| Commercial Banks are significant components of financial system and their steady operation is a vital guarantee to the healthy development of finical environment. As an important indicator of the risk of commercial bank management, profitability and competitive power, Banks’ non-performing loan ratio is always closely watched. Banks’ non-performing loans will not only affect liquidity, profitability and other financial indicators of the Bank asset, but also may be a cause of the financial crisis from a macro point of view. The commercial bank non-performing loan level presents new characteristics in our country since the subprime crisis, characteristic of pro-cyclicality of non-performing loan ratio is even apparent. Under the background of overall economic downturn, the rising business risk, it is very practical to do the research of the influence of macro industry factor of commercial bank non-performing loan ratio. Furthermore, research of influence on risk bearing capacity of bank credit in our country also makes sense.Given on the basis of theories analysis and statistic survey, this article makes time nodes before and after the subprime mortgages crisis; What’s more, it adapts the quarterly data of commercial bank non-performing loan ratio and industry economic indicators during the year from 2009 to 2015 in our country. So a Wilson model with a lag term is established to verify influence of macro industry factors to the non-performing loans in our country by empirical study, and through the measure of scenario analysis. The empirical findings demonstrate that: the growth rate of fixed asset investment MFI manufacturing, real estate enterprise investment completed REI growth rate and M2 growth rate have significant influence on bank non-performing loan ratio in our country, and decline of the growth rate of MFI, REI growth rate, M2 growth rate will bring about a rise of non-performing loan ratio. |
