跨区域经营对城市商业银行操作风险影响的实证分析

发布时间：2018-01-02 11:52

本文关键词：跨区域经营对城市商业银行操作风险影响的实证分析　出处：《兰州大学》2015年硕士论文　论文类型：学位论文

【摘要】：近年来,由于城市商业银行对跨区域经营追求的热潮不减,而在跨区域经营中也出现了种种风险事件,导致学界对城市商业银行是否应进行跨区域这类问题的展开讨论,研究的内容也涉及到许多方面,这些研究结论对城市商业银行跨区域经营的进一步发展提供了多角度意见。但纵观近年来的研究文献,对城市商业银行跨区域经营操作风险研究的内容较少,而且城商行在跨区域经营过程中也产生了诸多操作风险事件,给城市商业银行造成了一定损害,因此,本文希望通过研究城市商业银行跨区域经营对操作风险是否产生影响以及影响的结果如何,为城市商业银行是否应进行跨区域经营这一问题提供一定参考意见。本文在分析城市商业银行跨区域经营现状及其产生的操作风险特点基础上,阅读了大量相关文献,也对度量操作风险的不同方法进行了分析对比,最终选择收入模型计量了目前我国城市商业银行的整体操作风险情况。本文选取了有代表性的北京银行、上海银行、南京银行、宁波银行和大连银行作为样本,以这五家银行2004年到2013年的数据作为分析对象,以银行净利润为因变量,以GDP实际增长率、一年期存贷款基准利率差、不良贷款率、人民币存贷比、资本充足率、作为被告的诉讼金额等指标为自变量,进行了面板回归数据分析,估计出了城市商业银行在实行跨区域经营前后的操作风险水平,还具体计算了公开数据时间比较长的三家银行在跨区域经营前后操作风险的绝对值和相对值,并进行数据分析总结,得到城市商业银行跨区域经营有加大操作风险可能性的结论,并对城市商业银行未来具体发展和加强操作风险管理提出了建议。
[Abstract]:In recent years, due to the urban commercial banks pursue cross-regional business upsurge, but in the cross-regional operation has also appeared a variety of risk events. As a result of academic research on whether the city commercial banks should be cross-regional such issues, the content of the study also involves many aspects. These conclusions provide multi-angle opinions for the further development of cross-regional operation of urban commercial banks. However, the research literature in recent years shows that there is little research on the operational risk of cross-regional operation of urban commercial banks. And city commercial banks in the process of cross-regional operations also produced a lot of operational risk events, to the city commercial banks caused certain damage, so. This paper hopes to study whether the cross-regional operation of urban commercial banks has an impact on operational risk and the results of the impact. This paper analyzes the current situation of cross-regional operation of urban commercial banks and the characteristics of operational risks. Read a large number of relevant literature, and analyze and compare the different methods of measuring operational risk. Finally, we choose the income model to measure the overall operational risk of our country's urban commercial banks. This paper selects representative Beijing Bank, Shanghai Bank, Nanjing Bank, Ningbo Bank and Dalian Bank as samples. Taking the data of the five banks from 2004 to 2013 as the analysis object, taking the net profit of the bank as the dependent variable, the actual growth rate of GDP, the one-year deposit and loan benchmark interest rate difference, the non-performing loan rate. RMB deposit-loan ratio, capital adequacy ratio, as the defendant's litigation amount and other indicators as independent variables, panel regression data analysis, estimated the operational risk level of urban commercial banks before and after the implementation of cross-regional operations. It also calculates the absolute and relative values of the operational risks of the three banks with long open data before and after the cross-regional operation, and carries on the data analysis and summary. The conclusion that cross-regional operation of urban commercial banks can increase the possibility of operational risk is obtained, and some suggestions are put forward for the future development of urban commercial banks and strengthening of operational risk management.
【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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