我国商业银行不良贷款的降低潜力研究

减少不良贷款是降低银行风险、维护金融稳定的重要举措之一.本文以生产理论为指导,将不良贷款视为银行经营活动中伴随利润等期望产出而来的一种不良的非期望产出,进而利用非参数的DEA方法构建了测度不良贷款降低潜力的定量化模型.以此为基础,对我国14家商业银行2007-2010年的实际情况展开了实证研究.结果表明:总体上,银行不良贷款的现状有所进步,并呈现出改善的优势,但53.5％-61.7％比例的降低仍是可能的；各银行可减少的不良贷款存在一定的差异性和波动性,兴业银行是潜力相对最小的银行,年均5.4％,农业银行、广发银行和华夏银行的潜力较大；国有商业银行不良贷款的可降低比例和绝对额度都显著大于股份制银行.最后本文给出了相关的政策建议.

Bank's Reduction Potential of Non-performing Loan in China

Reduction of non-performing loan is one of effective measures to reduce bank’s operational risk and maintain financial stability.In the framework of production theory,non-performing loan is regarded as one of undesirable outputs,which is produced together with desirable outputs,then the model used to measure the reduction potential of non-performing loan is established.Using nonparametric method of data envelopment analysis.The empirical study on 14 banks in China shows that the condition of non-performing loan is improved in the whole,however,it is still possible to reduce non-performing loan with 53.5%~61.7%.The reduction potentials are different and fluctuant for these banks and Industrial Bank has the minimum potential,while the potential of Agricultural Bank of China,Guangdong Development Bank and Huaxia Bank is very high.The ratio and actual amount of non-performing loan for state-owned banks are greater than shareholding banks obviously.Corresponding suggestions are given at last.