DocumentCode
3301571
Title
Forecast of Non-Performance Loan Ratio of Chinese State-Owned Commercial Bank
Author
Li, Ping ; Zhang, Rui ; Feng, Lichao ; Zhuo, Mingying
Author_Institution
Sch. of Math. & Stat., Huazhong Univ. of Sci. & Technol., Wuhan, China
fYear
2011
fDate
19-21 May 2011
Firstpage
1
Lastpage
4
Abstract
The ratio of NPLs (non-performance loan) is one of the important indexes of assessing the security of credit assets, as well as it is an essential financial indicator to overall strength in commercial banks. In this paper we establish a time series model for the ratio of NPLs of Chinese state-owned commercial banks, taking the statistical data of the NPLs from 2002 to 2010 as an example, basing on the Eviews and time series analysis method. Taking use of this model to do a forecast, we get a conclusion that it is effective for this model to forecast the ratio of NPLs of Chinese state-owned commercial banks.
Keywords
banking; economic forecasting; statistical analysis; time series; chinese state; commercial bank; credit assets security; non performance loan ratio forecasting; statistical data; time series model; Correlation; Data models; Educational institutions; Estimation; Predictive models; Time series analysis; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Computer and Management (CAMAN), 2011 International Conference on
Conference_Location
Wuhan
Print_ISBN
978-1-4244-9282-4
Type
conf
DOI
10.1109/CAMAN.2011.5778754
Filename
5778754
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