我国商业银行中间业务发展及影响因素分析

发布时间：2018-02-12 14:12

本文关键词： 商业银行中间业务非利息收入影响因素　出处：《复旦大学》2012年硕士论文　论文类型：学位论文

【摘要】：伴随我国经济的长期稳定发展,我国商业银行的各项业务都得到了快速发展。我国的资本市场从无到有,逐渐成长;短期融资券等融资工具不断丰富；加之逐渐剧烈的同业竞争,商业银行的信贷业务受到前所未有的挑战,存贷净利差在逐渐减小。人行和银监会对于资本充足率的监管要求越来越严格,因此商业银行纷纷加大了中间业务的发展力度,从而中间业务收入占总收入的比重逐年增加,对营业收入的贡献度逐渐提高。因此研究我国商业银行中间业务的发展情况以及影响因素具有很强的理论和现实意义。本文通过对我国商业银行中间业务的发展进行探讨,并对我国商业银行中间业务的影响因素进行分析,可以为商业银行发展中间业务提供参考。本文采用实证研究方式,通过设定经济模型,对我国10家上市商业银行中间业务影响因素进行探讨。本文研究的数据样本为2006年4季度至2011年3季度的季报数据。选取中间业务收入占总收入的比重作为被解释变量,总资产的对数、存款占总资产的比重、净资产收益率、资本充足率作为解释变量,建立面板数据模型。实证研究结果表明,商业银行的中间业务收入在总收入中的占比与总资产规模显著正相关,与存款占总资产的比例、净资产收益率、资本充足率显著负相关。工行、建行、中行、交行由于具有规模优势,不论是在中间业务收入总量方面,还是在中间业务在总收入中的占比方面,都明显优于其它股份制商业银行。我国商业银行要充分重视与中间业务收入负相关指标的影响。不断通过业务创新来丰富中间业务产品和服务,寻找差异化的竞争优势；同时也要严格控制和降低中间业务的成本,提高科学性定价水平,以促进中间业务在总收入中占比的提高。商业银行在中间业务发展过程中,要不断总结和分析影响中间业务发展的因素,建立和健全中间业务风险的预防、监管和处理机制,要不断进行产品和服务的创新,利用先进的电子科技,大力推动中间业务发展。商业银行应该充分认识我国经济发展的特点,把握发展方向,及时调整业务重点,将中间业务作为重点业务来抓。充分利用巴塞尔协议Ⅲ以及我国监管政策指标、金融市场发展带来的机会大力开展中间业务,并汲取外资银行的经验,为利率市场化和汇率改革打好坚实的基础,在竞争中赢得主动权。本文的创新之处主要表现在首次引入了资本充足率作为研究对象,建立经济模型,探讨监管类指标对于商业银行中间业务收入的影响。
[Abstract]:With the long-term and stable development of our economy, the business of commercial banks in our country has been developed rapidly, the capital market of our country has grown gradually from scratch, and the financing tools such as short-term financing bonds have been enriched constantly. In addition to the increasingly fierce interbank competition, the credit business of commercial banks is facing unprecedented challenges, and the net interest margin between deposits and loans is gradually decreasing. The people's Bank of China and the Banking Regulatory Commission have increasingly stringent requirements for the supervision of capital adequacy ratios. As a result, commercial banks have increased the development of intermediary business one after another, thus the proportion of intermediate business income in total revenue has increased year by year. Therefore, it is of great theoretical and practical significance to study the development and influence factors of intermediate business of commercial banks in China. By analyzing the influencing factors of intermediate business of commercial banks in China, it can provide reference for commercial banks to develop intermediary business. This article adopts the empirical research method, by setting the economic model, This paper discusses the influencing factors of the intermediate business of 10 listed commercial banks in China. The data sample in this paper is the quarterly data from the fourth quarter of 2006 to the third quarter of 2011. The logarithm of total assets, the proportion of deposits to total assets, the rate of return on net assets and the ratio of capital adequacy are taken as explanatory variables, and the panel data model is established. The empirical results show that the proportion of intermediate business income in total income of commercial banks is significantly positively correlated with the total asset size, negatively correlated with the proportion of deposits to total assets, the return on net assets, and the capital adequacy ratio. Bank of China, Bank of Communications, because of its advantage of scale, is superior to other joint-stock commercial banks in both the total revenue of intermediate business and the proportion of intermediate business in total income. China's commercial banks should pay full attention to the impact of negative correlation index with intermediate business income, constantly enrich intermediate business products and services through business innovation, and look for the competitive advantage of differentiation. At the same time, it is necessary to strictly control and reduce the cost of intermediate business, improve the scientific pricing level, so as to promote the proportion of intermediate business in total revenue. In the process of intermediary business development, commercial banks should constantly summarize and analyze the factors that affect the development of intermediate business, establish and perfect the prevention, supervision and handling mechanism of intermediate business risks, and constantly innovate in products and services. The use of advanced electronic technology, vigorously promote the development of intermediate business. Commercial banks should fully understand the characteristics of China's economic development, grasp the direction of development, adjust the business focus in time, take the intermediate business as the key business, and make full use of Basel III and China's regulatory policy indicators. The opportunities brought by the development of the financial market can vigorously develop the intermediate business and draw on the experience of foreign banks to lay a solid foundation for the marketization of interest rates and the reform of the exchange rate and to win the initiative in the competition. The main innovation of this paper lies in the introduction of capital adequacy ratio as the object of study for the first time, the establishment of economic model, and the impact of regulatory indicators on the income of commercial banks' intermediate business.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.2

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