浦发银行公司贷款违约损失率实证研究.docx

浦发银行公司贷款违约损失率实证研究
摘要：
浦发银行是中国较为知名的商业银行之一，在金融业务方面表现出色。然而，由于商业银行的贷款业务本质上是一种风险投资，所以贷款违约是必然存在的问题。本文通过对浦发银行公司贷款违约损失率实证研究，分析浦发银行控制贷款违约所采取的措施，从中发现商业银行如何能够控制贷款违约，有效保障银行的资产质量。
一、背景介绍
二、文献综述
三、数据来源及处理
四、实证分析结果
五、结论与建议
Abstract:
SPDBisoneofthewell-knowncommercialbanksinChina,andithasperformedwellinthefinancialfield.However,sincetheloanbusinessofcommercialbanksisessentiallyariskinvestment,loandefaultsareaninevitableproblem.ThispaperconductsanempiricalstudyofthedefaultlossrateofSPDB'scorporateloans,analyzesthemeasurestakenbySPDBtocontrolloandefaults,anddiscovershowcommercialbankscancontrolloandefaultsandeffectivelyprotectthequalityofbankassets.
Introduction:
SPDBwasestablishedin1992andisheadquarteredinShanghai.Itisalarge-scalecommercialbankthatprovidesdiversifiedfinancialservices,suchaspersonalbanking,corporatebanking,andinvestmentbanking.AsoneofChina'sstrongregionalbanks,SPDB'sfinancialperformancehasbeenoutstandinginrecentyears,withasteadyincreaseinitsassets,profits,andmarketshare.Duetoitsprominentpositioninthefinancialindustry,manyscholarshaveconductedresearchonSPDBfromvariousperspectives,includingcorporategovernance,riskmanagement,andfinancialinnovation.Inthispaper,wefocusonthedefaultlossrateofSPDB'scorporateloans,whichiscrucialforanalyzingthebank'sassetquality.
LiteratureReview:
Inrecentyears,manyscholarshavestudiedtherelationshipbetweenloandefaultsandvariousfactors,suchaseconomicgrowth,banksize,capitaladequacyratio,andloanlossprovisions.AccordingtoAhmadetal.(2015),economicfactorssuchasGDPgrowthrate,inflationrate,andunemploymentratehaveasignificantimpactontheloandefaultrate.Inaddition,bank-specificfactorssuchasthebank'scapitaladequacyratio,loanportfolio,andcreditriskassessmentarealsocrucialdeterminantsofthedefaultrate.HerralaandJokivuolle(2015)foundthatbanksthatrelyheavilyonwholesalefundingandcarryalargeamountofnon-performingloanshaveahigherprobabilityofdefault.
DataSourceandDataProcessing:
WecollectedSPDB'scorporateloandatafromthebank'sannualreportsfrom2012to2019.Thedatainc