以某国有商业银行 A 分行为例，选取该银行 A 分行 2011-2015 年零售贷款数据，
从零售贷款金额、零售贷款期限、零售贷款利率、零售担保方式、零售客户类型、零
售客户信用评级、零售业务行业特征 7 个自变量入手，构建 Logit 模型，通过回归方法
实证分析影响该银行不良贷款的因素。研究结果表明：贷款金额、贷款期限、客户信
用评级与银行零售不良贷款显著正相关，与贷款利率，贷款的担保方式显著负相关，
与行业特征和客户类型关系不明显。针对实证检验结果，结合 A 分行的地区行业特征
以及自身业务特征，从优化银行内部信贷决策和加强银行内部信贷管理两方面，通过
对贷前、贷中、贷后环节风险控制的改进，提出降低零售不良贷款风险的建议，强调
银行信贷产品设计、信贷管理方式等内因的重要性
关键词：不良贷款 影响因素 Logistics 回归分析 风险控制II
An Analysis of the Influencing Factors of Retail Non - performing
Loans in Commercial Banks ——
An Empirical Study on A Branch of a Commercial Bank
Abstract
Under the influence of the current domestic economic growth and the overall economic
downturn, the pressure on the quality of credit assets in banks has increased sharply, and non-
performing loans have continued to grow. It is of practical significance to analyze the influencing
factors of NPLs and find out the management methods of key influencing factors to reduce the bad
loans of banks and promote the healthy and sustainable development of credit business.
The retail loan, retail loan interest rate, retail guarantee method, retail customer type, retail
customer credit rating, retail retail credit rating, retail credit rating, and retail credit rating. This
paper constructs the Logit model and analyzes the factors that affect the bank&39;s non-performing
loans through the regression method. The results show that the loan amount, loan term, customer
credit rating are significantly positively correlated with the bank retail non-performing loan, which
is significantly negatively related to the loan interest rate and the loan guarantee way, and the
relationship is not obvious with the industry characteristic and customer type. Based on the result
of empirical test, combining with the characteristics of regional industry and the characteristics of
its own business, this paper puts forward a new way to improve the risk management of internal
and external credit of banks by optimizing the internal credit decision-making and strengthening
the internal credit management of banks. Recommendations for retail nonperforming loan risk.
Emphasis on the design of bank credit products, credit management and other internal factors of
importance.
Key Words：Non - performing Loans Influencing Factors Logistics Regression Analysis
Risk ControlIII
目 录
1 绪论... 1
1.1 研究背景及意义 1
1.1.1 研究的背景.......... 1
1.1.2 研究的意义.......... 2
1.2 研究内容和研究方法.... 2
1.2.1 研究内容.. 3
1.2.2 研究方法.. 3
1.2.3 研究创新点和不足之处. 3
2 商业银行零售信贷风险理论综述5
2.1 商业银行零售贷款的界定与特征....... 5
2.2 商业银行不良贷款的概念界定及其分类 ...... 5
2.2.1 不良贷款概念的界定..... 5
2.2.2 国际上关于不良贷款的分类方法 ........ 6
2.2.3 我国关于不良贷款分类的方法6
2.3 商业银行不良贷款的理论基础........... 6
2.3.1 信息不对称理论 . 7
2.3.2 金融内在脆弱性假说..... 8
2.3.3 商业银行行为理论 ......... 9
2.3.4 商业银行信贷风险度量理论..... 9
2.4 国内外相关研究综述.. 10
2.4.1 关于不良贷款的影响因素....... 10
2.4.2 关于不良贷款的研究方法....... 11
2.4.3 文献评述 12
3 某商业银行 A 分行不良贷款现状 ......... 14
3.1 某商业银行 A 分行基本情况14
3.2 A 分行零售不良贷款情况....... 14
3.3 A 分行零售信贷管理简述....... 15IV
3.3.1 零售贷款业务流程 ....... 16
3.3.2 零售贷款业务管理的不足....... 16
4 零售不良贷款影响因素的实证分析 ...... 18
4.1 模型的定义及推导...... 18
4.2 模型变量及假设.......... 19
4.3 样本描述和变量定义.. 21
4.3.1 因变量.... 21
4.3.2 自变量.... 23
4.4 相关性分析 ...... 29
4.5 多元回归和检验结果分析 ..... 30
4.5.1 回归结果 30
4.5.2 行业分层回归和检验结果分析 .
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