An Empirical Study On The Non-Performing Loans Of Commericial Banks And Its Influencing Factors

The financial is a mainstay industry of an economy.Commercial bank as the core of the financial system,can allocate funds rationally,improve the efficiency of social capital,contribute to the steady growth of the economy.Commercial banks'non-performing loans has never been merely a problem of themselves,but a problem that concerns the financial market or even the macroeconomic stability.In 2007,The Subprime Mortgage Crisis in the United States,has caused a series of serious consequences,and the global economic environment has been deteriorated.It makes people thinking about commercial bank's risk.Domestic commercial banks are facing the challenge of accelerating the pace of market reform.Each regulatory agency and commercial bank also attaches great importance to the management of various types of risks.For a long time,China's commercial banks have faced serious problems with non-performing loans.The non-performing loan ratio was once as high as 40%before 2000 years ago.The Asian Financial Crisis in 1997 made the Chinese government aware of the seriousness of the problem.In 1999,the four Asset Management Companies were established,in order to absorbing non-performing loan from state-owned commercial banks,and its regulation effect is also very effecti-ve:By 2003,the non-performing loan ratio dropped rapidly from 40%to 20%,and in 2009,it dropped to less than 2%.However,the policy absorption does not mean that the problem of non-performing loans has improved.Under the adjustment of the government,although the overall non-performing loan ratio of commercial banks has decreased,it has also led to the transfer of large-scale non-performing loans to the four Asset Management Companies.Since 2012,China's GDP growth has gradually slowed down.The bank' s credit risk has gradually increased and the non-performing loan ratio has ended declining.Loan quality has deteriorated significantly.As of the end of 20117,the non-performing loans ratio has continued to rise for 24 quarters,reaching 1,705.7 million,means an increase of 318.27%from the lowest point in 2011.The problem of non-performing loans has became more and more serious.The problem of non-performing loans is closely related to the conditions of the banks.What's more,with the gradual accumulation of non-performing loans,it will even affect the stability of the entire economy.This article analyzes the status quo of non-performing loans.And select six indicators,such as GDP growth,real estate index,fiscal revenue growth,money supply growth,average interest,CPI growth.Then,set up five regression models to take quantitative analysis of their impact on non-performing loan ratios.It shows the growth rate of GDP and the average interest rate have a significant impact on various non-performing loan ratios.At the end of the article,we conclude the qualitative and quantitative analysis,and propose some corresponding suggestions.