国有商业银行不良贷款上升的因素分析

Analysis on the Factors of the Four Major State-owned Commercial Banks' Bad Loans

银行不良贷款会增加其信用风险,制约银行的放贷能力与盈利能力。四大国有商业银行是中国银行业的四个庞然大物,在中国银行业的所有资产中占有非常大的比重,而且中、农、工、建四大行的不良贷款总额占我国银行业总的不良贷款的比重超过了一半。通过收集整理2011年一季度到2016年一季度的数据,运用stata、spss等软件进行实证分析。实证结果得出,手续费及佣金净收入增长率、GDP增长速度、贷款拨备覆盖率、钢铁企业净利润、煤炭企业净利润、资本充足率、银行利润增长率、广义货币供应量与银行不良贷款存在相关关系。

The bank bad loan can increase its credit risk, restrict the bank lending ability and the profit ability. The four major state-owned commercial banks is four giants of China's banking industry, occupies a very large proportion in all assets of China's banking industry, and Bank of China, Agricultural Bank,Industrial and Commercial Bank, Construction Bank four lines of non-performing loans accounted for the proportion of China's banking industry total non-performing loans more than half. In this paper, through the collection and collation of the fourth quarter of 2011 to the first quarter of 2016 data, the use of SPSS, Stata and other software for empirical analysis. Empirical results show that net fee and commission income growth rate, GDP growth rate, loan provision coverage, iron and steel enterprises net profit, net profit of coal enterprises, capital adequacy, bank profit growth rate, broad money supply and bank non-performing loans exist correlation.