基于不良贷款的商业银行体系脆弱性研究

A Study on the Fragility of Commercial Bank System based on Bad Loans

本文通过构建脆弱性核心指标体系,对我国商业银行体系的脆弱性进行理论与实证分析。结果表明:近年我国商业银行体系脆弱性波动增大,但整体稳定。不良贷款与被解释变量银行体系脆弱性显著正相关,不良贷款越高,银行体系越脆弱。当前应重视不良贷款的反弹,降低商业银行体系脆弱性的负面影响。运用宏观政策来化解不良贷款,通过完善银行监管、创建良好的市场信用环境,来提高银行体系的稳定性。

In this paper, the vulnerability of China＇s commercial banking system is analyzed by theory and empirical analysis. The results show that： in recent years, the fragility of China＇s commercial banking system has increased, but the overall stability. Bad loans are significantly positively correlated with the explanatory variables of the banking system vulnerability, the higher the non-performing loans, the more vulnerable the banking system. At present, we should attach importance to the rebound of non-performing loans and reduce the negative impact of the fragility of commercial banking system. The use of macroeconomic policies to resolve non-performing loans, through the improvement of banking supervision, the establishment of a good market credit environment, improve the stability of the banking system.