中国商业银行盈利能力实证研究

发布时间：2018-01-11 15:40

本文关键词：中国商业银行盈利能力实证研究　出处：《辽宁大学》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行盈利能力的强弱直接关系其自身的生存与发展。盈利水平的提高不仅能够增强银行信誉，增强银行的资本实力，吸引更多的客户，与此同时还可以增强银行自身抵御风险的能力，提高银行的竞争力。从2001年加入WTO及2006年人民币业务对外资银行全面开放以来，中国银行业面临日益严峻的竞争压力。与一些资本雄厚、技术手段先进、金融产品多样化的国际先进银行相比，中国商业银行普遍存在盈利能力较弱、信贷风险防范体系不完善、经营管理水平不足、业务创新能力不足等问题，特别是大型国有控股商业银行由于历史包袱重，问题更甚。虽然随着中国金融体制改革的不断深化和完善，商业银行的一些问题得到了一定程度地改善.但是要在中国金融业完全对外资银行开放前较快提高其竞争力，不仅要处理好历史遗留问题，而且更应重视提高自身的盈利能力，这样才能确保商业银行的可持续发展。正是基于此背景，，本文对中国商业银行盈利能力及其影响因素进行尝试性研究，并提出相应的对策。本文在介绍商业银行盈利能力相关概念以总结国内外有关商业银行盈利能力研究的基础上，首先采用主成分分析法对商业银行的综合盈利能力进行分析并计算各家银行盈利能力的综合得分，以此来比较中国各家商业银行盈利能力的总体水平和变化趋势。其次，在银行自身特征因素和外部环境因素两个方面对商业银行盈利能力的影响因素进行理论分析的基础上，根据中国商业银行的具体情况选择相关指标构建实证指标体系。然后，运用计量经济学方法建立面板数据模型，对2006年至2011年14家中国商业银行（4家大型国有控股商业银行和10家中小型商业银行）的财务指标进行实证分析，通过实证来分析各因素对中国商业银行盈利能力的影响。在进行实证分析中，不但对样本总体进行了实证检验，而且对两种类型商业银行分别进行了实证检验，以检验各因素对两种类型商业银行盈利能力的影响是否一致。最后本文对中国商业银行盈利能力影响因素的问题进行分析的基础上，结合实证结果提出提高中国商业银行盈利能力的政策建议。
[Abstract]:The profitability of commercial banks is directly related to their own survival and development. The improvement of profit level can not only enhance the credibility of banks, enhance the capital strength of banks, attract more customers. At the same time, it can also enhance the ability of banks to resist risks and improve their competitiveness. Since the entry of WTO in 2001 and the opening of RMB business to foreign banks in 2006, the Chinese banking industry has been faced with increasingly severe competitive pressure. Compared with the international advanced banks with diversified financial products, Chinese commercial banks generally have some problems, such as weak profitability, imperfect credit risk prevention system, insufficient management level, insufficient business innovation ability and so on. In particular, large state-owned holding commercial banks, because of the heavy burden of history, the problem is even more serious, although with the continuous deepening and improvement of China's financial system reform. Some problems of commercial banks have been improved to a certain extent, but in order to improve the competitiveness of China's financial industry before it is completely opened to foreign banks, we must not only deal with the problems left over from history. And we should pay more attention to improve their profitability, so as to ensure the sustainable development of commercial banks. Based on this background, this paper tries to study the profitability of Chinese commercial banks and its influencing factors. And put forward the corresponding countermeasures. This paper introduces the concept of profitability of commercial banks and summarizes the domestic and foreign research on profitability of commercial banks. First, the principal component analysis method is used to analyze the comprehensive profitability of commercial banks and calculate the comprehensive score of the profitability of each bank. In order to compare the overall level and trend of profitability of commercial banks in China. Secondly. On the basis of the theoretical analysis of the influencing factors of commercial banks' profitability in the aspects of the bank's own characteristic factors and external environmental factors. According to the specific situation of China's commercial banks, select relevant indicators to build an empirical index system. Then, using econometric methods to establish panel data model. From 2006 to 2011, the financial indexes of 14 Chinese commercial banks, including 4 large state-owned holding commercial banks and 10 small and medium-sized commercial banks, were analyzed empirically. Through the empirical analysis of the impact of various factors on the profitability of Chinese commercial banks. In the empirical analysis, not only the sample of the overall empirical test, but also the two types of commercial banks were tested empirically. In order to test the impact of various factors on the profitability of the two types of commercial banks is consistent. Finally, this paper analyzes the factors affecting the profitability of China's commercial banks on the basis of analysis. Based on the empirical results, the paper puts forward some policy suggestions to improve the profitability of Chinese commercial banks.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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