發(fā)布時間：2018-03-21 16:31

  本文選題：商業(yè)銀行　切入點：不良貸款　出處：《揚州大學》2017年碩士論文　論文類型：學位論文

【摘要】：我國金融業(yè)發(fā)展比較滯后,在計劃經濟時期我國的商業(yè)銀行實際上就是國有銀行,主要發(fā)揮著支付和結算功能,沒有其他任何指標任務,是銀行運行效率極低的根本原因,預示著未來不良貸款的產生與累積。這幾年政府一直高度重視不良貸款的問題,因為這影響著我國的金融穩(wěn)定。西方國家金融業(yè)發(fā)展一直走在世界的前端,很早就開始研究不良貸款問題。在不良貸款方面的理論和研究方法很多。20世紀80年代,就有學者利用數學模型研究銀行不良貸款問題,根據研究的結論,建議銀行業(yè)及國家金融部門重視影響不良貸款的因素。不良貸款研究模型用的最多的就是面板數據模型,分析宏觀經濟因素,微觀因素對銀行不良貸款的影響。而我國對商業(yè)銀行不良貸款的研究起步比較晚,而且主要集中在定性研究方面,定量分析很少。本文首先介紹了不良貸款的定義。并闡述了我國不良貸款定義發(fā)展的幾個階段和五級分類法,同時論述了信息不對稱、金融脆弱性等不良貸款的相關理論。在理論的基礎上,分析了Y市銀行業(yè)現狀及不良貸款情況,并對產生原因從不同角度分析。宏觀因素和微觀因素共同影響著銀行不良貸款的產生。本文主要根據Y市實際情況從宏觀、微觀兩方面進行實證分析。微觀方面,本文構建Probit模型,利用建設銀行Y市分行的信貸信息進行實證分析。主要是站在借款人的角度分析借款方發(fā)生不良貸款的可能性與所選微觀因素之間的關系。研究結果表明:貸款客戶的信用等級與不良貸款成負相關,也就是企業(yè)信用等級越好,發(fā)生不良貸款的可能性越低�？蛻魡挝唤洕愋团c銀行不良貸款顯著負相關�？蛻粢�(guī)模等級與不良貸款的關系呈負相關,但不是特別的顯著相關。宏觀方面,主要研究建設銀行Y分行的不良貸款余額與Y市財政收入、進出口總額、固定資產投資總額、GDP、社會消費品零售總額五個宏觀因素的關系。利用spass工具進行因子分析法,分析宏觀因素之間的關系,并提取兩個主成分研究不良貸款和五個因素之間的相關性。結果是非常顯著的。最后針對實證結果,從不良貸款的防范和處理兩個方向,提出解決Y市建設銀行不良貸款的建議。
[Abstract]:The development of our financial industry is lagging behind. In the period of planned economy, the commercial banks of our country are actually state-owned banks, which mainly play the functions of payment and settlement, and have no other target tasks, which is the root cause of the extremely low operational efficiency of the banks. These years, the government has attached great importance to the problem of non-performing loans, because this has affected the financial stability of our country. The financial development of western countries has always been at the forefront of the world. Many theories and research methods on non-performing loans. In the 1980s, some scholars used mathematical models to study the problem of non-performing loans in banks. According to the conclusions of the study, It is suggested that the banking and national financial departments attach importance to the factors that affect non-performing loans. The most popular research model for non-performing loans is panel data model to analyze macroeconomic factors. The influence of microcosmic factors on non-performing loans of banks. However, the research on non-performing loans of commercial banks in China started relatively late, and mainly focused on qualitative research. Quantitative analysis is rare. This paper first introduces the definition of non-performing loans, and expounds several stages and five-level classification of the definition of non-performing loans in China. At the same time, it discusses the asymmetry of information. Based on the theory of financial fragility and other non-performing loans, this paper analyzes the current situation of the banking industry and the situation of non-performing loans in Y City. And analyze the causes from different angles. Macro factors and micro factors affect the emergence of non-performing loans. This paper mainly according to the actual situation of Y City from the macro and micro two aspects of empirical analysis. This paper constructs the Probit model, Based on the credit information of Bank of China Y, this paper analyzes the relationship between the possibility of non-performing loans and the microcosmic factors selected from the perspective of the borrower. The credit rating of customers is negatively correlated with non-performing loans. That is, the better the credit rating of enterprises, the lower the probability of non-performing loans. The type of customer unit economy is negatively correlated with non-performing loans of banks, and the relationship between customer size and non-performing loans is negatively correlated. But it is not particularly significant. Macroscopically, we mainly study the balance of non-performing loans of China Construction Bank Y Branch and the financial revenue, import and export total of Y City. The relationship between the five macro factors of total fixed asset investment and total retail sales of consumer goods is analyzed by using the spass tool to analyze the relationship between the macro factors and the total investment of fixed assets. And extract two principal components to study the correlation between the non-performing loans and the five factors. The results are very significant. Finally, aiming at the empirical results, from the prevention and processing of non-performing loans, Put forward the proposal to solve the bad loan of construction bank of Y city.
【學位授予單位】：揚州大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.4

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