我国商业银行不良贷款率影响因素研究

A Research on the Influenc Factors of Non-performing Loan Ratio of Chinese Commercial Banks

在我国经济环境下行的背景下,银行业不良贷款余额和不良贷款率“双升”情况逐渐加剧,商业银行不良贷款问题的分析与解决有着重大意义。着重分析商业银行内部指标,就实际数据进行灰色关联度分析,得出商业银行不良贷款率的影响指标及指标排名,并运用VAR模型分析关联度较大的因素与不良贷款率之间的相互影响关系和冲击方向。研究表明,存贷比受到国民投资意愿和风险规避程度的双重影响,且宏观经济发展对其影响逐渐减弱;资本充足率和杠杆率受各项指标影响波动较大,更依赖于宏观经济发展形势;资本净额的增加对后期资本进入提供了坚实的保障,对自身起到正向冲击作用,但会随着时间的推移不断减弱。据此,提出控制杠杆率区间、保证基本流动性、强化不良贷款处置、完善风险准备制度和加强经济形势预测等政策建议。

In the context of China’s economic downturn,there is a“double rises”in the non-performing loan balance and non-performing loan ratio of Chinese banking industries.It is crutial to analyze and solve the problems of non-performing loan in commercial banks.Studying the internal indicators of commercial banks and analyzing the actual data by means of grey correlation degree method,this paper obtains the indicators and their rankings that influnce the non-performing loan ratios of commercial banks.The VAR model is used to study the interaction between the factors of high correlation degree and also the non-performing loan ratio and their impact directions.The research shows that the loan-to-deposit ratio is affected by both the national investment intention and the risk aversion degree,but the impact of macroeconomic development is gradually weakened.There is a larger flucturation in the capital adequacy ratio and the leverage ratio under the influence of various indicators,which are more dependent on the macroeconomic development situation.Moreover,the increase of net capital provides a solid guarantee for the later capital entry,which plays a positive impact on itself though the influence is decresing later on.In this case,the paper puts forward some policy suggestions,such as controlling the leverage range,ensuring the basic liquidity,promoting the disposal of non-performing loans,improving the risk preparation system and strengthening the prediction of economic situation.