With the development of China's economy, as the core of the modern economy, China's commercial banks are also constantly strengthening their own strength in the social and economic development. It plays an important supporting role for the economic development. However, since the subprime mortgage crisis in 2008, the non-performing loans of China's commercial banks have undergone significant changes. Judging from the overall situation of commercial banks, it has changed from the previous "double reduction" of non-performing loan balances and non-performing loan ratios to a "double increase" situation. According to the classification of commercial banks, the composition of nonperforming loans of China's commercial banks has also undergone tremendous changes. In 2009, it was the only large commercial bank, but by 2019. It has developed into a "four-legged confrontation" situation. The non-performing loan ratio is often the leading indicator of the financial crisis, and the continuously increasing non-performing loan ratio has laid a hidden danger for the healthy development of China's social economy. Therefore, it is of great significance to explore the influencing factors of non-performing loans of various commercial banks for preventing and solving the problem of non-performing loans. First of all, this paper analyzes the research results of domestic and foreign scholars on non-performing loans. Through many documents, it can be found that domestic scholars mainly study the influencing factors of non-performing loans of commercial banks as a whole or the influencing factors of non-performing loans of a certain type of commercial banks, such as large commercial banks. There are few studies on the difference of the influence factors of non-performing loans of various commercial banks. Therefore, from a macro perspective, this paper explores the factors affecting the non-performing loan ratio of various commercial banks and tries to answer the core question of "Why are the nonperforming loan ratios of different types of commercial banks different?", which is a supplement to the study on non-performing loan. Furthermore, this paper sorts out the relevant theories of the formation of nonperforming loans, the theories involved mainly include credit theory, financial vulnerability theory, government intervention theory and bank credit behavior theory. Among them, credit theory, financial vulnerability theory and government intervention theory can theoretically explain the impact of macroeconomic factors on non-performing loans of commercial banks, while bank credit behavior theory can theoretically support the path of micro-factors on non-performing loans of commercial banks. Then, based on the analysis of the current situation, this paper adopts the data of commercial banks as a whole, large commercial banks, joint-stock commercial banks, urban commercial banks, rural commercial banks and foreign banks from 2010 to 2022. This paper selects GDP, broad money supply, one-year benchmark lending rate of the central bank, actual funds in place for real estate development and investment, and total
export value as macroeconomic and industry indicators to study the factors affecting the non-performing loan ratio of various commercial banks from a macro perspective and tries to predict the future non-performing loan rate with their current variables. The results of the empirical analysis are as follows: (1) From the perspective of the types of macro factors, there are similarities between large-scale commercial banks and joint-stock commercial banks, and similarities between small-scale city commercial banks and rural commercial banks; (2) The changes of non-performing loan ratio of large commercial banks, joint-stock
commercial banks, foreign banks and urban commercial banks can basically be explained by macro factors, but the non-performing loan ratio of rural commercial banks cannot be completely explained by macroeconomic factors; (3) The factors affecting the nonperforming loan ratio of each type of commercial bank are different, and these differences can be explained by the bank's positioning, business strategy and service objects. Finally, based on the empirical results, this paper puts forward suggestions on macro policies, and puts forward targeted suggestions for large commercial banks, joint-stock commercial banks, city commercial banks and rural commercial banks. / Fox School of Business / Business Administration/Finance
| Identifer | oai:union.ndltd.org:TEMPLE/oai:scholarshare.temple.edu:20.500.12613/10550 |
| Date | 05 1900 |
| Creators | Liu, Yi |
| Contributors | Rytchkov, Oleg, Rytchkov, Oleg, Bakshi, Gurdip, Gao Bakshi, Xiaohui, Wang, Wei |
| Publisher | Temple University. Libraries |
| Source Sets | Temple University |
| Language | English |
| Detected Language | English |
| Type | Thesis/Dissertation, Text |
| Format | 65 pages |
| Rights | IN COPYRIGHT- This Rights Statement can be used for an Item that is in copyright. Using this statement implies that the organization making this Item available has determined that the Item is in copyright and either is the rights-holder, has obtained permission from the rights-holder(s) to make their Work(s) available, or makes the Item available under an exception or limitation to copyright (including Fair Use) that entitles it to make the Item available., http://rightsstatements.org/vocab/InC/1.0/ |
| Relation | http://dx.doi.org/10.34944/dspace/10512, Theses and Dissertations |
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