets is related to the economic operation of the whole country and even threaten the national financial security. For a long time, commercial banks in our country are faced with serious problems of non-performing loans, especially the state-owned commercial banks, which have accumulated a large number of non-performing loans due to the national policy and reform. Although the joint-stock banks and city commercial banks started late, the problem of non-performing loans is also very serious. Especially in recent years, the rate of non-performing loans and the amount of non-performing loans have ended the "double decline" trend, there is a great upward trend, coupled with the economic slowdown in our country, it is urgent to solve the problem of non-performing loans of commercial banks in our country. Therefore, this paper will study the non-performing loans of different types of commercial banks, and find out their respective influencing factors. First of all, the status quo of non-performing loans of commercial banks in China is analyzed, and the data of non-performing loans from 2010 to 2016 are selected from the official website of China Banking Regulatory Commission. First, the rising trend of non-performing loans is analyzed in terms of the total amount of non-performing loans. Then the structural changes are analyzed. Finally, the non-performing loans of large state-owned commercial banks, joint-stock commercial banks and city commercial banks are compared. Secondly, the selection of indicators, this paper mainly considers the operation of the bank itself, selected to reflect the liquidity of assets, the size of credit risk, Ten indicators of efficiency and capital adequacy for the quarter from 2010 to 2016 (the financial statements of all major banks and the official website of the CBRC) were compared and analyzed by sub-organizations to study the differences between different banks. Then, to compare the difference of non-performing loan rate, using one-way ANOVA to compare the difference of non-performing loan ratio among the three types of banks, the results show that there is no significant difference in the non-performing loan ratio among the three types of banks. There is a significant difference between state-owned commercial banks and joint-stock banks and city commercial banks in non-performing loan rates. Finally, the state-owned commercial banks are divided into one group, the joint-stock commercial banks and the city commercial banks are divided into one group. Firstly, a factor analysis is carried out to extract the main influencing factors, and two groups of regression models are established by using the result of factor scores. Two groups of commercial banks to identify the impact of non-performing loans factors.
【學(xué)位授予單位】：哈爾濱工業(yè)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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