The Empirical Study On The Influencing Factor Of The Non-performing Loan Rate Of Commercial Banks

At present,china's economy is in a critical period of transformation and upgrading,the healthy development of commercial banks is very significant for the progress of economic reform.As the modern banking system of our country continues to mature and increasingly perfect,coupled with the government sector and banks pay more attention to the non-performing loans,the rate of non-performing loans began to decline since 2004.However,since the third quarter of 2011,the balance and ratio of non-performing loans are showing an upward trend,the problem about non-performing loans of our commercial banks become prominent once again.therefore,we will analysis and study the reasons of above facts fromenconimic environment and the bank's own management.In the macro external environment,we make an overall analysis of influencing factor about non-performing loans from the enconmic fluctuation and the development of company's industry.And we use GDP growth rate?fixed asset investment growth rate?total export-import volume to reflect the macroeconomic changes,take the proportion of domestic investment loans of real-estate industry reflecting the affect of industry's development.The empirical study is used to construct the multiple regression By Using the above explanatory variables and the non-performing loan ratio.The result of the study is that in recent years,the change of the external environment of our macro economy is one of the main reasons why the problem of non-performing loan is highlighted again.In the management behavior of our banks,Based on the current situation that the non-performing loan rate of shareholding commercial banks is the fastest growing.we consider that their own management behavior of Shareholding commercial banks led to this result in the same macro external environment.Therefore,we use the Shareholding commercial banks as an example to analyze.In the empirical study,we selected the quarterly data of the eight Shareholding commercial banks in the third quarter of 2011 to the third quarter of 2016 as the sample,and use five indicators(PCR?DAR?LDR?NIIR?TL)to reflect the management status building the multiple regression model.The result of study is that the weak ability of resisting risks,high risk preference,change in business structure and rapid business expansion is the material reason about the growing fast of Shareholding commercial banks' non-performing loan ratio.