【摘要】：近年來,我國經(jīng)濟進入新常態(tài)。受經(jīng)濟結構轉型與國際金融危機的雙重影響,我國許多企業(yè)經(jīng)營狀況陷入困境,貸款違約現(xiàn)象激增,商業(yè)銀行不良貸款率從2011年的0.9%持續(xù)上升到2016年的1.74%,直逼中國銀監(jiān)會設定的2%風險警戒線。商業(yè)銀行不良貸款率的持續(xù)上升,已經(jīng)對其經(jīng)營造成了嚴重的負面影響,如果不及時阻斷其未來發(fā)展趨勢,甚至還可能會對實體經(jīng)濟乃至整個社會產生重大沖擊。因此黨和國家密切關注商業(yè)銀行不良貸款狀況及其發(fā)展趨勢。2017年政府工作報告中強調,“要高度警惕商業(yè)銀行不良貸款積累所帶來的風險”。因此,對商業(yè)銀行不良貸款狀況及其影響因素的研究,具有十分重要的理論價值與實踐意義。本文主要研究我國商業(yè)銀行不良貸款狀況,深入探討宏觀經(jīng)濟環(huán)境以及商業(yè)銀行自身特征因素對其不良貸款率的影響。研究結論如下:(1)我國商業(yè)銀行不良貸款問題正在持續(xù)暴露,形勢十分嚴峻。其中,不良貸款存量最大的是國有商業(yè)銀行,不良貸款率最高的是農村商業(yè)銀行。(2)GDP增速對股份制商業(yè)銀行不良貸款率的影響最大,貨幣政策對城市商業(yè)銀行不良貸款率的影響最大,存貸比以及撥備覆蓋率對農村商業(yè)銀行不良貸款率的影響最大,而資本充足率卻對國有商業(yè)銀行不良貸款率的影響最大。據(jù)此,本文提出如下政策建議:(1)政府的宏觀調控與商業(yè)銀行的自身監(jiān)管應緊密結合,并根據(jù)不同類型商業(yè)銀行不良貸款問題產生原因的不同,采取不同的解決辦法和差異化的管理方式。(2)深化金融改革,優(yōu)化商業(yè)銀行發(fā)展模式,從根源上減少不良貸款的產生。(3)充分利用資本市場,加大不良貸款處置力度,從而達到“控增量、去存量”的效果。本文的創(chuàng)新性在于:(1)研究視角方面,綜合考慮宏觀經(jīng)濟環(huán)境以及商業(yè)銀行自身特征因素,對比分析不同類型商業(yè)銀行不良貸款余額與不良貸款率的差異性。(2)研究數(shù)據(jù)方面,描述性統(tǒng)計部分的數(shù)據(jù)時間跨度較長,充分展示出不同階段的變化情況,實證部分則選取2011-2016年數(shù)據(jù),主要分析商業(yè)銀行不良貸款率增長的關鍵影響因素。(3)研究方法方面,在文獻研究的基礎上進行描述性統(tǒng)計分析以及實證研究,全面分析商業(yè)銀行不良貸款狀況及其影響因素。
[Abstract]:In recent years, China's economy has entered a new normal. Affected by the dual impact of economic restructuring and the international financial crisis, many enterprises in China are in a difficult position, and the phenomenon of loan default has increased sharply, and the non-performing loan ratio of commercial banks has continued to rise from 0.9% in 2011 to 1.74% in 2016. Straight to the China Banking Regulatory Commission set a 2% risk warning line. The continuous rise of non-performing loan ratio of commercial banks has caused serious negative impact on its operation. If the future development trend of commercial banks is not blocked in time, it may even have a significant impact on the real economy and even the whole society. Therefore, the Party and the state pay close attention to the situation and development trend of non-performing loans of commercial banks. In the 2017 work report, the government stressed that "it is necessary to be very vigilant against the risks brought by the accumulation of non-performing loans by commercial banks." Therefore, it is of great theoretical and practical significance to study the status of non-performing loans of commercial banks and its influencing factors. This paper mainly studies the situation of non-performing loans of commercial banks in China, and deeply discusses the influence of macro-economic environment and characteristics of commercial banks on their non-performing loan rates. The conclusions are as follows: (1) the problem of non-performing loans of commercial banks in China is continuously exposed and the situation is very serious. Among them, the largest stock of non-performing loans is the state-owned commercial banks, and the highest rate of non-performing loans is the rural commercial banks. (2) the growth rate of GDP has the greatest impact on the non-performing loans ratio of joint-stock commercial banks. Monetary policy has the greatest influence on the rate of non-performing loans of urban commercial banks, the ratio of deposit to loan and the coverage rate of provisions have the greatest influence on the ratio of non-performing loans of rural commercial banks, while the ratio of capital adequacy has the greatest influence on the ratio of non-performing loans of state-owned commercial banks. Accordingly, this paper puts forward the following policy recommendations: (1) the macro-control of the government and the self-supervision of commercial banks should be closely combined, and according to the different causes of non-performing loans of different types of commercial banks, (2) deepen financial reform, optimize the development model of commercial banks, and reduce the emergence of non-performing loans from the root causes. (3) make full use of the capital market and strengthen the disposal of non-performing loans. So as to achieve the effect of "controlling the increment and removing the stock". The innovation of this paper is as follows: (1) from the perspective of research, the macro-economic environment and the characteristics of commercial banks are considered comprehensively. The differences between the non-performing loan balance and the non-performing loan ratio of different types of commercial banks are compared and analyzed. (2) in the aspect of the research data, the descriptive statistics part has a long time span, which fully shows the change of the different stages of the non-performing loan balance and the non-performing loan ratio. The empirical part selects the 2011-2016 data, mainly analyzes the key factors influencing the growth of non-performing loan ratio of commercial banks. (3) on the basis of literature research, descriptive statistical analysis and empirical research are carried out on the basis of literature research. A comprehensive analysis of the non-performing loans of commercial banks and its influencing factors.
【學位授予單位】：華中師范大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.4

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