经济发展、银行特征与不良贷款水平——基于浙江面板数据的实证分析

Economic Development, Bank Characteristics and Non-performing Loans——An Empirical Analysis with the Panel Data of Zhejiang

近年来,随着经济下行压力较大,结构调整持续推进,银行业不良贷款加快暴露。本文以2012年3月-2015年3月的浙江省银行机构为样本,运用动态面板数据模型,对浙江省不良贷款影响因素进行实证研究。研究结果表明:区域经济指标、企业亏损面、贷款担保方式(互保联保类贷款占比)等三个指标对银行业整体不良贷款率影响最大,且均呈正相关关系;信贷规模、投向行业集中度、贷款投向企业结构、多元化经营水平等指标对商业银行不良贷款率也有显著影响。针对实证研究结果,本文提出了对策建议。

The credit risk of the banking industry keeps emerging in Zhejiang province in recent years and the non-performing loan rate keeps rising. This paper uses the panel data of the banking industry in Zhejiang province from March 2012 to March 2015 to empirically analyze the factors causing bad loans. The results show that the regional economic indicators, losses of the enterprises and method of guaranteed loads（ the percentage of joint guaranted loads in total loads） are the three indicators with the most significant impacts on the nonperforming loan rate of the banking industry. The three indicators have a positive correlation with each other. In addition, the credit volume, the concentration rate of investment in industries, the structure of the loan invested in the enterprises, the diversification rate of investments of the banks and other indicators also have significant impacts on the bad loan rate of commercial banks. This paper has also proposed policy suggestions based on our study.