Research on the Impact of Non-performing Loan Rate of Listed Banks Based on Panel Data

• 1、Finance Department of Liaoning Technical University, Xingcheng City 125100

Abstract：Based on the financial reports of all banks listed in A-share market from 2008 to 2016 and related literature, this paper puts forward the conjecture of macro-variables and micro-variables that affect the non-performing loan rate of state-owned banks and joint-stock banks. Then it verifies the conjecture and makes single-integration, co-integration test and fixed-utility analysis of the data. The model uses the empirical method of regression analysis to study the non-performing loans. The relevant conclusions of micro and macro factors are drawn by validating the sound factors. Finally, in the fixed utility analysis, the paper puts forward hypothesis and cross-sectional analysis on the scale of bank assets, draws the conclusion that the scale of assets of Research on the Impact of Panel Data on Non-performing Loan Rate of Listed Banksstate-owned banks and joint-stock banks has a positive impact on the fixed effect of non-performing loan rate, and that the fixed effect value of non-performing loans of state-owned banks is less than that of joint-stock banks, and puts forward some suggestions for development.

Keywords： Monetary Banking state-owned banks Joint-stock banks Non-performing loan rate fixed utility analysis