我国商业银行不良贷款影响因素及管理策略研究

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1、南京理工大学硕士学位论文我国商业银行不良贷款影响因素及管理策略研究姓名：陈璐申请学位级别：硕士专业：金融学指导教师：包文彬20100621Absatrras'rcet硕｝:论文Absntaracnd•1tAfternnovatseveralyef0rmat•10•1onofch■1nesebanking■1ndustry,therate0fn0n•perf0rm■1ng10ans(NPLs)withind0mest•1cc0mmercia1bankshasdroppeddrastica11y,an

2、erate.However,accordingt0t11esurVeyc>nNPLsmarketin2009bytheresearchcentre0f1ChinaOrientAssetManagementc0rporationthescale0fsuch1oanissti11011therise.Wit11thedatare1easedbyCh•1naBankingRegu1ator:yComm•1s:sion(CBRC),althoughtheNPLshaVebe:ende;pr■1vedbyChinesef0urma•Jorcommerc•1:a1banks,w

3、emaystillneedt0concernab0uttheNPLs,1eitherthetota1am[ount0rthePercen1:agec0mParedt0thewh01e10ans•Inthisart■1c1e:,t:heauth、o:rbe1ievesthatthekeystePt0so1VetheNPLsistoana1yzethemaj0rfact0rsandf■1ndtheso1utionsf0rsuchfact0rs•Inth•1sartic1e.theauthorfirsti11ustratedthedefinition0ftheNPLsan

4、d(iiffejrentmeansofNPLsc1assification.Thentheauthorgaveabriefexplanationofrelatedtheoretica11iterature.Later,theauthorchosesevenmacroeconomicsindices,whichareGrossDomesticProduct(GDP),TotalRetai1SalesofConsumerGoods,GrossInvestmentinFixedAsset,TotalImportandExportVolume,StateRevenue,Mo

5、netaryAggregate(M2)andStockPricelndex(ShanghaiCompositeIndex).Final1y,theauthorusedtheapproachesofcorrelationanalysisandprincipalcomponentregressionanalysisanddidsomepositiveanalysiswiththedataoftheaboveindicesandfromChinesecommercialbankssince2005.Theresearchindicatedthatmacroeconomic

6、sfactorshavenegativecorrelationswithNPLs.Amongthesefact0rs,F•1sca1ReVenueandExportVo1umehaVethemaJ0:rc0ntributionto10wertheamo）un.t0fcommercia1bankNPLs■Meanwh•11e:,macroeconomicsfact0rshaVethepos■1tiVefaci1itationt010wertihe；amount0fNPLs•Theref0re<•wec0u1duseseVera10perat■1ona1methods,

7、suehasexpandingd0mesticderriandandimprovingtheeXterna1creditenv■1ronment0fC0mmercia1bankS•t0reducetheNPLs.KeyW0rds•■Non——perform•1ngLoansMacr0ec0nom■1cfact0r,c0rre1ati0nana1ysispr•1nciPa1C0:mponentregressi0nana1ys■1sI1声户百明本学位论文是我在导师的指导下取得的研究成果，尽我所知，在本学位论文中，除了加以标注和致谢的部分外，不包含其他人已经发表或公布