本文選題：不良貸款 + 滯后期��； 參考：《上海師范大學(xué)》2017年碩士論文

【摘要】：近年來,商業(yè)銀行不良貸款持續(xù)雙升,同時(shí)國家經(jīng)濟(jì)增速放緩,國內(nèi)企業(yè)利潤下降、違約增加、股市動(dòng)蕩使信貸融資形勢(shì)惡化又進(jìn)一步倒逼不良貸款。因此研究不良貸款的生成周期,找出不良貸款生成的根源,從源頭上降低不良貸款變的尤為重要。本文將以浦發(fā)銀行為例,對(duì)我國商業(yè)銀行的不良貸款生成周期進(jìn)行分析。不良貸款的形成必然受到宏觀經(jīng)濟(jì)環(huán)境的影響,浦發(fā)銀行的經(jīng)營效率和貸款總量的影響,因此,本文將根據(jù)其2004年到2016年的半年度數(shù)據(jù)建立分布滯后模型,分析各影響變量的前期對(duì)不良貸款的影響,同時(shí)通過脈沖響應(yīng)函數(shù)分析各變量前期如何促進(jìn)了商業(yè)銀行不良貸款的形成,在徹底分析不良貸款形成過程的基礎(chǔ)上,出降低不良貸款率的建議。
[Abstract]:In recent years, commercial banks' non-performing loans have continued to rise, while the country's economic growth rate has slowed, domestic enterprises' profits have fallen, defaults have increased, and the stock market turmoil has worsened the credit financing situation and further forced non-performing loans. Therefore, it is very important to study the generation cycle of non-performing loans, to find out the root of the formation of non-performing loans, and to reduce the formation of non-performing loans at the source. Taking Pudong Development Bank as an example, this paper analyzes the generation cycle of bad loans of commercial banks in China. The formation of non-performing loans is bound to be affected by the macroeconomic environment, the operating efficiency of the Pudong Development Bank and the total amount of loans. Therefore, based on its semi-annual data from 2004 to 2016, this paper will establish a distributed lag model. This paper analyzes the influence of the early stage of each influence variable on the non-performing loan, and at the same time, through the impulse response function, analyzes how each variable promotes the formation of the non-performing loan of the commercial bank, and on the basis of the thorough analysis of the forming process of the non-performing loan, Make recommendations to reduce the ratio of non-performing loans.
【學(xué)位授予單位】：上海師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4

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本文編號(hào)：1911052