巴塞尔协议Ⅲ对上市银行经营转型和稳定性的影响

发布时间：2018-06-06 09:37

本文选题：经营转型 + 巴塞尔协议Ⅲ　；参考：《浙江工商大学》2013年硕士论文

【摘要】：中国历经三十年改革开放后,经济发展走到关键的十字路口,经济转型已势在必行。审视国际国内经济状况,中国正处于国外主要经济体缓慢复苏、国内经济增速逐步放缓的局面。从2011年上市银行年度财务报告上看,虽然在欧美等主要经济体复苏乏力,我国实体经济增速放缓的局面下,我国银行业的表现依旧可圈可点,财务数据十分亮丽,但我们不难看出当前中国银行业经营模式中经营增长仍然还是以信贷扩张驱动为主,粗放式经营扩张模式尚未得到根本性改变。金融危机之后,监管环境和经营环境发生深刻的变化,巴塞尔协议Ⅲ及国内银行业新监管标准的推出,将对商业银行经营模式、资产管理、盈利能力产生深远的影响,加快经营转型,是新形势下中国上市银行的必要抉择。本文在介绍巴塞尔协议Ⅲ、银行转型主要内容的基础上,着力分析了巴塞尔协议Ⅲ对上市银行经营稳定性的影响,并选择了16家上市银行,以Z-score衡量银行经营的稳定性,以2007-2011年上市银行公布的数据进行面板数据回归。回归结果显示：根据巴塞尔协议Ⅲ的标准,我国监管当局推出的四大监管工具对上市银行的稳定性具有显著影响,资本充足率、杠杆率和贷款拨备率与Z-score正相关,而流动性比率与Z-score负相关。四大监管工具的实施,有利于提高Z-score,降低银行破产概率,提高经营稳定性。依照实证结果和对招商银行、民生银行经营转型的分析,本文提出为应对日趋严峻的资本约束和经营环境,商业银行依赖信贷规模扩张带动经营增长的外延式发展模式亟需转型升级,要更加重视发展资本节约型业务,以相对较低资本的消耗获取较高的效益和价值,走出“扩张、融资、再扩张再融资”的融资怪圈。要提升中间业务、零售业务和中小企业业务的业务占比,优化收入结构、客户结构以及资产、负债结构,以服务实体经济为本,更好地助力中国经济转型。
[Abstract]:After thirty years of reform and opening up in China, the economic development has come to a crucial intersection. Economic transformation has been imperative. China is in a slow recovery of the major foreign economies and a gradual slowdown in domestic economic growth. From the annual financial report of the listed bank in 2011, although the main classics are in Europe and the United States and so on When the recovery of the economy is weak and the growth of China's real economy slows down, the performance of China's banking industry is still remarkable, and the financial data are very bright. However, it is not difficult to see that the current management growth of China's banking business is still mainly driven by credit expansion, and the extensive mode of expansion has not been fundamentally changed. After the crisis, the regulatory environment and the operating environment have undergone profound changes. The Basel Agreement III and the introduction of the new regulatory standards for domestic banking will have a far-reaching impact on the business model, asset management and profitability, and accelerate the operation transformation. It is a necessary choice for the Chinese Listed Banks in the new situation.
On the basis of the introduction of the Basel Agreement III and the main content of the bank transformation, this paper focuses on the analysis of the impact of the Basel Agreement III on the stability of the listed banks, and selects 16 listed banks to measure the stability of the bank's management by Z-score, and return the panel data with the data of the 2007-2011 year listed bank public cloth. According to the standard of Basel Agreement III, the four major regulatory tools introduced by China's regulatory authorities have a significant impact on the stability of listed banks. The capital adequacy ratio, leverage ratio and loan reserve ratio are positively related to Z-score, and the liquidity ratio is negatively related to Z-score. The implementation of the four major regulatory tools is beneficial to the improvement of Z-score and the reduction of the bank breaking. The production probability will improve the management stability.
According to the empirical results and the analysis of the business transformation of China Merchants Bank and Minsheng Bank, this paper puts forward that in order to cope with the increasingly severe capital constraints and operating environment, the extension of the expansion model of commercial banks depends on the expansion of the credit scale to promote the growth of the business, and it is necessary to pay more attention to the development of capital saving business with relatively low capital. Consumption gets higher benefits and values, and goes out of the financing circle of "expansion, financing, and refinancing". It is necessary to improve the proportion of intermediary business, retail business and small and medium enterprise business, optimize income structure, customer structure, assets, debt structure, and serve the real economy as the basis for China's economic transformation.
【学位授予单位】：浙江工商大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224

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