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摘要：对商业银行不良贷款率的研究是商业银行生存与发展的永恒话题。我们可以从银监会和中国统计局的各种统计数据中看出，我国商业银行的不良贷款规模以及不良贷款的现状还是让人担忧的。38381
- 上一篇：上市银行资本结构的影响因素及其优化研究
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本文首先通过文献综述，即参考的文献梳理了文章的脉络。接着从理论层面分别探讨了微观和宏观因素对我国商业银行不良贷款率的影响。第三部分本文以中国银行为例，选取2008到2014年度各季度的28组数据进行实证分析。参考相关的文献，本文建立简单的多元线性回归模型，采用最小二乘法来估计其参数。为保证数据的平稳性，本文采用ADF方法用eviews对变量进行检验。对不良贷款率的影响因素从宏观和微观两个方面来分析。宏观经济变量本文主要分析的是货币供给量（M2）对不良贷款率的影响。微观经济变量主要分析的是贷存比、拨备覆盖率、净利差对不良贷款率的影响。分析结果表明，贷存比率对不良贷款率的影响并不十分显著，本文得出的结论是商业银行在提高贷存比的同时应当提高银行的监管力度，加强收益的同时也控制风险 。不良贷款率受拨备覆盖率和净利差的影响十分显著。宏观经济变量中货币供应量（M2）增长率与中国银行不良贷款率之间是负相关关系。
最后，针对实证分析的结果，本文主要从微观角度和宏观角度两个方面切入提供建议。在微观角度，主要针对中国银行在提高盈利能力同时加强控制，从而增加银行的经营效率。从宏观因素角度，首先中国银行要宏观把握经济政策的变动，及时应对。其次政府部门也要清楚，经济政策对于商业银行信用风险的影响。最后监管部门也要合理制定相关指标，规范商业银行的发展。
毕业论文关键词：商业银行 不良贷款率 贷存比 拨备覆盖率 净利差 货币增长率
The Study on bad loan ratio of China's commercial banks
- A Case Study of Bank of China
Abstract: Commercial banks' bad loan ratio is an eternal topic. From various statistics from China Banking Regulatory Commission and China Bureau of Statistics, we can see that there are many problems about the scale and the current situation of non-performing loan ratio.
Firstly, through literature review, I combed articles context. Then theoretically I analyze the impacts of micro and macro factors on China's commercial banks non-performing loan ratio. At the third part of this paper, I take the Bank of China for example, selected the data from 2008 to 2014 each quarter. Refer to the relevant literature, this paper creates a simple linear regression model and use the least squares method to estimate the parameters. To ensure smooth data, I use ADF method to test related data. I analysis the factors influencing Non-performing loan ratio from macro and micro aspects.The main macroeconomic variable is money supply.The main microscopic economic variables are loan-to-deposit ratio, provision coverage and net interest margin. The results show that affect of loan-to-deposit ratio and non-performing loan ratio is not very significant.The paper concluded that commercial banks increase loan-to-deposit ratio, at the same time, they should improve supervision of banks to strengthen earnings and control risk. The impacts on net interest margin, the provision coverage ratio and non-performing loans are more significant. In macroeconomic variables, the money supply growth rate and non-performing loans ratio of Bank of China was a negative correlation.
Finally, on the basis of empirical analysis, this paper makes some recommendations from the perspective of micro and macro point of view. In the microscopic point of view, I suggest that Chinese banks should improve profitability while strengthening control. From the perspective of macroeconomic factors, Chinese banks should grasp macroscopic changes in economic. Second, government departments should also clear the influence of economic policy on commercial credit risk. Finally, regulators should also be reasonable for the relevant indicators.