我国银行业盈利能力的影响因素研究

发布时间：2018-04-24 21:45

本文选题：高利润 + 盈利能力　；参考：《浙江财经大学》2013年硕士论文

【摘要】：在金融全球化和外资银行进入的情况下，以及我国对利率管理放开和利率市场化情况下，中国银行业必将面临强烈的冲击，中国银行业如何面对竞争、如何保持高盈利水平都值得深思。同时究竟是什么因素造成了我国银行业有如此高的利润？这也值得我们好好探讨。银行业的绩效研究已经在发达国家得到了很多的关注，现在有许多的文献研究通过资源管理检验影响银行绩效的因素。目前，在研究银行盈利能力的影响因素时，一般将影响因素分为两类：即内部因素（或特征因素）与外部因素（或宏观因素）。内部因素主是银行自身所具有的因素，如银行的规模大小、流动性、信任风险、资本充足率等；外部因素主要指不受银行控制的宏观经济状况、政策法规等因素。在国内文献中，通常利用财务分析法、包络数据法、简单线性回归等方法来衡量哪个因素对银行盈利能力有影响，但这些方法有其局限性，不能全面综合反应各因素整体对银行盈利能力的影响。本文旨在检验在我国银行业在2003—2012年期间的绩效情况，也是对中国银行业盈利能力的影响因素的检验。虽然已经有大量的文献研究发达国家银行业的盈利能力，，但对影响发展中国家的银行绩效影响因素的实证工作却很少。在国内部分文献对银行盈利能力的研究中，特别是实证中，其选取的变量因素较少且没有纳入利率差因素在模型中，这对银行盈利能力的考查不具完整性。本文是以产业经济学为基本理论，以我国银行业作为研究对象，实证研究分析我国银行业的盈利因素。本方的创新点主要有：（1）在样本选取上，我们选取了中国银行业主要的上市银行为代表且选取跨度10年的数据作为研究对象；（2）在方法上，我们采用多元线性面板回归模型对理论进行实证研究，而不是简单的比较分析、因子分析；（3）在模型中我们考虑到了存贷款利率差因素，这样使我们的实证分析更接近我国的情况。本文的行文内容主要如下：第二章介绍了中国金融体系以及银行业体系的一个简短概述，和我国银行业的最新现状及表现。第三章概述了对银行盈利能力的经济计量理论框架与计量模型。第四中报告了在各个因素下对银行盈利能力影响的实证研究结果。第五章中我们考虑到存贷款利率差因素在模型中，研究在利差情况下银行盈利能力的影响因素。第六章中我们得出本文的结论和给出政策建议。最后，我们在附录部分提供了部分结果和参考数据。本文研究的实证分析结果表明银行规模对银行的盈利有显著影响，但对不同的银行产生的影响不同，对股份制商来银行而言存在着规模经济，对国有商业银行却存在规模不经济。我们发现，流动性对具有较高的流动性的国有商业银行趋向于有相对更强的盈利能力，这可以通过对国有企业的大量贷款而证实。信用风险对我国银行盈利的影响不是很显著，这主要由我国银行业的环境决定了的。管理效率的提高对银行盈利有积极影响，所以我国银行业管理效率的提高能够促进银行的盈利能力。银行营业网点越多也有利于银行更多地吸收社会存款，进而提高银行资产规模，从而影响银行的盈利能力。在竞争的市场经济条件下，股东权益比例越高越能提高银行的盈利能力。我们分析发现，宏观经济因素中，无疑国内生产总值是影响银行盈利最重要的一个因素，无论在何种情况下，只有当整体经济健康增长时，才能更有利企业的发展，企业产出与国内生产总值的关系密不可分。而通货膨胀对银行盈利能力影响有两种可能，适当的通胀能促进社会经济发展，从而增加银行盈利；当过高的通胀则会过快引起货币资产的贬值，从而损害银行的利益。在当下我国利率管制的情况下，存贷款利差是影响我国银行盈利能力的重要原因。由于我国银行业目前的利润主要源自利息收入，所以利差的大小直接影响到银行盈利能力的高低。在未来存贷款利率差逐渐收窄的形势下，银行盈利面临着很大的压力。
[Abstract]:Under the circumstances of the financial globalization and the entry of foreign banks, and the liberalization of interest rate management and the marketization of interest rates in China, the Chinese banking industry will face a strong impact. How the Chinese banking industry faces competition and how to maintain the high profit level is worth thinking. At the same time, what is the factor that has caused so high the Chinese banking industry to be so high Profit? It's worth discussing.
The performance research of the banking industry has received a lot of attention in the developed countries. There are many literature research on the factors that affect bank performance through resource management. At present, in the study of the influencing factors of the bank's profitability, the influence factors are generally divided into two categories: the internal factors (or characteristic factors) and the external factors (or macro). Internal factors are the factors of the bank itself, such as the size, liquidity, trust risk and capital adequacy of the bank, and the external factors mainly refer to the macroeconomic conditions and policies and regulations that are not controlled by the bank. In the domestic literature, the methods of financial analysis, enveloping data and simple linear regression are usually used in the domestic literature. To measure which factors have an impact on the profitability of the bank, these methods have its limitations and can not comprehensively reflect the overall impact of the factors on the profitability of the banks.
The purpose of this paper is to test the performance of China's banking sector during the period of 2003 to 2012, and also to test the factors affecting the profitability of China's banking industry. Although there have been a large number of literature on the profitability of the developed countries, the empirical work on the influencing factors of the bank performance of the developing countries is seldom. In some literature, in the study of bank profitability, especially in the empirical, the variable factors are less and the factor of interest rate difference is not included in the model, which does not have the integrity for the examination of the bank's profitability.
