不良贷款率对银行业影响的统计关系检验

在5%的显著性水平下，不良贷款率对资本利润率、净利差、资本充足率有单向格兰杰因果关系；而存贷比、流动性比率对不良贷款率有单向格兰杰因果关系；拨备覆盖率与不良贷款率在不同滞后期格兰杰因果关系不同。当不良贷款率上升时，商业银行不应通过承担更高的风险选择高贷款利率的贷款项目以实现其经营绩效；在系统性风险可控的前提下，监管部门和中央银行实施逆周期调整，可适当有选择性地提高容忍度，允许部分商业银行或业务条线调整对资本的计提标准，降低其顺周期性；商业银行应注重盈利性、流动性、安全性之间的平衡，理性对待不良贷款率上升。

A Granger Causality Test of Non-performing Loan Ratio Affect to the Banking Industry

In the 5% level of significance, non-performing loan ratio exists a one-way granger causality relationship on capital gains rate, net interest margin, and capital adequacy; the deposit loan ratio, liquidity ratio exists a one-way granger causality relationship on non-performing loan ratio; while the granger causality relationship of the provision coverage ratio and non-performing loan ratio are different in different lag. When the non-performing loan ratio rises, commercial banks should not choose a high loan interest rate loan project to achieve its business performance by taking more risk. In the controllable premise of systemic risk, regulators and central banks can implement counter-cyclical adjustment by increasing tolerance selectively and appropriately, and allowing some commercial banks or business lines to adjust to the provision of capital standards to reduce its pro-cyclical. Commercial banks should pay more attention to the balance between profitability, liquidity, security, while handle the non-performing loan rate of increase rationally.