商业银行影子银行业务对经营绩效的影响研究
发布时间：2018-08-19 13:38
【摘要】：近年来,市场竞争进入白热化,金融部门自由化发展的趋势越来越强、创新不断等市场趋势导致商业银行的经营环境越来越复杂,使其面临的挑战也越来越困难。而商业银行自身的业务扩张受到信贷额度、资本充足率以及存贷比等诸多监管指标的约束,金融市场资金价格的不断增长使商业银行通过自身规模的扩张来获取高额利润的传统扩张模式受到极大的限制。在这种情况下,影子银行业务在商业银行中得到广泛发展,增加了商业银行收入的同时又使客户的多样化需求得到满足。伴随着银行金融业务向表外化扩展的趋势不断增强,影子银行业务势必会对商业银行未来的发展产生重大影响,是开展未来金融服务的一个比较重要的方向。本文以中国上市商业银行为样本,以商业银行影子银行业务对经营绩效的影响为研究的对象,采用理论分析、描述分析和回归分析的方法研究了商业银行影子银行业务对经营绩效的影响程度,并针对商业银行该如何应对和适应该类业务的变化对其的影响提出相应的建议。全文一共分成五个部分:第一部分是绪论。该部分通过对选题背景和影子银行体系的产生以及国内、国外的研究发展现状的整理、综述,并结合笔者在某商业银行实习的体会,提出本文要关注与研究的问题。同时,还指出了本文研究的贡献与不足之处。第二部分是相关概念与理论基础。首先,阐述了我国影子银行体系产生的原因及其特点等内容;第二,对与商业银行影子银行业务的发展动因相关的理论进行归纳;最后,对商业银行内部运行的影子银行业务进行了界定;为下文将要进行的描述分析和实证研究打下基础。第三部分是对商业银行内部运营影子银行业务与经营绩效的发展现状描述分析。首先对15家上市商业银行内部开展的影子银行业务操作模式进行了简要的梳理;再次,对上市商业银行内的影子银行业务发展状况进行了对比分析;最后就商业银行影子银行业务对其经营绩效的影响从机理上进行了分析。第四部分是实证与结果分析。在前文研究的基础上提出假设,选取2007-2013年我国上市商业银行影子银行业务与经营绩效相关指标的实际数据进行实证研究,构建出商业银行影子银行业务与经营绩效的关系模型,并对实证结果进行分析;再针对商业银行影子类业务引发的经营绩效问题作出综合评价并提出相应的建议性措施。最后一部分是研究结论与展望。分析了本文研究过程中所存在的不足之处和对后续研究的发展方向的展望。本文研究结果显示,商业银行当年的影子银行业务收入与当年的经营绩效之间的正相关性不显著,与下一年的经营绩效之间的正相关性同样不显著。但是,与第三年、第四年的经营绩效之间的正相关性显著,也就是商业银行内部的影子银行业务开展后的两至三年,影子银行业务的对经营绩效的提升作用开始显著的体现出来,即影子银行业务发展对经营绩效的影响尚存在一定的时间滞后因素。根据本文的研究,笔者认为商业银行可以适度发展影子银行业务来丰富和创新银行的产品结构,从而能有效的提升经营绩效,进一步加快商业银行的转型步伐。但是需要注意防范过渡发展影子银行业务给商业银行带来隐性的风险。
[Abstract]:In recent years, the market competition has become white-hot, the trend of financial sector liberalization is becoming stronger and stronger, and the market trend of innovation leads to more and more complex business environment of commercial banks, which makes it more and more difficult to meet the challenges. Restricted by regulatory indicators and the increasing capital prices in financial markets, the traditional expansion mode of commercial banks to obtain high profits through their own expansion is greatly limited. In this case, shadow banking business has been widely developed in commercial banks, increasing the income of commercial banks and diversifying customers at the same time. With the trend of banking business expanding out of balance sheet, shadow banking business is bound to have a significant impact on the future development of commercial banks. It is a relatively important direction to carry out future financial services. This paper studies the influence of shadow banking on the performance of commercial banks by means of theoretical analysis, descriptive analysis and regression analysis, and puts forward corresponding suggestions on how commercial banks should cope with and adapt to the changes of this kind of business. The first part is the introduction. This part summarizes the background of the topic selection, the emergence of the shadow banking system and the development status of domestic and foreign research. Combining with the author's experience in a commercial bank practice, it puts forward the problems that this paper should pay attention to and study. At the same time, it also points out the contribution and shortcomings of this study. It is divided into related concepts and theoretical basis. Firstly, it expounds the causes and characteristics of the shadow banking system in China; secondly, it summarizes the theories related to the development motivation of the shadow banking business of commercial banks; finally, it defines the shadow banking business of the internal operation of commercial banks; and it will be described as follows The third part describes and analyzes the development of shadow banking business and performance of commercial banks. Firstly, the operation modes of shadow banking in 15 listed commercial banks are briefly reviewed. Thirdly, the development of shadow banking business in listed commercial banks is discussed. The fourth part is the empirical and results analysis. On the basis of the previous study, the hypothesis is put forward, and the actual number of indicators related to the shadow banking business and operating performance of listed commercial banks in China from 2007 to 2013 is selected. Based on the empirical study, this paper constructs the relationship model between the shadow banking business and the operating performance of commercial banks, and analyzes the empirical results. Then it makes a comprehensive evaluation of the operating performance problems caused by the shadow banking business of commercial banks and puts forward corresponding suggestions and measures. The results show that there is no significant positive correlation between the shadow banking business income of the current year and the operating performance of the current year, and there is no significant positive correlation between the shadow banking business income and the operating performance of the next year. The positive correlation between operating performance is significant, that is, two to three years after the development of shadow banking business in commercial banks, the role of shadow banking business in improving operating performance has begun to be significantly reflected, that is, the impact of shadow banking business development on operating performance is still lagging behind. The author thinks that commercial banks can develop shadow banking business moderately to enrich and innovate the product structure of banks, which can effectively improve business performance and further accelerate the pace of transformation of commercial banks.
