基于“三性”测量的我国商业银行竞争力研究

发布时间：2018-04-15 06:39

本文选题：商业银行 + 安全性　；参考：《浙江工业大学》2015年硕士论文

【摘要】：目前,对于商业银行竞争力的研究比较多,研究方式各异,但均需建立在良好指标选取和测量的基础上。商业银行的百年发展历程中,将经营原则逐渐集中归纳为安全性、流动性和盈利性三原则。基于此,建立一个指数来衡量各个年度的商业银行的“三性”水平,进而比较各家商业银行在各个方面的竞争力水平。本文的理论部分,介绍了商业银行竞争力、“三性”原则等相关理论,包含有企业竞争力理论、商业银行竞争力理论、商业银行“三性”的定义、“三性”间的相互关系,及商业银行“三性”衡量的各种指标。实证部分主要包括商业银行安全性、流动性和盈利性及竞争力水平的测量,各家商业银行安全性、流动性和盈利性及竞争力水平排名、动态变化、分类比较等。在商业银行“三性”及竞争力的测量中,本文运用主成分分析法,构建反映了2004年至2013年十年间,我国近120家商业银行安全性、流动性和盈利性及竞争力的综合得分F。之后,对22家商业银行安全性、流动性和盈利性及竞争力四方面进行排名。在此基础上,将国有商业银行、股份制商业银行、城商行及其他进行对比分析,并研究上市对商业银行“三性”及竞争力的影响。本文总结:第一,各家商业银行“三性”和竞争力总体情况以波动为主,但也存在一定趋势;第二,国有商业银行光鲜的经营业绩外表下,隐藏着一定的不稳定因素,股份制商业银行各方面实力相对较弱,城商行及其他商业银行的各方面表现均相对较为平稳向好;第三,上市商业银行群体并未体现出整体优势,上市行为对商业银行存在积极作用。最后,本文在理论研究和实证分析的基础上,立足研究对象,提出了一些相关建议。
[Abstract]:At present, there are many researches on the competitiveness of commercial banks, but all of them need to be established on the basis of good index selection and measurement.In the development of commercial banks in the past hundred years, the management principles have been classified into three principles: safety, liquidity and profitability.Based on this, we establish an index to measure the "three properties" of commercial banks in each year, and then compare the competitiveness of commercial banks in various aspects.In the theoretical part of this paper, the author introduces the relevant theories such as the competitiveness of commercial banks, the principle of "three properties" and so on, including the theory of enterprise competitiveness, the theory of competitiveness of commercial banks, the definition of "three properties" of commercial banks, the relationship between "three properties", and so on.And commercial banks, "three sex" measures of various indicators.The empirical part mainly includes the measurement of security, liquidity, profitability and competitiveness of commercial banks, the ranking of security, liquidity, profitability and competitiveness of commercial banks, dynamic changes, classification and comparison.In the measurement of "three properties" and competitiveness of commercial banks, this paper uses principal component analysis (PCA) to construct a comprehensive score F, which reflects the safety, liquidity, profitability and competitiveness of nearly 120 commercial banks from 2004 to 2013.After that, 22 commercial banks were ranked in terms of safety, liquidity, profitability and competitiveness.On this basis, the state-owned commercial banks, joint-stock commercial banks, city commercial banks and others are compared and analyzed, and the impact of listing on the "three characteristics" and competitiveness of commercial banks is studied.This paper summarizes: first, the overall situation of "three properties" and competitiveness of commercial banks is mainly fluctuating, but there is also a certain trend; second, under the glossy performance appearance of state-owned commercial banks, there are some unstable factors hidden in them.The strength of the joint-stock commercial banks is relatively weak, the performance of the city commercial banks and other commercial banks are relatively stable and good; third, the listed commercial banks do not reflect the overall advantages.Listing behavior has a positive effect on commercial banks.Finally, on the basis of theoretical research and empirical analysis, this paper puts forward some relevant suggestions based on the research object.
【学位授予单位】：浙江工业大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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