商业银行业务多元化对经营绩效的影响研究

发布时间：2018-01-03 10:05

本文关键词：商业银行业务多元化对经营绩效的影响研究　出处：《安徽财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：近年来,受全球金融一体化浪潮的侵袭,现代商业银行呈现出业务多元化发展的景象,多元化对经营绩效的影响方向及趋势成为学界关注的焦点之一。本文首先分析了银行业务多元化的影响因素并从范围经济理论、市场势力理论等角度阐述了业务多元化对经营绩效的影响机制；其次,基于净利息收入、手续费及佣金收入等变量运用赫芬达尔指数衡量了银行业务多元化程度,并基于总资产收益率指标衡量了银行经营绩效,同时比较分析了不同类型银行业务多元化的变动趋势,并对多元化与经营绩效的关系进行描述性统计分析,分析显示所有样本银行的业务多元化水平均较低,这与国内金融监管较严、银行业务结构不合理等因素有关；在此基础上以16家商业银行2006-2012年的财务数据为样本,运用面板回归分析进行实证研究。研究发现,所有样本银行的业务多元化对经营绩效产生积极影响,但影响系数不高；国有银行和股份制银行的业务多元化均对绩效产生正向影响,但股份制银行多元化的影响系数相对较小,主要原因包括股份制银行多元化业务的成本相对较高,其在资金实力、业务创新等方面的竞争优势相比国有银行稍弱；业务多元化程度高的银行其对经营绩效的影响更大；股份制银行的业务多元化与经营风险呈较弱正相关,说明股份制银行的多元化增加了盈利的波动性从而不利于绩效的提升。最后,从监管者与银行自身两方面提出了完善监管政策、促进多元化发展,优化业务结构、推动差异化发展,加强成本管理、提高银行绩效和强化风险管控、降低多元化风险等政策建议,为商业银行今后实施业务多元化以促进银行绩效的提升提供一定的思路。
[Abstract]:In recent years, the tide of global financial integration of the invasion, the modern commercial bank showing a diversified business development scene, impact on the performance of the direction and trend of diversification becomes one of the focus of attention. This paper analyzes the influence factors of bank business diversification and range from economic theory perspective, market power theory explains the influence mechanism business diversification on business performance; secondly, based on the net interest income, fee and commission income and other variables using the Beh Finn Dahl index of banking business diversification, and based on the total assets yield indicators to measure the performance of banks, and comparative analysis of the change trend of different types of Bank business diversification, and the relationship between diversification and performance the descriptive statistical analysis, analysis showed that all of the sample banks business diversification level was low, and the The domestic financial regulation more stringent, the banking structure is not reasonable; on the basis of the 2006-2012 financial data of 16 commercial banks as a sample, using panel regression analysis for empirical research. The study found that all samples of the bank's business diversification has a positive impact on business performance, but the influence coefficient is not high; the state-owned banks and the joint-stock bank business diversification has positive effect on performance, but the influence coefficient of diversified joint-stock banks is relatively small, the main reasons include joint-stock banks diversified business cost is relatively high, its financial strength, business innovation and competitive advantage compared to the state-owned bank.; a high degree of business diversification and its impact on the business bank the performance of the larger; joint-stock banks, business diversification and business risk had a weak positive correlation, indicating the diversification of joint-stock banks Increase the volatility of earnings which is not conducive to the promotion of performance. Finally, from regulators and banks in two aspects are put forward to improve the supervision policy, promote diversified development, optimize business structure, promote the development of differentiation, strengthen cost management, improve bank performance and strengthen risk control, reduce the risk diversification policy recommendations for commercial banks in order to promote the future implementation of business diversification, improve bank performance to provide a line of thought.

【学位授予单位】：安徽财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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