信用贷款占比率与不良率的关系分析——基于2018~2022年商业银行数据分析

Analysis of the Relationship between the Proportion of Credit Loans and the Non-Performing Loan Ratio—Based on the Data Analysis of Commercial Banks from 2018 to 2022

摘要: 商业银行经营的本质是经营风险。风险管理对于商业银行经营至关重要。本文研究借助CNDD-0058中全国商业银行数据库，选取2018~2022年数据，进行面板数据回归模型分组分析，分析信用贷款占比率和不良率关系，分析两者关系产生的原因，为推动商业银行高质量风险管理出谋划策。研究发现：2018~2022年我国资本充足率大于等于12的商业银行，其信用贷款占比率与不良率存在显著但极弱的相关关系。为促进银行业更好发展，建议强化员工风险意识，加强尽职调查以缓解信息不对称性，打造自身特色信贷产品等。

Abstract: The essence of commercial bank operation is risk management. Risk management is of vital importance to the operation of commercial banks. This paper studies the relationship between the proportion of credit loans and the non-performing loan ratio by using the CNDD-0058 national commercial bank database and selecting data from 2018 to 2022. Grouping of panel data regression models is employed for the analysis. The aim is to understand the relationship between the two and analyze the causes, so as to offer suggestions for promoting high-quality risk management in commercial banks. The research finds that there is a significant but extremely weak correlation between the credit loan ratio and non-performing loan ratio of commercial banks in China with a capital adequacy ratio of 12 or higher from 2018 to 2022.To promote the better development of the banking industry, it is suggested to enhance employees’ risk awareness, strengthen due diligence to alleviate information asymmetry, and develop unique credit products.