發(fā)布時間：2019-04-20 19:38

【摘要】：隨著興業(yè)銀行上市,其不良貸款率和貸款規(guī)模在2006年至2011年實(shí)現(xiàn)了“雙降”,似乎解決了不良貸款問題。然而,在興業(yè)銀行的統(tǒng)計(jì)數(shù)據(jù)可以發(fā)現(xiàn),盡管興業(yè)銀行的在經(jīng)濟(jì)繁榮階段成功的剝離了大量的不良貸款,但是當(dāng)經(jīng)濟(jì)處于衰退和疲軟階段時,興業(yè)銀行不良貸款問題完全暴露的出來,并且增幅程度很高。因此,研究興業(yè)銀行不良貸款率的影響因素,對于防范和化解興業(yè)銀行不良貸款具有一定的理論和現(xiàn)實(shí)意義。本文首先興業(yè)銀行不良貸款的現(xiàn)狀著手,通過分析興業(yè)銀行不良貸款五級分類情況、行業(yè)分布狀況、變動情況的分析得出興業(yè)銀行不良貸款率的特點(diǎn)。并分別采用國內(nèi)生產(chǎn)總值GDP增長率、貨幣供應(yīng)量M2增長率、居民消費(fèi)價(jià)格指數(shù)CPI三個宏觀經(jīng)濟(jì)指標(biāo),和資本充足率、貸款／總負(fù)債、銀行相對規(guī)模、撥備覆蓋率和凈利潤增長率五個銀行指標(biāo)進(jìn)行實(shí)證和規(guī)范分析,得出不良貸款率和影響因素的關(guān)系即：不良貸款率與GDP增長率、貨幣供應(yīng)量增長率、資本充足率、銀行相對規(guī)模、撥備覆蓋率和凈利潤增長率呈負(fù)相關(guān),而與居民消費(fèi)物價(jià)指數(shù)和貸款／總負(fù)債成正相關(guān)。最后,在理論分析和實(shí)證分析的基礎(chǔ)上,在防范不良貸款率上升和對現(xiàn)有不良貸款的化解上提出有效的建議。本文在防范不良貸款時,建議在宏觀和微觀兩個方面采取相應(yīng)的措施。如在宏觀方面要加強(qiáng)宏觀環(huán)境和經(jīng)濟(jì)周期環(huán)境的分析、創(chuàng)建一個良好的信用環(huán)境,深化企業(yè)改革等；在微觀方面提高銀行預(yù)防不良貸款的能力。在而在化解不良貸款時,提出要綜合提高興業(yè)銀行的核心競爭力、將不良貸款證券化并完善資本市場等措施,綜合以上所有的建議來達(dá)到降低興業(yè)銀行不良貸款率的目的。
[Abstract]:As Societe Generale went public, its non-performing loan ratio and size of loans fell "between 2006 and 2011", which seemed to solve the problem of non-performing loans. However, statistics at SocGen show that, despite its successful spin-off of large amounts of non-performing loans during the boom, when the economy is in a period of recession and weakness, Societe Generale's non-performing loan problem is completely exposed, and the extent of growth is very high. Therefore, it is of theoretical and practical significance to study the influencing factors of the non-performing loan ratio of industrial banks in order to prevent and resolve the non-performing loans of industrial banks. This paper begins with the present situation of non-performing loans of industrial banks, and obtains the characteristics of non-performing loans ratio of industrial banks by analyzing the classification of five grades of non-performing loans of industrial banks, the distribution of the industry and the changes of the situation of the non-performing loans of industrial banks. Three macroeconomic indicators, GDP growth rate, money supply M2 growth rate, consumer price index CPI, and capital adequacy ratio, loan / total debt, bank relative size, were adopted respectively. The relationship between non-performing loan rate and GDP growth rate, money supply growth rate and capital adequacy ratio are obtained by empirical and normative analysis of five bank indicators: provision coverage rate and net profit growth rate, and the relationship between the non-performing loan rate and the influencing factors: non-performing loan rate and growth rate of net profit. Bank relative size, reserve coverage and net profit growth rate were negatively correlated, while positively correlated with consumer price index and loan / total debt. Finally, on the basis of theoretical analysis and empirical analysis, some effective suggestions are put forward to prevent the rise of non-performing loan ratio and to resolve the existing non-performing loans. In this paper, it is suggested to take corresponding measures in macro and micro aspects when preventing non-performing loans. For example, it is necessary to strengthen the analysis of macro environment and economic cycle environment, to create a good credit environment, to deepen the reform of enterprises, and to improve the ability of banks to prevent non-performing loans in the micro-aspect. In order to reduce the ratio of non-performing loans of industrial banks, it is proposed to improve the core competitiveness of industrial banks, securitization of non-performing loans and improve the capital market in order to reduce the ratio of non-performing loans in order to solve the problem of non-performing loans.
【學(xué)位授予單位】：內(nèi)蒙古大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.4

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