我国商业银行盈利能力与存贷利差关系的实证分析

发布时间：2019-04-28 07:03

【摘要】：进入21世纪以来，我国银行业发展迅速，作为我国经济稳定发展的支柱型行业，银行业的发展对于我国经济长期稳定、健康的发展起着重要作用。但是，和国外银行相比，我国商业银行不仅在管理水平上有差距，更重要的是盈利能力也相对较弱。作为商业银行传统资产负债业务收益的关键指标，存贷利差也成为银行业内人士和社会各界人士关注的交点。应对存贷利差的变化，商业银行如何稳步提高自身的盈利能力更是成为了商业银行及学术界迫切关心的重要议题。基于以上情况，本文对我国商业银行的盈利能力和存贷利差的关系进行了尝试性的分析和研究，并对商业银行未来的健康发展提出了相关建议。本文在第一章首先回顾了国内外学者对商业银行盈利能力和存贷利差关系的研究现状，并对相关文献进行了综述。在第二章中，首先界定了商业银行盈利能力和存贷利差的涵义，，选取了资本收益率（ROA）作为商业银行盈利能力的衡量指标，以平均贷款利率与平均存款利率之差来计算我国商业银行的存贷利差（SLS）；然后从商业银行自身因素和外部宏观环境因素两个角度，系统全面的对商业银行盈利能力的影响因素进行了规范分析，目的是为后文选取具体指标和实证检验提供理论依据；最后，着重分析了商业银行盈利能力与存贷利差的关系。第三章中，根据第二章的分析，首先对商业银行盈利能力的影响因素选取了合适的衡量指标，并界定了各指标的内涵；然后选取了2007年4季度至2012年3季度9家主要商业银行的季度数据，通过计算9家商业银行各衡量指标的平均值，对商业银行盈利能力与存贷利差及其他各指标的关系进行了一般性的直观统计分析。第四章中，在前文直观统计分析的基础上，采用上述9家商业银行2007年4季度至2012年3季度的面板数据，运用计量经济学方法建立实证模型，实证分析存贷利差及各因素对商业银行盈利能力的影响。根据实证结果，本文认为：存贷利差(SLS)、实际GDP、贷存比（SL）、手续费及佣金收入占营业收入比例（BP）与商业银行盈利能力（ROA）正相关；总资产（TA）、不良贷款率(NPL)、资本充足率（CAR）、管理费用与总收入之比（MR）与商业银行盈利能力（ROA）负相关。其中，存贷利差(SLS)、总资产(TA)和实际GDP与商业银行盈利能力（ROA）相关性显著。在第四章最后一节，本文结合商业银行盈利能力与存贷利差的相关理论，结合我国的现状，对实证结果进行了详细的分析。最后，本文结合我国现阶段的具体情况对商业银行如何提高自身盈利能力从政府的对策和商业银行的对策两个角度提出了相应的建议。
[Abstract]:Since the beginning of the 21st century, the banking industry of our country has developed rapidly. As the pillar industry of the stable development of our economy, the development of the banking industry plays an important role in the long-term stability and healthy development of the economy of our country. However, compared with foreign banks, Chinese commercial banks not only have a gap in management level, but also relatively weak profitability. As a key indicator of the traditional assets and liabilities business income of commercial banks, deposit-loan spreads have also become the intersection between the banking industry and people from all walks of life. In response to the change of deposit-loan spreads, how to steadily improve the profitability of commercial banks has become an important issue of urgent concern to commercial banks and academia. Based on the above situation, this paper makes a tentative analysis and research on the relationship between the profitability of Chinese commercial banks and the spread between deposit and loan, and puts forward some suggestions for the healthy development of commercial banks in the future. In the first chapter, this paper reviews the current situation of domestic and foreign scholars on the relationship between the profitability of commercial banks and the spread between deposit and loan, and reviews the relevant literature. In the second chapter, firstly, we define the meaning of profitability and deposit-loan spreads of commercial banks, and choose the rate of return on capital (ROA) as a measure of profitability of commercial banks. Using the difference between the average loan rate and the average deposit rate to calculate the (SLS); of the deposit-loan interest rate of commercial banks in China Then from the commercial banks' own factors and external macro-environmental factors, a systematic and comprehensive analysis of the factors affecting the profitability of commercial banks is carried out in order to provide theoretical basis for the selection of specific indicators and empirical tests. Finally, it focuses on the relationship between the profitability of commercial banks and the spread of deposit and loan interest rates. In the third chapter, according to the analysis of the second chapter, first of all, we select the appropriate measurement index for the influencing factors of the commercial bank's profitability, and define the connotation of each index. Then we selected the quarterly data of nine major commercial banks from the fourth quarter of 2007 to the third quarter of 2012, and calculated the average value of each measure of the nine commercial banks. This paper makes a general and intuitive statistical analysis of the relationship between the profitability of commercial banks and deposit-loan spreads and other indicators. In the fourth chapter, based on the previous intuitive statistical analysis, using the above-mentioned 9 commercial banks panel data from the fourth quarter of 2007 to the third quarter of 2012, using econometrics method to establish an empirical model. Empirical analysis of deposit-loan spreads and the impact of various factors on the profitability of commercial banks. According to the empirical results, this paper holds that the actual GDP, loan-to-deposit ratio of (SLS), and the ratio of commission income to operating income, (BP), are positively related to the profitability of commercial banks (ROA); Total assets (TA), non-performing loan ratio (NPL), capital adequacy ratio (CAR), management expense to total income ratio (MR) is negatively related to the profitability of commercial banks (ROA). Among them, the deposit-loan spread (SLS), total assets (TA) and actual GDP have significant correlation with the profitability (ROA) of commercial banks. In the last section of the fourth chapter, this paper analyzes the empirical results in detail by combining the theories of commercial banks' profitability and deposit-loan spreads, and combining with the present situation of our country. Finally, based on the current situation of our country, this paper puts forward some suggestions on how to improve the profitability of commercial banks from the government's countermeasures and the commercial banks' countermeasures.
【学位授予单位】：江西财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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