我国商业银行效率与风险的相关性研究
发布时间：2018-10-31 12:36
【摘要】：21世纪以来,中国商业银行发生了巨大的变化,在国际舞台上的地位进一步上升。特别是金融危机之后,由于中国商业银行受到的冲击较小,而成为全球学术界和金融界研究的焦点。目前,对中国商业银行的研究主要是分别从效率与风险两个角度进行,而提高效率和管理风险是商业银行需要同时追求的目标,因此,将中国商业银行的效率与风险结合起来研究,才能体现中国商业银行经营的真实状况,得到的结论才能为中国商业银行的发展提供有帮助的建议。在与国际比较的基础上,通过对中国商业银行效率与风险问题的深入探讨,力图进一步构建和完善中国商业银行管理体系,为金融管理者制定决策提供可靠依据。 论文围绕中国商业银行的效率与风险进行了一系列的研究。首先以银行信用风险及银行效率相关理论为基础,综合运用定性分析与定量分析的方法,对我国商业银行的信用风险与效率之间的关系进行了深入研究,首先通过对我国商业银行效率与风险相关的理论进行回顾分析,接着明确了我国商业银行发展的现状,然后对我国商业银行的风险与效率关系建立模型进行估算,然后利用计算得出的效率值,重点对影响我国商业银行效率的风险管理因素(包括不良贷款率、资本充足率、贷存比、流动性比率)进行了实证分析。实证结果表明：不良贷款率与银行效率显著负相关,贷存比与银行效率正相关,而资本充足率、流动性比率没有通过显著性检验。最后对如何让加强我国商业银行风险管理进而提高银行效率进行分析,并提出改进信用风险管理、提高银行效率的相关政策建议。
[Abstract]:Since the 21 st century, China's commercial banks have undergone tremendous changes and their position on the international stage has risen further. Especially after the financial crisis, due to the small impact on Chinese commercial banks, it has become the focus of global academic and financial research. At present, the research on Chinese commercial banks is mainly carried out from the two angles of efficiency and risk, and improving efficiency and managing risks are the goals that commercial banks should pursue simultaneously. Only by combining the efficiency and risk of Chinese commercial banks can the real situation of Chinese commercial banks be reflected, and the conclusions can provide helpful suggestions for the development of Chinese commercial banks. On the basis of comparison with other countries, this paper tries to further construct and perfect the management system of Chinese commercial banks by deeply discussing the efficiency and risk of Chinese commercial banks, and provides a reliable basis for financial managers to make decisions. This paper focuses on the efficiency and risk of Chinese commercial banks. Firstly, based on the theory of bank credit risk and bank efficiency, the relationship between credit risk and efficiency of commercial banks in China is studied by using qualitative analysis and quantitative analysis. First of all, by reviewing and analyzing the theory of efficiency and risk of commercial banks in China, then defining the current situation of the development of commercial banks in China, and then estimating the model of the relationship between risk and efficiency of commercial banks in our country. Then, by using the calculated efficiency value, the paper makes an empirical analysis of the risk management factors (including non-performing loan ratio, capital adequacy ratio, loan-to-deposit ratio, liquidity ratio) that affect the efficiency of commercial banks in China. The empirical results show that the non-performing loan ratio has a significant negative correlation with the bank efficiency, while the loan-to-deposit ratio is positively related to the bank efficiency, while the capital adequacy ratio and liquidity ratio have not passed the significance test. Finally, this paper analyzes how to strengthen the risk management of commercial banks in China and then improves the efficiency of the banks, and puts forward some policy suggestions on how to improve the credit risk management and improve the efficiency of the banks.
【学位授予单位】：东华大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224
本文编号：2302206
[Abstract]:Since the 21 st century, China's commercial banks have undergone tremendous changes and their position on the international stage has risen further. Especially after the financial crisis, due to the small impact on Chinese commercial banks, it has become the focus of global academic and financial research. At present, the research on Chinese commercial banks is mainly carried out from the two angles of efficiency and risk, and improving efficiency and managing risks are the goals that commercial banks should pursue simultaneously. Only by combining the efficiency and risk of Chinese commercial banks can the real situation of Chinese commercial banks be reflected, and the conclusions can provide helpful suggestions for the development of Chinese commercial banks. On the basis of comparison with other countries, this paper tries to further construct and perfect the management system of Chinese commercial banks by deeply discussing the efficiency and risk of Chinese commercial banks, and provides a reliable basis for financial managers to make decisions. This paper focuses on the efficiency and risk of Chinese commercial banks. Firstly, based on the theory of bank credit risk and bank efficiency, the relationship between credit risk and efficiency of commercial banks in China is studied by using qualitative analysis and quantitative analysis. First of all, by reviewing and analyzing the theory of efficiency and risk of commercial banks in China, then defining the current situation of the development of commercial banks in China, and then estimating the model of the relationship between risk and efficiency of commercial banks in our country. Then, by using the calculated efficiency value, the paper makes an empirical analysis of the risk management factors (including non-performing loan ratio, capital adequacy ratio, loan-to-deposit ratio, liquidity ratio) that affect the efficiency of commercial banks in China. The empirical results show that the non-performing loan ratio has a significant negative correlation with the bank efficiency, while the loan-to-deposit ratio is positively related to the bank efficiency, while the capital adequacy ratio and liquidity ratio have not passed the significance test. Finally, this paper analyzes how to strengthen the risk management of commercial banks in China and then improves the efficiency of the banks, and puts forward some policy suggestions on how to improve the credit risk management and improve the efficiency of the banks.
【学位授予单位】：东华大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33;F224
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