我国商业银行盈利可持续性的影响因素研究

发布时间：2018-01-20 06:35

本文关键词： 盈利可持续性商业银行动态面板数据模型影响因素　出处：《复旦大学》2013年硕士论文　论文类型：学位论文

【摘要】：近年来,我国商业银行的盈利能力稳步提升,然而在经济增速放缓、利率市场化以及外资银行业务逐渐放开的趋势下,我国商业银行当前较高的盈利能力是否具有可持续性,具体哪些因素会对我国商业银行的盈利可持续性产生影响并且如何影响是十分具有现实意义的研究问题。本文拟在此背景下,从盈利可持续性能力的内涵特征入手,首先对商业银行的盈利结构和反映其盈利能力的资本收益率进行杜邦分解,对各分解因素近年来的发展趋势以及行业竞争情况进行描述,之后,根据盈利可持续性相关的理论研究,使用时间序列模型来刻画盈利可持续性这一动态特征,并结合我国商业银行盈利可持续性影响因素的理论分析,建立动态面板数据模型,具体考察行业特征、宏观经济环境、银行个体因素对我国商业银行盈利可持续性能力的影响程度,同时对各影响因素的作用机制进行详细的阐述。最后,根据本文的实证结果和理论分析,针对未来如何提高我国商业银行的盈利可持续能力给出一些相关的政策建议。本文的基本结论为：源于行业壁垒、法律法规管制等因素造成的行业竞争不充分现象是我国商业银行具有一定的盈利可持续性能力的主要原因之一。同时我国商业银行盈利可持续性能力的强弱还与其自身的收入结构、经营效率以及风险管理等因素密切相关。实证检验发现资本资产比、不良贷款拨备率与我国商业银行盈利可持续性能力曾负相关,这表明由于商业银行的外部性特征和经营中借贷双方信息不对称等原因,目前我国商业银行业存在着通过提高资本的经营杠杆来获取大量风险收益的倾向,长期来看,这不利于我国商业银行盈利的持续稳定发展。除此之外,宏观经济周期通过影响信贷规模,进而对我国商业银行的盈利可持续性能力产生影响。
[Abstract]:In recent years, the profitability of commercial banks in China has steadily improved, but in the trend of economic growth, interest rate liberalization and the gradual liberalization of foreign banking business. Whether the high profitability of commercial banks in China is sustainable or not. What factors will affect the profitability sustainability of commercial banks in China and how to influence them are of great practical significance. Under this background, this paper begins with the connotation characteristics of profitability, first of all, it decomposes the profit structure of commercial banks and the capital return rate which reflects the profitability of commercial banks. This paper describes the development trend of each decomposition factor in recent years and the competition of the industry. Then, according to the theory of profit sustainability, we use the time series model to describe the dynamic characteristics of profit sustainability. Based on the theoretical analysis of the influencing factors of profitability sustainability of commercial banks in China, a dynamic panel data model is established to investigate the characteristics of the industry and the macroeconomic environment. The impact of individual factors on the profitability of commercial banks in China, and at the same time, the mechanism of these factors is elaborated in detail. Finally, according to the empirical results and theoretical analysis of this paper. This paper gives some policy suggestions on how to improve the profitability sustainability of commercial banks in the future. The basic conclusion of this paper is: originated from industry barriers. The phenomenon of insufficient competition caused by the regulation of laws and regulations is one of the main reasons for the profitability sustainability of commercial banks in our country. At the same time, the strength and weakness of the profitability sustainability of commercial banks in China are also the same as that of the commercial banks in China. Its own income structure. Operational efficiency and risk management are closely related. Empirical test found that capital asset ratio, non-performing loan reserve ratio and profitability of commercial banks in China had negative correlation. This indicates that due to the externality of commercial banks and the asymmetric information between the two parties in operation, the commercial banks in our country have the tendency to obtain a large amount of risk gains by raising the operating lever of capital. In the long run, this is not conducive to the sustained and stable development of commercial banks' profits. In addition, the macroeconomic cycle has an impact on the profitability of Chinese commercial banks by influencing the scale of credit.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

【参考文献】