我国商业银行不良贷款率的影响因素研究——基于2005-2013年宏观季度数据的实证分析

Factors Affecting Rate of Non-Performing Loans of Commercial Banks——An Empirical Analysis Based on 2005-2013 Quarterly Macroeconomic Data

在利率不断市场化的背景下,选取2005-2013年季度数据,运用Stata12、Excel软件,通过统计描述分析、多元回归法和虚拟变量回归等方法,从宏观角度研究影响我国商业银行不良贷款率的具体因素。实证结果表明,GDP增长率、资本充足率与商业银行不良贷款率负相关;美元汇率与商业银行不良贷款率正相关,人民币升值有利于银行降低不良贷款率;商业银行在2008年国际金融危机以来明显降低了不良贷款率。我国需要持续推动经济增长,发挥人民币升值的优势,商业银行要保持资本充足率的稳定,优化业务结构,预防信贷风险,拓展海外业务,提高我国商业银行在全球的影响力。

Under continuing market-oriented interest rates,this paper made a macro perspective study of the factors affecting the rate of non-performing loans of commercial banks with selected quarterly data during 2005-2013,by using Stata12,Excel software and by statistical analysis,multiple regression and dummy variable regression methods. The empirical results show that,GDP growth,capital adequacy ratio of commercial banks and the rate of non-performing loans is negatively correlated while U. S. dollar exchange rate is positively correlated,and RMB appreciation is in favor of reducing non-performing loan ratio banks; commercial banks have significantly reduced the non-performing loan ratio in the international financial crisis since 2008. China needs to sustainably promote economic growth and take advantage of RMB appreciation; commercial banks need to maintain a level of capital adequacy ratio to optimize business structure,prevent credit risk,expand overseas business,to improve its global influence.