This article is based on the basic theory of industrial economics, taking China's banking industry as the research object, the empirical research and analysis of the profit factors of China's banking industry. The main innovations of the Chinese banking sector are as follows: (1) in the sample selection, we selected the main listed banks in China's banking industry and selected the data of 10 years as the research object; (2) Method, we use multivariate linear panel regression model to study the theory, rather than simple comparative analysis, factor analysis; (3) in the model, we consider the factors of interest rate difference, which makes our empirical analysis closer to the situation in our country.
The main contents of this article are as follows: the second chapter introduces a brief overview of the Chinese financial system and the banking system, and the latest status and performance of the banking industry in China. The third chapter outlines the economic econometric framework and measurement model of the bank's profitability. Fourth reports on the profitability of banks under various factors. In the fifth chapter, we consider the factors in the deposit and loan interest rate difference in the model and study the factors affecting the profitability of the bank in the case of difference. In the sixth chapter, we draw the conclusion and give the policy suggestions. Finally, we provide the Department results and reference data in the appendix section.
The results of the empirical analysis show that the bank size has a significant impact on the bank's profit, but the impact on the different banks is different, there is a scale economy for the joint-stock banks and the state-owned commercial banks are uneconomical. There is a relatively stronger profitability, which can be confirmed by a large number of loans to the state-owned enterprises. The effect of credit risk on the profit of our banks is not very significant. This is mainly determined by the environment of the banking industry in China. The improvement of management efficiency has a positive impact on the profit of the bank, so the efficiency of banking management in our country can be improved. To promote the profitability of banks, the more bank outlets also help banks to absorb more social deposits, and then increase the scale of banks' assets, thereby affecting the profitability of banks. In the competitive market economy, the higher the proportion of shareholders' equity, the higher the profitability of the banks. We find that there is no macroeconomic factor. The gross domestic product (GDP) is the most important factor affecting the profit of the bank. In any case, only when the overall economic growth is healthy can it be more advantageous to the development of the enterprise. The relationship between the output of the enterprise and the gross domestic product is inseparable. And inflation has two possible effects on the profitability of the bank, and the appropriate inflation can promote the growth of the bank's profitability. The social and economic development will increase the profit of the bank, when the high inflation is too fast to cause the devaluation of the currency assets and damage the interests of the banks. In the present situation of our country's interest rate control, the deposit and loan margin is an important factor affecting the profitability of the banks in our country. So the size of the margin has a direct impact on the bank's profitability. In the future, the bank's profit is under great pressure when the interest rate difference is gradually narrowed.

【学位授予单位】：浙江财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.3;F830.42

【参考文献】