Research On The Impact Of Macroeconomic Factors On The Non-Performing Loan Ratio Of Commercial Banks

The financial circle pays attention to the problem of bad loans,and the problem of bad loans has become a hot topic among commercial Banks all over the world.In order to improve the stability and core competitiveness of the bank,the most commonly used control measures are to improve the ownership structure and management structure of the bank.China's non-performing loan ratio is only about 1%for a long period of time,which is not only significantly lower than 10%of the international warning line of non-performing loan ratio,but even lower than the average level of 5%of the same industry in other countries.In recent years,China's commercial Banks have shown a trend of continuously rising non-performing loan ratio,which not only highlights the existing problems in the credit risk management of commercial Banks and requires further prevention,but also considered as the impact of macro-economy.For the banking industry,the non-performing loan is the top priority.The stability,capital flow and profitability of the bank are all affected by the changes in the non-performing loan ratio at any time.The operation of the entire financial system may be affected by the serious changes in the non-performing loan ratio,which will eventually hinder the development of the country's macro economy.In addition,there is a difficult relationship between the national economic situation and the credit expansion and contraction of commercial Banks.Therefore,it is of great significance to study the impact of macroeconomic factors on the non-performing loan ratio of commercial Banks.Combined with relevant domestic and foreign studies,this paper conducts an empirical study on the pressure test of the non-performing loan ratio of pressure indicators with the SVAR model.By SVAR variable regression method to establish the matrix vector calculated method for dynamic index,in this way,can solved well the disadvantages of collinearity.Finally,according to the stress test results of the SVAR model,appropriate and feasible suggestions are proposed for Chinese financial institutions.