商业银行不良资产影响因素实证分析——基于宏观因素及银行自身因素分析.docVIP

PAGE PAGE 24 商业银行不良资产影响因素实证分析 ——基于宏观因素及银行自身因素分析 摘要：不良资产的存在降低了商业银行资产的流动性，恶化商业银行财务基础，减弱商业银行贷款的效益，使整个银行业的运行受到阻滞。商业银行是金融发展及运行的中心力量，不良贷款问题不能得以缓解及解决就会影响到整个金融市场的发展，甚至是破坏金融市场的稳定。因此，解决不良贷款问题是商业银行面临的重要问题，这对商业银行及金融市场都有深远的意义。探索不良资产影响因素能够从根本上缓解商业银行不良资产情况。 本文先从理论上对导致商业银行不良资产的原因进行分析，再采集2006-2014年的实际数据，通过多元线性回归模型分析导致不良资产的原因，进行实证分析，根据实证所得到的结果进行与理论推测的比对，得出影响因素种类以及影响方式，最后对商业银行不良资产提出相应的解决方案建议。 关键词：商业银行、不良资产、多元回归模型 Empirical Analysis on the influencing factors of non-performing assets of commercial banks ——based on Macroeconomic factors and factors of banks Abstract: The existence of bad assets reduce the assets liquidity of commercial banks , deterioration in the financial base of commercial banks, commercial bank loans decreased effectiveness, hinder the development of commercial banks. Commercial banks are at the center of financial development and operation, the non-performing loan problem can’t be solved ease and will affect the development of the whole financial market .Even destroy the stability of the financial market. Therefore, efficient solution to the problem of non-performing assets of commercial banks is a priority ,which commercial banks and financial markets have far-reaching significance .To solve the problem of non-performing assets necessary to identify the causes of non-performing assets to solve the problem fundamentally. This paper begins with theory on the cause of non-performing assets of commercial banks were analyzed. And then collect the actual data in 2009-2014,by far the linear regression model to analyze the causes of non-performing assets, the empirical analysis, compare with the theoretical predicted according to the empirical results ,the factors that affect species .Finally, appropriate solutions recommended commercial banks non-performing assets Keywords: Commercial Banks ; non-performing loan ; multivariate regression model 一、引言 伴随着经济的飞速发展，商业银行的发展前景也越来越广阔，但是依旧面临着不良贷款导致的瓶颈，不良资产所导致的问题引起我们的高度重视，不良贷款的日积月累会阻碍着商业银行的发展，银行业的改革与创新似乎降低了商业银行不良资产率，但实际上从不良资产总量