不良贷款影响因素及其动态路径研究

An Analysis of Influence Factors of Non-Performing Loans and Their Dynamic Path

以金融机构不良贷款的影响因素为研究对象,对曾诗鸿(2004)不良贷款影响因素模型进行改进,并据此构建在非均衡市场条件下影响金融机构不良贷款变化的因素影响动态控制数理模型,阐述各因素变化对不良贷款的影响。此外,对非均衡市场环境下的不良贷款影响因素动态控制模型的稳定性进行识别,并进行不良贷款变化动态路径研究。主要结论如下:第一,银行贷前、贷中风险控制能力和管理能力以及贷后催收力度增强,则银行不良贷款明显下降,验证银行贷款管理能力的强弱与不良贷款产生的多寡有较强负相关性;第二,宏观经济上行,贷款企业收益上升,则银行不良贷款下降,反之则反。

Taking the influencing factors of the non-performing loans as the object of the research,it improves the model of Zeng Shi-hong（2004） related with the influencing factors of the non-performing loans,on which the influencing factors of non-performing loans＇ model based on the dynamic control theory is constructed,which illustrates the influence of changes of various factors to the non-performing loans. In addition,it identifies the stability of the influencing factors of the non-performing loans＇ model with the dynamic control and studies the changes of the dynamic path of the non-performing loans. The findings are as the follows： 1） the non-performing loans declines sharply while the ability of controlling risk before and after releasing loans increases. There exists a negative correlation between the ability of the loan administration and the quantity of the non-performing loan; 2） the non-performing loans decreases with the increasing of the macro-economy and the income of the loan enterprises,and vice versa.