基于不良贷款的商业银行体系脆弱性研究

Based on theNon-performing Loans of Commercial Bank System Vulnerability Research

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,降低商业银行体系的脆弱性的负面影响。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,提高银行体系的稳定性。

In this paper, by building vulnerability index system of the core, to our country commercial bank system vulnerability theory and empirical analysis. Results show that in recent years, our country commercial bank system vulnerability volatility increases, but the overall stability. Non-performing loans and be explained variable banking system vulnerability is significantly related to the higher non-performing loans, the banking system more fragile. The current should pay attention to rebound of non-performing loans, reduce the negative impact of commercial bank system vulnerability. Use of macro policies to resolve non-performing loans, through improve the banking regulation, to create a good market credit environment,improve the stability of the banking system.