我国上市商业银行绩效与中间业务收入结构的实证研究

发布时间：2018-08-03 18:34

【摘要】：伴随经济全球化的不断深入发展，各国在金融上的来往越来越频繁，跨国企业、跨国投资更是屡见不鲜，这就对商业银行的发展方向提出了新要求。一方面美国次贷危机爆发以来，我国商业银行传统的资产、负债业务受到很大影响，另一方面2014年互联网金融发展速度迅猛、利率市场化的进程加速推进、民营商业银行的加入以及我国现在宏观经济运行正处于增长速度换挡期、结构调整阵痛期、前期刺激政策消化期阶段，“三期”叠加压力等诸多宏微观现状都在挑战着我国商业银行资产负债业务的霸主地位，使得我国商业银行主要依靠存贷利差收入这种盈利模式必须改变，通过调整收入结构、拓宽收入渠道来打破同质化竞争僵局、加快培育业务特色、寻找新的利润增长点，那么根据国外一些商业银行发展的成功经验，大力发展中间业务、加大对中间业务的重视就成为我国商业银行一条有效可行的应对手段。我国商业银行中间业务凭借着产品种类丰富、极少占用银行资金、高收益低风险等优点发展速度非常快，规模不断扩大，在营业收入中的比重也在提高，，但是同时我们也要关注商业银行中间业务的结构是否合理以及和经营绩效的关系。所以，本文首先介绍了关于商业银行中间业务和经营绩效的一些基本概念以及中间业务和绩效评价在我国商业银行发展的现实状况；然后以我国上市商业银行为研究对象，根据年报整理了2006至2013八年中间业务收入结构以及净资产收益率的数据，其中在统计分析中分别从中间业务收入各类业务随时间变化趋势、我国两类商业银行中间业务收入结构分析这两个维度进行了横向纵向分析，在实证分析中以面板数据为基础，构建了商业银行中间业务收入结构与绩效的计量模型来分析他们之间的关系；最后根据现实情况从宏观和微观两个角度出发提出可行性建议。本文的研究结果为对于大型商业银行来说，顾问咨询业务、担保承诺业务、托管及其他受托业务对经营绩效有非常显著的影响，而对于中小型商业银行而言，顾问咨询业务、托管及其他受托业务对经营绩效影响显著。本文的创新点在于以前有很多学者研究中间业务，而很少涉及到中间业务收入结构，所以本文将中间业务细分为银行卡业务、代理委托业务、托管及其他受托业务、清算结算业务、担保承诺业务以及顾问咨询业务六项子业务来研究中间业务收入结构；另一个创新点是出于对我国商业银行中间业务的规模大小相差很大、发展速度快慢不一以及各个银行资产状况等现状的考虑，将我国商业银行分成大型和中小型两类分别进行统计研究与实证研究。
[Abstract]:With the deepening development of economic globalization, more and more countries in the financial exchanges, multinational enterprises, transnational investment is common, which put forward new requirements for the development of commercial banks. On the one hand, since the outbreak of the subprime mortgage crisis in the United States, the traditional assets and liabilities of commercial banks in China have been greatly affected. On the other hand, Internet finance has developed rapidly in 2014, and the process of marketization of interest rates has been accelerated. The entry of private commercial banks and the macro-economic operation of our country are now in the period of shift of growth rate, painful period of structural adjustment, and period of digestion of early stimulus policies. Many macro and micro situations, such as "three periods" superposition pressure, are challenging the dominant position of China's commercial banks in their asset-liability business, which makes commercial banks in our country mainly rely on the profit model of deposit and loan interest margin, which must be changed by adjusting the income structure. Broaden revenue channels to break the homogenous competition deadlock, speed up the cultivation of business characteristics, and look for new profit growth points. Well, according to the successful development experience of some foreign commercial banks, we should vigorously develop intermediate business. To pay more attention to intermediary business has become an effective and feasible means for Chinese commercial banks. The intermediary business of commercial banks in our country is developing very fast and expanding with the advantages of rich product types, rarely occupying bank funds, high income and low risk, and the proportion of business income is also increasing. But at the same time, we should also pay attention to whether the structure of commercial bank intermediary business is reasonable and the relationship between business performance and business performance. Therefore, this paper first introduces some basic concepts of intermediate business and performance of commercial banks and the development of intermediary business and performance evaluation in China's commercial banks, and then takes listed commercial banks in China as the research object. According to the annual report, we collate the data of the income structure of intermediate business and the rate of return on net assets in 2006 to 2013 years. In the statistical analysis, we analyze the trend of various types of business income from intermediate business over time. The two dimensions of income structure analysis of intermediate business of two kinds of commercial banks in China are analyzed horizontally and vertically, which are based on panel data in the empirical analysis. This paper constructs the measurement model of the income structure and performance of the intermediate business of commercial banks to analyze the relationship between them. Finally, according to the actual situation, it puts forward some feasible suggestions from the macro and micro perspectives. The results show that for large commercial banks, consulting business, guarantee commitment business, trusteeship and other fiduciary business have a very significant impact on business performance, while for small and medium-sized commercial banks, consultancy consulting business, Trusteeship and other fiduciary businesses have a significant impact on business performance. The innovation of this paper lies in the fact that many scholars studied intermediary business before, but seldom involved in the income structure of intermediate business, so this paper subdivides intermediary business into bank card business, agency business, trusteeship business and other fiduciary business. Clearing and settlement business, guarantee undertaking business and consulting business are six sub-businesses to study the income structure of intermediate business. Another innovation is that the scale of intermediary business of commercial banks in China varies greatly. Considering the different speed of development and the current situation of each bank, the commercial banks of our country are divided into two categories: large and medium scale, and the statistical research and empirical research are carried out respectively.
【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.2

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