商业银行不良贷款影响因素研究

论文总字数：21776字

目 录

1引言1

　　1.1选题背景及意义1

　　1.1.1选题背景1

　　1.1.2研究意义1

　　1.2国内外文献综述1

　　1.2.1国外文献综述1

　　1.2.2国内文献综述1

　　1.2.3文献综述总结2

1.3研究方法和结构框架2

2关于商业银行不良贷款的相关理论研究2

2.1商业银行不良贷款的经济含义及划分2

2.1.1商业银行不良贷款的经济含义2

2.1.2商业银行不良贷款的划分3

2.2商业银行不良贷款的相关理论基础3

3商业银行不良贷款近况4

3.1商业银行不良贷款的近况分析4

3.2商业银行不良贷款的分布特点5

3.2.1区域分布特征明显5

3.2.2行业分布集中5

3.2.3机构差异大5

4商业银行不良贷款影响因素分析 5

4.1宏观经济因素理论分析5

4.2宏观经济因素实证分析6

4.2.1研究方法6

4.2.2变量选取6

4.2.3数据来源7

4.2.4多元线性回归分析7

4.2.5基于VAR模型的实证分析8

4.3微观经济因素理论分析15

4.4以浦发银行成都分行为例分析微观经济因素影响 15

5研究结论和政策建议15

5.1研究结论15

5.2政策建议16

参考文献16

致谢18

商业银行不良贷款影响因素研究

崔建德

，China

Abstract：According to the data disclosed by relevant departments, the scale of non-performing loan balances of commercial banks in China exceeded RMB1.7 trillion by the end of 2017, while the non-performing loan ratio remained the same as at the end of 2016, and stabilized at 1.74%. Therefore, it is proposed that the non-performing loans have reached the highest point and will begin to decline, and the quality of credit assets of commercial banks will gradually improve. However, on the other hand, the exposure of non-performing loans of the Shanghai Pudong Development Bank branch is also alarming. We need to address the issue of non-performing loans. Some people think that the current non-performing loan rate changes may only be temporary deceptive fluctuations. The slow rise in the next few years is still the main theme. In view of the above arguments, this paper will use the theory of financial fragility and bank behavior theory as a basis to analyze qualitatively the factors affecting non-performing loans from the perspective of macroeconomic factors and micro-factors of banks. Using the relevant data from the first quarter of 2010 to the fourth quarter of 2017, the multivariate regression model and VAR model were used to study the influencing factors of commercial bank bad loans. The empirical results of this paper show that the four indicators of gross domestic product growth rate, manufacturing purchasing managers index, broad money supply growth rate and total retail sales growth of consumer goods are negatively correlated with non-performing loans. Based on the findings of this study, the current economic environment is proposed to the government as well as the bank itself to put forward the author's suggestion on the issue of non-performing loans.

Key words：Ｃommercial Bank；Non-performing Loan；Influencing factors；VAR model

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