摘要
商业银行不良贷款总额一直在高位徘徊，成为制约中国商业银行发展的重要因素之一。通过收集2004年1季度～2009年1季度的最新数据，运用相关分析、共线性诊断、主成分回归分析等方法建立模型，探讨宏观经济因素对商业银行不良贷款的影响和贡献率。由实证结论发现：宏观经济因素与不良贷款余额负相关；社会消费品零售总额、进出口总额对降低商业银行不良贷款的贡献度最大，每增加1％会导致不良贷款平均降低0．0249％和0．0248％；宏观经济因素对降低不良贷款有正向促进作用，因此。在操作层面上可通过扩大内需、改善商业银行的外部信用环境等措施间接降低商业银行的不良贷款。
The scale of the non-performing ioans（NPLs） of commercial banks have been hovering at a high level, which impedes the development of China＇s commercial banks. Through collecting the latest data of 2004Q1-2009Q1, this paper uses the approaches of correlation analysis, collinearity diagnosis and principal component regression analysis to discuss the macroeconomic factors impacting on commercial banks NPLs. From the results, there is a negative correlation between macroeconomic factors and NPLs. The total retail amount of commodities and the total volume of exports and imports have the largest contribution to reduce the commercial banks＂ NPLs, and each one percent increase will lead to reduced 0. 0248 percent and 0. 0249 percent in the average NPLs. For the positive impacts in reducing NPLs, the paper proposed measures to reduce NPLs of commercial banks indirectly, such as expanding domestic demand and improving the credit environment of commercial banks.
出处
《财经理论与实践》
CSSCI
北大核心
2009年第6期22-25,共4页
The Theory and Practice of Finance and Economics
基金
国家教育部人文社科基金项目"新农村建设中的现代物流金融支持研究"(07JD79004)
关键词
不良贷款
宏观经济因素
相关分析
共线性诊断
主成分回归
Macroeconomic iactors Empirical analysis Correlation analysis Collinearity diagnosis Principal component regression analysis
