基于多元线性回归分析的我国商业银行信贷风险防范研究

数学理论与应用 ›› 2017, Vol. 37 ›› Issue (2): 105-111.

基于多元线性回归分析的我国商业银行信贷风险防范研究

王跃恒，王中，肖仕豪

长沙理工大学数学与统计学院,长沙,410114

出版日期:2017-06-30 发布日期:2020-09-23
基金资助:
科技部创新方法专项资助项目(2009IM010400-1-08);

湖南省普通高校教学改革研究项目(湘教通[2015]291号);
长沙理工大学大学生研究性学生和创新性实验项目(2015年度)

Research on Credit Risk Prevention of Commercial Bank in China Based on Multiple Linear Regression

Wang Yueheng， Wang Zhong， Xiao Shihao

School of mathematics and statistics,Changsha University of Science and Technology,Changsha 410114,China

Online:2017-06-30 Published:2020-09-23

摘要/Abstract

摘要： 本文利用多元线性回归方法,对我国商业银行不良贷款的影响因素及其影响程度进行了实证分析,实证分析表明:不良贷款数额受国内生产总值､企业经营环境排名､房地产开发单位的运营情况等因素影响;其中国内生产总值､企业经营环境排名情况不利于我国商业银行信贷风险的降低,而房地产开发经营单位的运营情况越好,则越有利于银行信贷资产质量的提高.

关键词: 信贷风险, 信贷风险防范, 多元线性回归

Abstract: In this paper,the authors analyze the influencing factors and the influence degree of non-performing loans of commercial banks in China by multiple linear regression.The empirical analysis shows that the amount of non-performing loans is affected by the gross domestic product,the ranking of enterprise operating environment,the operation of real estate development units.Among them,the gross domestic product and the ranking of enterprise operating environment are not conducive to the reduction of the credit risk of the commercial banks in China,and the better operation of real estate development and management units,the more conducive to the quality of bank credit assets.

Key words: Credit Risk, Credit Risk Prevention, Multiple Linear Regression

王跃恒, 王中, 肖仕豪. 基于多元线性回归分析的我国商业银行信贷风险防范研究[J]. 数学理论与应用, 2017, 37(2): 105-111.

Wang Yueheng, Wang Zhong, Xiao Shihao.

Research on Credit Risk Prevention of Commercial Bank in China Based on Multiple Linear Regression [J]. Mathematical Theory and Applications, 2017, 37(2): 105-111.