非金融企业杠杆率与银行信用风险关系研究

Research on the Relationship between Leverage Ratio of Non-Financial Enterprises and Bank Credit Risk

本文立足于重庆市非金融企业杠杆率的测算,采用描述性统计分析、变异系数法、向量自回归模型分析等分析方法,重点分析了重庆市非金融企业杠杆率的发展情况及非金融企业杠杆率与商业银行信用风险之间的关系。研究结果表明:重庆市非金融企业杠杆率总体稳定可控,但部分行业风险不容忽视;去杠杆短期内会增加商业银行信用风险,长期有助于化解金融风险;去杠杆对商业银行不良率攀升的影响较为显著。据此,根据研究结论提出了相应的对策建议。

Based on the measurement of leverage ratio of non-financial enterprises in Chongqing,this paper analyzes the development of leverage ratio of non-financial enterprises in Chongqing and the relationship between leverage ratio of non-financial enterprises and credit risk of commercial banks by using descriptive statistical analysis,coefficient of variation method,vector autoregressive model analysis and other methods.The results show that the leverage ratio of non-financial enterprises in Chongqing is generally stable and controllable,but the risks of some industries can not be ignored;deleveraging will increase the credit risk of commercial banks in the short term and help to resolve the financial risks in the long term;deleveraging has a significant impact on the rise of non-performing rate of commercial banks.According to the conclusion,the corresponding countermeasures and suggestions are put forward.