我国上市商业银行资本结构与经营绩效的关系研究

发布时间：2018-01-03 04:02

本文关键词：我国上市商业银行资本结构与经营绩效的关系研究　出处：《新疆财经大学》2015年硕士论文　论文类型：学位论文

【摘要】：一个国家经济的稳定发展离不开金融业的支持,银行业是金融业的重要组成部分,银行的资本结构在实现商业银行的经营绩效中起着至关重要的作用。自2006年之后,我国银行业全面开放,面临更加激烈的全球性竞争,我国商业银行要想在竞争中争取主动,必须采取各种措施优化资本结构,提高其经营绩效。本文从资本结构的优化调整出发,从中找出提高商业银行经营绩效的具体途径及措施,从而深化上市商业银行经营体制改革,规避不必要的风险,为促进银行业持续、健康、高效发展提供政策性建议。在结合前人研究的基础上,本文根据现代资本结构理论,从核心资本与附属资本,权益资本和债务资本两个角度出发分析其对商业银行经营业绩的影响,分别从安全性、流动性、盈利性三个角度来衡量商业银行的经营业绩,在充分考虑样本的可得性和实证结果的有效性的基础上,我们选取了衡量经营绩效的三个被解释变量,包括资产利润率,不良贷款率和贷存比率,以及衡量资本结构的解释变量包括前五大股东的持股比例,第一大股东的性质,资产负债率,附属资本占资本净额的比重,股本占核心资本的比重,并运用面板数据多元回归的方法,对上市商业银行资本结构对经营绩效的影响进行分析。本文得出的结论是:我国上市商业银行的经营绩效与前五大股东的持股比例呈正相关,与第一大股东的性质呈负相关,与附属资本占资本净额的比重呈正相关,与商业银行的股本占核心资本的比例呈负相关。根据实证结果,为了提高我国上市商业银行的盈利能力,降低商业银行的不良贷款率,提高上市商业银行的流动性,以提高其经营绩效,本文提出以下几点建议:不断提高核心资本的充足率,提升附属资本占资本净额的比重。降低股本占核心资本的比重,防止股权的过于集中,同时深化国有商业银行的股份制改革,完善资本市场的运行机制。
[Abstract]:The stable development of a country's economy can not be separated from the support of the financial industry, the banking industry is an important part of the financial industry. The capital structure of banks plays an important role in realizing the performance of commercial banks. Since 2006, China's banking industry has been fully open and facing more fierce global competition. If our commercial banks want to take the initiative in the competition, they must take various measures to optimize the capital structure and improve their operating performance. This paper starts from the optimization and adjustment of the capital structure. Find out the specific ways and measures to improve the performance of commercial banks, so as to deepen the operational system reform of listed commercial banks, avoid unnecessary risks, in order to promote the continuity and health of the banking industry. Efficient development provides policy advice. On the basis of previous studies, this paper, according to the modern capital structure theory, from the core capital and subsidiary capital. The impact of equity capital and debt capital on the performance of commercial banks is analyzed, and the performance of commercial banks is measured from the aspects of security, liquidity and profitability. On the basis of fully considering the availability of samples and the validity of empirical results, we select three explained variables to measure performance, including asset profitability, non-performing loan ratio and loan-to-deposit ratio. The explanatory variables to measure the capital structure include the shareholding ratio of the top five shareholders, the nature of the first largest shareholder, the ratio of assets to liabilities, the proportion of subsidiary capital to net capital, and the proportion of equity to core capital. And using panel data multiple regression method. This paper analyzes the impact of capital structure on operating performance of listed commercial banks. The conclusion is that the operating performance of listed commercial banks in China is positively correlated with the shareholding ratio of the top five major shareholders. It has a negative correlation with the nature of the largest shareholder, a positive correlation with the proportion of subsidiary capital in net capital, and a negative correlation with the proportion of equity to core capital of commercial banks. In order to improve the profitability of China's listed commercial banks, reduce the non-performing loan rate of commercial banks, improve the liquidity of listed commercial banks, and improve their business performance. This paper puts forward the following suggestions: to continuously improve the adequacy of core capital, to increase the proportion of subsidiary capital in the net capital, to reduce the proportion of equity to core capital, and to prevent the concentration of equity. At the same time, deepen the stock system reform of state-owned commercial banks and improve the operating mechanism of the capital market.
【学位授予单位】：新疆财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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