上市商业银行利润影响因素实证研究

发布时间：2018-06-04 18:33

本文选题：上市商业银行 + 利润　；参考：《华中师范大学》2012年硕士论文

【摘要】：对上市商业银行利润影响因素相关的研究较多,国内外学者分别从商业银行内部经营管理,行业管理,金融市场,宏观经济发展等方面进行了专题研究,并通过计量经济学模型,实证分析了这些因素对上市商业银行利润的影响程度,从国内外相关研究结果看,影响上市商业银行利润的因素较多,本文从上市商业银行的经营管理,行业管理和上市商业银行所处的宏观经济发展环境进行了分析,通过归纳总结上市商业银行的经营管理实践,中国人民银行、中国银行业监督管理委员会、中国证券监督管理委员会等商业银行管理部门的历史管理实践,以及国家宏观经济发展过程,具体分析了这三个层面是如何影响上市商业银行利润。在具体指标选择上,通过广撒网、窄聚焦的方式选择了三个层面的典型性代表指标,即存款,贷款和手续费及佣金净收入从商业银行经营管理微观层面上影响银行的净利润,资本充足率,不良贷款率,存贷比,拨备覆盖率,银行间市场同业拆借利率,货币供应量从商业银行行业管理的中观层面影响上市商业银行净利润,国民生产总值,居民消费价格指数从宏观经济发展层面影响上市商业银行净利润,本文搜集整理了这些指标相应的时间序列季度数据,运用多元回归分析方法,分别从三个层面进行了多元回归分析,模型结果显示,不同的上市商业银行受这些指标的影响程度不同,不同类型的上市商业银行受这些指标的影响程度也不同,针对回归模型结果,本文就上市商业银行如何加强经营管理,如何适应行业管理,如何在宏观经济发展中不断壮大提出了相关的对策和建议。
[Abstract]:There are many researches on the factors related to the profit of listed commercial banks. Scholars at home and abroad have carried out special research on the internal management of commercial banks, industry management, financial markets, macroeconomic development and so on. Through econometrics model, this paper empirically analyzes the influence of these factors on the profits of listed commercial banks. From the results of relevant research at home and abroad, there are many factors that affect the profits of listed commercial banks. This paper analyzes the management of listed commercial banks, the industry management and the macroeconomic development environment of listed commercial banks, and summarizes the management practices of listed commercial banks, the people's Bank of China, the people's Bank of China, The historical management practices of the regulatory departments of commercial banks such as the China Banking Regulatory Commission and the China Securities Regulatory Commission, as well as the national macroeconomic development process, This paper analyzes how these three levels affect the profits of listed commercial banks. In the selection of specific indicators, through a wide network, narrow focus of the way to select three typical indicators, namely deposits, loans and fees and commission net income from the commercial bank management micro-level impact on the net profit of the bank. Capital adequacy ratio, non-performing loan ratio, deposit / loan ratio, reserve coverage rate, interbank lending rate in the interbank market and money supply affect the net profit and gross national product of listed commercial banks from the middle level of commercial bank industry management. The consumer price index affects the net profit of listed commercial banks from the macro economic development level. This paper collects and collates the corresponding time series quarterly data of these indicators, and applies the method of multiple regression analysis. The results show that different listed commercial banks are affected by these indicators to different extent, and different types of listed commercial banks are affected by these indicators. According to the results of regression model, this paper puts forward some relevant countermeasures and suggestions on how to strengthen the management of listed commercial banks, how to adapt to the industry management, and how to expand continuously in the macroeconomic development.
【学位授予单位】：华中师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F830.42

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