基于内生理论的城市商业银行脆弱性评价研究

发布时间：2018-04-16 21:12

本文选题：城市商业银行 + 脆弱性　；参考：《天津财经大学》2015年硕士论文

【摘要】：城市商业银行是我国银行体系的重要组成部分,城市商业银行的健康发展对地方经济和企业的发展起到了积极的推动作用。但城市商业银行特殊的历史渊源,如不良贷款率高、资产质量差和资本充足率不足等缺陷又严重制约着其良好快速的发展及其作用的发挥。目前关于城市商业银行的研究多集中在银行效率、盈利水平及竞争力层面,而关于其自身发展的脆弱性问题研究较少。在面对竞争日益激烈的市场环境下如何保证城市商业银行稳步发展是人们共同关注的问题。基于此,本文首先通过对脆弱性、金融脆弱性、银行脆弱性的理论分析,阐释了银行脆弱性的内涵,厘清了银行脆弱性的相关测评指标,结合金融脆弱性内生理论提出了城市商业银行脆弱性的概念,即城市商业银行在经济运行和社会发展过程中遭受到外界扰动时受到的影响程度以及快速恢复的能力。其次,构建了城市商业银行脆弱性评价指标体系,利用我国18家城市商业银行的相关数据,采用熵权-AHP结合的主客观综合权重法确定各指标的权重,运用集对分析的方法分别对18家城市商业银行2009-2013年的敏感性、应对能力和脆弱性进行了评价与分析。结果表明,2009-2013年间,脆弱性最低的为重庆银行,曾三次处于低脆弱性等级,而脆弱性最高的为齐鲁银行,曾三次处于高脆弱性等级。随后,采用障碍度分析法指出了导致各年城市商业银行高脆弱性的关键影响因素为拨备覆盖率、资本充足率和不良贷款率。最后针对研究结果提出了相关对策建议。
[Abstract]:City commercial bank is an important part of our country's banking system. The healthy development of city commercial bank plays a positive role in promoting the development of local economy and enterprises.However, the special historical origin of urban commercial banks, such as high non-performing loan ratio, poor asset quality and insufficient capital adequacy ratio, has seriously restricted its good and rapid development and its function.At present, most of the researches on urban commercial banks focus on bank efficiency, profit level and competitiveness, but less on the vulnerability of their own development.How to ensure the steady development of city commercial banks is a common concern in the face of increasingly competitive market environment.Based on this, firstly, through the theoretical analysis of vulnerability, financial vulnerability and banking vulnerability, this paper explains the connotation of bank vulnerability, and clarifies the relevant evaluation indicators of bank vulnerability.Based on the endogenous theory of financial vulnerability, this paper puts forward the concept of vulnerability of urban commercial banks, that is, the degree of influence of urban commercial banks in the process of economic operation and social development and the ability of rapid recovery.Secondly, the vulnerability evaluation index system of urban commercial banks is constructed. Using the relevant data of 18 urban commercial banks in China, the subjective and objective comprehensive weight method combined with entropy weight -AHP is used to determine the weights of each index.The sensitivity, coping ability and vulnerability of 18 urban commercial banks from 2009 to 2013 were evaluated and analyzed by means of set pair analysis.The results showed that Chongqing Bank had the lowest vulnerability in 2009-2013, while Qilu Bank had the highest vulnerability three times.Then, the author points out that the key influencing factors for the high vulnerability of urban commercial banks in each year are reserve coverage ratio, capital adequacy ratio and non-performing loan ratio.At last, the paper puts forward some countermeasures and suggestions on the results of the research.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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