A Comparative Study on Credit Risk Between Industrial and Commercial Bank of China and Hunan Bank — Based on Empirical Analysis

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dc.contributor.advisorFruzsina , Mészáros
dc.contributor.authorChen, Zihao
dc.contributor.departmentDE--Természettudományi és Technológiai Kar--Matematikai Intézet
dc.date.accessioned2026-05-14T06:33:07Z
dc.date.available2026-05-14T06:33:07Z
dc.date.created2026-05-04
dc.description.abstractAgainst the backdrop of China’s ongoing economic transformation and upgrading, credit risk management in commercial banks has become a core issue, and the performance of credit risk varies significantly across different types of banks. This paper conducts a comparative study on the credit risk of large state-owned commercial banks and regional urban commercial banks, taking Industrial and Commercial Bank of China (ICBC) and Hunan Bank as research subjects. Using annual time series data from 2015 to 2024, this study adopts empirical analysis methods including descriptive statistics, independent samples t-test, and multiple linear regression to examine differences in credit risk levels and the heterogeneity of influencing factors. The research verifies three hypotheses: First, the credit risk level of ICBC is significantly lower than that of Hunan Bank, specifically reflected in a lower NPL ratio and higher PCR. Second, the intensity of the impact of Hunan’s GDP growth rate on Hunan Bank is significantly greater than that of national GDP growth rate on ICBC. Third, the intensity of the impact of capital adequacy ratio and micro, small, and medium-sized enterprise (SMEs) loan ratio on Hunan Bank is significantly greater than that of capital adequacy ratio and cross-regional coverage on ICBC. This study enriches the empirical support for the theory of credit risk heterogeneity in commercial banks, improves the empirical paradigm for comparing credit risk among different types of banks, provides quantitative evidence for both types of banks to optimize risk control strategies and for regulatory authorities to formulate differentiated regulatory policies, and facilitates the precise matching of financial resources with the needs of the real economy.
dc.description.courseMathematic
dc.description.degreeBSc/BA
dc.format.extent23
dc.identifier.urihttps://hdl.handle.net/2437/407006
dc.language.isoen
dc.rights.infoHozzáférhető a 2022 decemberi felsőoktatási törvénymódosítás értelmében.
dc.subjectState-owned Banks
dc.subjectCity Commercial Banks
dc.subjectRisk Management
dc.subjectHeterogeneity
dc.subject.dspaceMatematika
dc.titleA Comparative Study on Credit Risk Between Industrial and Commercial Bank of China and Hunan Bank — Based on Empirical Analysis
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