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2021
年 12月 14日
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安徽 XX商业银行不良贷款形成路径研究——基于借方主体的多因素组态分析
摘要
纵观全球银行业，无论银行规模或大或小，不良贷款一直都是全球各个银行所面
临的难题之一，不良贷款率的高低对于银行能否持续稳定发展至关重要。全球许多国
家都曾由于不良贷款的增多而爆发金融危机，我国商业银行中不良贷款的相关问题同
样严峻。2020年初爆发的新冠疫情导致我国经济进入下行周期，我国的经济结构也
随之不断调整，为各行各业带来了巨大的挑战和考验。疫情极大程度地扰乱了我国原
有的经济秩序和规划，这对包括银行业在内的顺周期行业造成了巨大影响，我国商业
银行不良贷款规模不断攀升，银行利润大幅下降，出现了不良贷款额度及不良贷款率
双升的局面，商业银行自身经营陷入困境。在这样的大环境之下，我国商业银行迫切
需要减少不良贷款，才能令我国金融秩序和银行业恢复正常发展。
本文以安徽 XX商业银行为例，探究引起安徽 XX商业银行不良贷款形成路径的
具体条件构型。笔者从组态思维出发，首先查阅了国内外关于商业银行不良贷款影响
因素的研究现状，其次运用模糊集定性比较分析方法，分析了影响安徽 XX商业银行
不良贷款评级分类为正常和贷款评级分类为不正常的组合作用情况。
实证分析的结果表明，安徽XX商业银行不良贷款的形成路径是一个复杂的组态
问题，由多重并发条件影响作用。当贷款评级分类为不正常时，借款人类别和借款利
率是导致安徽XX银行不良贷款出现的核心条件，而担保方式是降低不良贷款的有效
要件，相对而言更加重要。安徽XX商业银行不良贷款的组成路径有两种，每种都有
其具体的现实依据，但基本都可归结于一种，那就是同时具备借款人类别为个体、借
款利率高两个核心条件所导致的，这也是未来有效减少不良贷款案例在组态视角下的
突破方向。
随后，对安徽 XX商业银行提出一些防范不良贷款的可行性建议。由于不良贷款
的组成路径众多，借款人年龄、担保方式等因素都对不良贷款有一定影响，因此安徽
XX商业银行应当针对各个因素的特点对症下药，如提升借款人潜在风险认知、重点
关注客户资产负债及担保情况等，从而抵御众多因素对不良贷款的影响。
关键词：不良贷款；商业银行；模糊集定性比较分析；借方主体
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ABSTRACT
ABSTRACT
Looking at the global banking industry, regardless of the size of the bank,
non-performing loans have always been one of the problems faced by banks around the
world. The level of non-performing loan rates is critical to the sustained and stable
development of banks. Many countries around the world have experienced financial crises
due to the increase in non-performing loans, and the related problems of non-performing
loans in my country's commercial banks are equally severe. The outbreak of the new crown
epidemic in early 2020 has led my country's economy into a downward cycle, and my
country's economic structure has also been continuously adjusted, which has brought huge
challenges and tests to all walks of life. The epidemic has greatly disrupted my country’s
original economic order and planning, which has had a huge impact on procyclical
industries including the banking industry. The scale of non-performing loans of my country’
s commercial banks has continued to rise, bank profits have fallen sharply, and
non-performing loans have appeared. With both the quota and the non-performing loan rate
rising, commercial banks are in trouble for their own operations. How to properly solve the
problem of non-performing loans of China's commercial banks plays a very important role
in promoting the reform of my country's financial system and improving the core
competitiveness of my country's commercial banks.
Based on the above background, this article takes Anhui XX Commercial Bank as an
example to explore the specific condition and configuration that caused the formation of
non-performing loans of Anhui XX Commercial Bank. Starting from the configuration
thinking, the author uses the fuzzy set stereotype comparative analysis method to analyze
the combined effect that affects the classification of the bad loan rating of Anhui XX
Commercial Bank as normal and the loan rating as abnormal.
The results of the empirical analysis show that the formation path of the bad loans of
Anhui XX Commercial Bank is a complicated configuration problem, which requires
multiple concurrent conditions. When the loan rating is classified as abnormal, the type of
borrower and the borrowing interest rate become the core conditions affecting the
non-performing loans of Anhui XX Bank, showing a prominent impact. On the whole,
through configuration analysis, it is found that there are two types of non-performing loans,
each of which has its own specific practical basis, but basically all can be attributed to one,
that is, the type of borrower is individual and the borrowing interest rate is high. This is
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