商业银行国际化程度对其经营绩效影响的实证研究

发布时间：2018-03-24 19:16

本文选题：商业银行　切入点：国际化程度　出处：《济南大学》2017年硕士论文

【摘要】：后危机时代,部分发达国家的商业银行由于“去杠杆化”需要而进行“逆国际化”,我国商业银行抓住时机快速崛起,通过并购和绿地投资不断完善海外机构布局,加快“走出去”战略进程。在金融全球化背景下,商业银行的国际化发展是否真正提高了经营绩效,两者的数量关系如何,这都是商业银行制定国际化发展战略时需要关注的问题。在学术界,企业的“国际化程度—绩效”关系理论研究成果较多,两者关系有正相关、负相关、U型、倒U型、S型和M型等。商业银行作为经营货币资金的特殊企业,“国际化程度—绩效”关系理论在银行业的适用性有待进一步探讨。本文从银行国际化、银行绩效和“国际化程度—绩效”关系三方面进行了理论研究,分析了我国商业银行国际化现状和银行绩效。选取相关样本银行作为研究对象,使用超效率DEA模型测量了商业银行2006-2016年期间的效率值并进行了比较分析;其次,构建了商业银行国际化程度的多维指标衡量体系,测量样本商业银行的国际化程度;最后,采用面板数据分析法探索研究企业的“国际化程度—绩效”关系理论在银行业的适用性。通过研究得到以下结论:1.现阶段,我国商业银行国际化水平总体较低,处于初级阶段。国际化程度最高的商业银行是中国银行,已开展国际化发展的银行国际化程度呈现逐渐上升的趋势,商业银行国际化进程加快。2.我国商业银行的效率值呈现上升趋势。截至2016年底,我国商业银行的效率值的排序为:股份制银行大型商业银行城市商业银行;排名前三名的是招商银行、平安银行和民生银行;已经进行国际化发展的商业银行的效率值高于未进行国际化发展的银行。3.我国商业银行的“国际化程度—绩效”关系呈倒U型的曲线,符合M型关系理论的初始阶段和第一阶段。当商业银行国际化程度为17.31%时,经营绩效最大,初级阶段和第一阶段的临界点为0.1731。理论上验证了“国际化程度—绩效”关系理论在银行业的适用性,对我国的商业银行“走出去”实施国际化战略具有一定的指导意义。最后,根据结论为商业银行的国际化发展从国家层面和银行层面提出了对策建议。
[Abstract]:In the post-crisis era, the commercial banks of some developed countries carried out "inverse internationalization" because of the need of "deleveraging". The commercial banks of our country seized the opportunity to rise rapidly and continuously improve the layout of overseas institutions through mergers and acquisitions and greenfield investment. Accelerate the process of "going out" strategy. Under the background of financial globalization, whether the internationalization development of commercial banks has really improved the business performance, and how the relationship between the number of the two, These are the problems that commercial banks should pay attention to when making internationalization development strategy. In academic circles, there are many researches on the relationship between degree of internationalization and performance of enterprises, and there is a positive correlation between them and a negative correlation between them. The applicability of the theory of "degree of internationalization-performance" in the banking industry needs to be further discussed in this paper from the perspective of the internationalization of banks, as a special enterprise operating money funds, the applicability of the theory of "internationalization degree-performance" in the banking industry remains to be further discussed. This paper makes a theoretical study on the relationship between bank performance and the relationship between degree and performance of internationalization, and analyzes the current situation of internationalization and bank performance of commercial banks in China. The efficiency of commercial banks from 2006 to 2016 is measured by using super-efficiency DEA model. Secondly, a multi-dimensional index system is constructed to measure the degree of internationalization of commercial banks. Finally, the degree of internationalization of commercial banks is measured. Using panel data analysis method to explore the applicability of the theory of "degree of internationalization-performance" of enterprises in the banking industry. The following conclusions are drawn: 1. At the present stage, the level of internationalization of commercial banks in China is generally low. The commercial bank with the highest degree of internationalization is the Bank of China. The degree of internationalization of the banks that have carried out international development has gradually increased. The efficiency value of commercial banks in China is on the rise. By the end of 2016, the order of efficiency value of commercial banks in China is: joint-stock banks, large commercial banks, urban commercial banks; The top three are China Merchants Bank, Ping an Bank and Minsheng Bank; The efficiency value of the commercial banks that have already carried on the internationalization development is higher than that of the banks without the internationalization development. The relationship between the degree of internationalization and the performance of the commercial banks in our country shows an inverted U-shape curve. When the degree of internationalization of commercial banks is 17.31, the performance of commercial banks is the greatest. The critical point of the primary stage and the first stage is 0.1731. It theoretically verifies the applicability of the "degree of internationalization-performance" relationship theory in the banking industry, and has certain guiding significance for the implementation of the internationalization strategy of the commercial banks in China. According to the conclusion, the author puts forward some countermeasures and suggestions for the internationalization development of commercial banks at the national level and the banking level.
【学位授予单位】：济南大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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