我国货币政策对上市商业银行经营绩效影响研究
发布时间：2018-12-18 02:27
【摘要】：商业银行具有政策调节功能，是政府调节经济增长和追求社会经济目标的政策传递渠道，是中央银行实施货币政策过程中的一个重要传递渠道，在货币政策的传导过程中处于非常重要的地位。本文就运用相关性分析、多元线性回归分析等方法，先分析货币政策和商业银行经营绩效的相关研究理论，然后结合我国实际情况阐述货币政策对商业银行影响的基本理论分析，，接着从数量型货币政策工具和价格型货币政策工具两个角度，实证研究了我国货币政策对上市商业银行经营绩效的影响。 通过研究最后得出了下面结论：(1)数量型货币政策对商业银行经营绩效的主要存在正向的影响，但是部分抗压能力较强的银行则存在负向的影响，而且影响存在一定程度的滞后效应，但是影响程度没有价格型货币政策显著。最后根据实证分析的结果提出相关的政策建议。（2）价格型货币政策工具对规模较大的商业银行存在反向的影响，对其余的银行主要产生正向的影响，而且对商业银行经营绩效影响存在比较明显的滞后效应。（3）价格型货币政策工具对商业银行经营绩效影响程度比数量型货币政策显著。
[Abstract]:Commercial banks have the function of policy regulation, which is the channel of policy transmission for the government to adjust economic growth and pursue the social and economic goals, and an important channel for the central bank to carry out monetary policy. In the transmission of monetary policy in a very important position. In this paper, we use correlation analysis, multiple linear regression analysis and other methods to analyze the monetary policy and business performance of commercial banks. Then, combining with the actual situation of our country, this paper expounds the basic theoretical analysis of the influence of monetary policy on commercial banks, and then from the perspective of quantitative monetary policy tools and price monetary policy instruments, This paper empirically studies the effect of monetary policy on the operating performance of listed commercial banks. Finally, the following conclusions are drawn: (1) the quantitative monetary policy has a positive effect on the performance of commercial banks, but some banks with strong ability to resist pressure have a negative effect. Moreover, there is a lag effect to some extent, but the influence degree is less significant than that of price monetary policy. Finally, according to the results of empirical analysis, the relevant policy recommendations are put forward. (2) Price monetary policy tools have a negative impact on the larger commercial banks, and have a positive impact on the other banks. Moreover, there is a significant lag effect on the performance of commercial banks. (3) the impact of price monetary policy tools on the performance of commercial banks is more significant than that of quantitative monetary policy.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.0;F832.33
本文编号：2385166
[Abstract]:Commercial banks have the function of policy regulation, which is the channel of policy transmission for the government to adjust economic growth and pursue the social and economic goals, and an important channel for the central bank to carry out monetary policy. In the transmission of monetary policy in a very important position. In this paper, we use correlation analysis, multiple linear regression analysis and other methods to analyze the monetary policy and business performance of commercial banks. Then, combining with the actual situation of our country, this paper expounds the basic theoretical analysis of the influence of monetary policy on commercial banks, and then from the perspective of quantitative monetary policy tools and price monetary policy instruments, This paper empirically studies the effect of monetary policy on the operating performance of listed commercial banks. Finally, the following conclusions are drawn: (1) the quantitative monetary policy has a positive effect on the performance of commercial banks, but some banks with strong ability to resist pressure have a negative effect. Moreover, there is a lag effect to some extent, but the influence degree is less significant than that of price monetary policy. Finally, according to the results of empirical analysis, the relevant policy recommendations are put forward. (2) Price monetary policy tools have a negative impact on the larger commercial banks, and have a positive impact on the other banks. Moreover, there is a significant lag effect on the performance of commercial banks. (3) the impact of price monetary policy tools on the performance of commercial banks is more significant than that of quantitative monetary policy.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.0;F832.33
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