本文選題：中國農(nóng)業(yè)銀行　切入點：不良貸款率　出處：《東北農(nóng)業(yè)大學》2013年碩士論文　論文類型：學位論文

【摘要】：隨著股份制改造的完成與成功上市，中國農(nóng)業(yè)銀行的不良貸款率和貸款規(guī)模實現(xiàn)了“雙降”，不良貸款問題似乎得到了有效的緩解。然而，從銀監(jiān)會和農(nóng)業(yè)銀行的統(tǒng)計數(shù)據(jù)我們可以發(fā)現(xiàn)，盡管中國農(nóng)業(yè)發(fā)展銀行的成立剝離了農(nóng)業(yè)銀行大量的不良貸款，但是目前其數(shù)量規(guī)模和不良貸款率仍讓人擔憂，它的不良貸款率和不良貸款總額都是國有商業(yè)銀行中最高的。因此，研究中國農(nóng)業(yè)銀行不良貸款率的影響因素，對于防范化解農(nóng)業(yè)銀行不良貸款具有一定的理論和現(xiàn)實意義。 本文首先從不良貸款的概念和基本理論基礎(chǔ)入手，明確了不良貸款的概念界定和國際通用的貸款五級分類標準的相關(guān)要求。通過數(shù)據(jù)分析得出了中國農(nóng)業(yè)銀行不良貸款的現(xiàn)狀、特點，進而從影響農(nóng)業(yè)銀行不良貸款率的理論分析著手，借鑒國內(nèi)外相關(guān)成果，選取了2008-2012年各季度國內(nèi)生產(chǎn)總值（GDP）增長率、貨幣供應(yīng)量（M2）增長率、中國農(nóng)業(yè)銀行資本充足率、貸款與總負債比例、銀行相對規(guī)模、撥備覆蓋率和凈利差七個經(jīng)濟指標，通過建立多元線性回歸模型，對不同的影響因素進行實證分析。分析結(jié)果表明，國內(nèi)生產(chǎn)總值GDP增長率和貨幣供給量M2增長率這兩個宏觀指標與中國農(nóng)業(yè)銀行不良貸款率呈負相關(guān)關(guān)系，即GDP增長率和M2增長率越高，中國農(nóng)業(yè)銀行的不良貸款率越低，反之則越高；農(nóng)業(yè)銀行資本充足率、銀行相對規(guī)模、撥備覆蓋率和凈利差這四個微觀經(jīng)濟指標與農(nóng)業(yè)銀行不良貸款率呈負相關(guān)關(guān)系，即資本充足率越高、銀行相對規(guī)模越大、撥備覆蓋率和凈利差越大，中國農(nóng)業(yè)銀行的不良貸款率越低，反之越高；貸款與總負債比例與農(nóng)業(yè)銀行不良貸款率呈正相關(guān)關(guān)系，貸款占總負債比例越高，不良貸款率越高，，反之越低。 最后，在理論分析和實證分析的基礎(chǔ)上，從增量防范和存量化解兩方面提出了有針對性的建議和意見。主要包括優(yōu)化防范不良貸款的外部環(huán)境，如營造良好信用環(huán)境、轉(zhuǎn)變政府職能、深化企業(yè)改革等；提高農(nóng)業(yè)銀行不良貸款的防范能力，如加強經(jīng)濟周期分析和行業(yè)分析、建立健全信貸風險管理體系等；化解對策方面提出了加強金融創(chuàng)新提高農(nóng)業(yè)銀行盈利能力、不良資產(chǎn)證券化出售、培育資本市場、爭取國家政策支持等措施建議，以達到降低中國農(nóng)業(yè)銀行不良貸款率的目的。
[Abstract]:With the completion and successful listing of the shareholding system, the non-performing loan ratio and loan scale of the Agricultural Bank of China have achieved a "double decline", and the problem of non-performing loans seems to have been effectively alleviated. From the statistics of the CBRC and the Agricultural Bank of China, we can see that although the establishment of the Agricultural Development Bank of China has spun off a large number of non-performing loans from the Agricultural Bank, the size of the bank and the ratio of non-performing loans are still worrying. The ratio of non-performing loans and the total amount of non-performing loans are the highest among state-owned commercial banks. Therefore, it is of theoretical and practical significance to study the influencing factors of non-performing loan rate of Agricultural Bank of China for the prevention and solution of non-performing loans of Agricultural Bank of China. This paper begins with the concept and basic theoretical basis of non-performing loans. The definition of the concept of non-performing loans and the relevant requirements of the international five-level classification standard of non-performing loans are clarified. The current situation and characteristics of non-performing loans of the Agricultural Bank of China are obtained through data analysis. Then, from the theoretical analysis of the influence on the non-performing loan ratio of the Agricultural Bank of China, with reference to the relevant achievements at home and abroad, the paper selects the growth rate of GDP, money supply and M2) in each quarter of 2008-2012, and the capital adequacy ratio of the Agricultural Bank of China. The ratio of loans to total liabilities, the relative size of banks, the reserve coverage rate and the net interest margin are seven economic indicators. Through the establishment of multiple linear regression models, the empirical analysis of different influencing factors is carried out. The GDP growth rate and M2 growth rate of GDP are negatively correlated with the non-performing loan rate of the Agricultural Bank of China, that is, the higher the growth rate of GDP and M2, the lower the non-performing loan ratio of the Agricultural Bank of China. On the contrary, the higher the ratio of capital adequacy, the relative size of bank, the ratio of reserve coverage and net interest margin, the negative correlation between the four microeconomic indicators and the ratio of non-performing loan of Agricultural Bank, that is, the higher the ratio of capital adequacy, the larger the relative scale of bank. The larger the coverage and the net interest margin, the lower the non-performing loan ratio of Agricultural Bank of China, the higher the ratio of non-performing loans to total liabilities, the higher the ratio of loans to total liabilities, the higher the ratio of non-performing loans to non-performing loans. The lower the opposite. Finally, on the basis of theoretical analysis and empirical analysis, this paper puts forward some suggestions and suggestions from two aspects of incremental prevention and stock resolution, mainly including optimizing the external environment to prevent non-performing loans, such as creating a good credit environment. Changing government functions, deepening enterprise reform, improving the ability of agricultural bank to prevent non-performing loans, such as strengthening economic cycle analysis and industry analysis, establishing and perfecting credit risk management system, etc. In order to reduce the non-performing loan rate of Agricultural Bank of China, the countermeasures are put forward, such as strengthening financial innovation, improving the profitability of Agricultural Bank of China, selling non-performing assets securitization, cultivating capital market and striving for the support of national policy.
【學位授予單位】：東北農(nóng)業(yè)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.4

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