【学位授予单位】：成都理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.3
本文编号：2191817
[Abstract]:In recent years, the market competition has become white-hot, the trend of financial sector liberalization is becoming stronger and stronger, and the market trend of innovation leads to more and more complex business environment of commercial banks, which makes it more and more difficult to meet the challenges. Restricted by regulatory indicators and the increasing capital prices in financial markets, the traditional expansion mode of commercial banks to obtain high profits through their own expansion is greatly limited. In this case, shadow banking business has been widely developed in commercial banks, increasing the income of commercial banks and diversifying customers at the same time. With the trend of banking business expanding out of balance sheet, shadow banking business is bound to have a significant impact on the future development of commercial banks. It is a relatively important direction to carry out future financial services. This paper studies the influence of shadow banking on the performance of commercial banks by means of theoretical analysis, descriptive analysis and regression analysis, and puts forward corresponding suggestions on how commercial banks should cope with and adapt to the changes of this kind of business. The first part is the introduction. This part summarizes the background of the topic selection, the emergence of the shadow banking system and the development status of domestic and foreign research. Combining with the author's experience in a commercial bank practice, it puts forward the problems that this paper should pay attention to and study. At the same time, it also points out the contribution and shortcomings of this study. It is divided into related concepts and theoretical basis. Firstly, it expounds the causes and characteristics of the shadow banking system in China; secondly, it summarizes the theories related to the development motivation of the shadow banking business of commercial banks; finally, it defines the shadow banking business of the internal operation of commercial banks; and it will be described as follows The third part describes and analyzes the development of shadow banking business and performance of commercial banks. Firstly, the operation modes of shadow banking in 15 listed commercial banks are briefly reviewed. Thirdly, the development of shadow banking business in listed commercial banks is discussed. The fourth part is the empirical and results analysis. On the basis of the previous study, the hypothesis is put forward, and the actual number of indicators related to the shadow banking business and operating performance of listed commercial banks in China from 2007 to 2013 is selected. Based on the empirical study, this paper constructs the relationship model between the shadow banking business and the operating performance of commercial banks, and analyzes the empirical results. Then it makes a comprehensive evaluation of the operating performance problems caused by the shadow banking business of commercial banks and puts forward corresponding suggestions and measures. The results show that there is no significant positive correlation between the shadow banking business income of the current year and the operating performance of the current year, and there is no significant positive correlation between the shadow banking business income and the operating performance of the next year. The positive correlation between operating performance is significant, that is, two to three years after the development of shadow banking business in commercial banks, the role of shadow banking business in improving operating performance has begun to be significantly reflected, that is, the impact of shadow banking business development on operating performance is still lagging behind. The author thinks that commercial banks can develop shadow banking business moderately to enrich and innovate the product structure of banks, which can effectively improve business performance and further accelerate the pace of transformation of commercial banks.
【学位授予单位】：成都理工大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.3
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