中国上市商业银行资本结构与银行绩效的实证研究
发布时间：2018-10-10 07:31
【摘要】：金融业是中国经济的晴雨表,直接关系到国民经济的发展,而银行业作为金融业的主体,直接关系到金融业是否健康稳定快速发展。随着2006年底我国金融市场的全面开放,外资银行的大量进入对中国银行业带来了不小的冲击,加大了银行之间的竞争,迫使银行业提高经营绩效,提升银行整体竞争力。本文主要探讨了银行资本结构与银行绩效之间的关系,从而在优化资本结构以提高经营绩效方面提供一些具体建议。 本文以中国上市16家商业银行作为样本银行,在国内外学者的研究基础上,对16家上市银行的资本结构和经营绩效的现状进行了分析。选取了权益资本结构和债务结构中八项指标代表银行资本结构,从安全性、盈利性、流动性三个方面对经营绩效进行衡量。选取了16家上市商业银行2012年相关指标数据,首先利用SPSS软件和主成分分析法对被解释变量提取主成分得出综合绩效,以综合绩效作为被解释变量,资本结构中的8项指标作为解释变量,建立多元线性回归模型,利用SPSS软件进行面板数据回归。通过研究表明：资产负债率对银行绩效的相关性较低,创新性资产占负债总额比重与银行绩效呈显著负相关性,前十大股东持股比例和与银行绩效是显著的负相关。在此基础上,提出了优化我国上市商业银行股权结构和债务结构、改善我国商业银行外部环境的具体建议。以此希望能够改善中国商业银行的资本结构,提高商业银行的盈利能力,使中国商业银行能在国际金融市场上保持竞争力。
[Abstract]:The financial industry is the barometer of Chinese economy, which is directly related to the development of the national economy. As the main body of the financial industry, the banking industry is directly related to the healthy, stable and rapid development of the financial industry. With the full opening of China's financial market at the end of 2006, the large number of foreign banks' entry has brought great impact to the Chinese banking industry, increased the competition among banks, forced the banking industry to improve its operating performance and enhance the overall competitiveness of the banks. This paper mainly discusses the relationship between bank capital structure and bank performance so as to provide some concrete suggestions in optimizing capital structure to improve management performance. Taking 16 commercial banks listed in China as sample banks, this paper analyzes the present situation of capital structure and operating performance of 16 listed banks on the basis of research by domestic and foreign scholars. This paper selects eight indexes of equity capital structure and debt structure to represent the capital structure of banks, and measures the operating performance from three aspects: security, profitability and liquidity. Selected 16 listed commercial banks in 2012 related index data, first of all, using SPSS software and principal component analysis to extract the main components of the explained variables to obtain the comprehensive performance, taking the comprehensive performance as the explained variables. Eight indexes in capital structure are taken as explanatory variables, and multiple linear regression models are established, and panel data regression is carried out by using SPSS software. The results show that the ratio of asset-liability ratio to bank performance is low, the proportion of innovative assets to total liabilities is significantly negative correlation with bank performance, and the proportion of the top ten shareholders is significantly negative correlation with bank performance. On this basis, the paper puts forward some concrete suggestions to optimize the equity structure and debt structure of Chinese listed commercial banks and to improve the external environment of our country's commercial banks. It is hoped that the capital structure of Chinese commercial banks can be improved, the profitability of commercial banks will be enhanced, and the Chinese commercial banks will be able to remain competitive in the international financial market.
【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
本文编号：2261169
[Abstract]:The financial industry is the barometer of Chinese economy, which is directly related to the development of the national economy. As the main body of the financial industry, the banking industry is directly related to the healthy, stable and rapid development of the financial industry. With the full opening of China's financial market at the end of 2006, the large number of foreign banks' entry has brought great impact to the Chinese banking industry, increased the competition among banks, forced the banking industry to improve its operating performance and enhance the overall competitiveness of the banks. This paper mainly discusses the relationship between bank capital structure and bank performance so as to provide some concrete suggestions in optimizing capital structure to improve management performance. Taking 16 commercial banks listed in China as sample banks, this paper analyzes the present situation of capital structure and operating performance of 16 listed banks on the basis of research by domestic and foreign scholars. This paper selects eight indexes of equity capital structure and debt structure to represent the capital structure of banks, and measures the operating performance from three aspects: security, profitability and liquidity. Selected 16 listed commercial banks in 2012 related index data, first of all, using SPSS software and principal component analysis to extract the main components of the explained variables to obtain the comprehensive performance, taking the comprehensive performance as the explained variables. Eight indexes in capital structure are taken as explanatory variables, and multiple linear regression models are established, and panel data regression is carried out by using SPSS software. The results show that the ratio of asset-liability ratio to bank performance is low, the proportion of innovative assets to total liabilities is significantly negative correlation with bank performance, and the proportion of the top ten shareholders is significantly negative correlation with bank performance. On this basis, the paper puts forward some concrete suggestions to optimize the equity structure and debt structure of Chinese listed commercial banks and to improve the external environment of our country's commercial banks. It is hoped that the capital structure of Chinese commercial banks can be improved, the profitability of commercial banks will be enhanced, and the Chinese commercial banks will be able to remain competitive in the international financial market.
【学位授予单位】：武汉理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33
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