我国上市银行信贷资产配置效率研究

发布时间：2018-01-16 06:40

本文关键词：我国上市银行信贷资产配置效率研究　出处：《安徽大学》2017年硕士论文　论文类型：学位论文

【摘要】：经济资源以金融资源为核心,经济的发展质量受到金融资源配置效率的影响,我国的金融资源以银行体系为主,上市银行是商业银行的主体,而信贷资产是银行配置资源的主要方式,因此,信贷资产的配置效率会直接影响金融资源的配置效率进而影响经济的发展,对经济结构的调整和转型至关重要。对于上市银行自身来说,信贷资产配置效率也关系到自身的盈利性和安全性,因此研究我国上市银行的信贷资产配置效率显得很有必要。本文利用超效率DEA模型,从客户结构、行业和地区三个维度对5家国有控股上市银行和8家股份制上市银行2012年至2015年间信贷资产配置效率进行了测算,并利用面板模型从上市银行财务状况、规模水平、风险控制和质量控制四个方面检验了信贷资产配置效率的影响因素。超效率DEA的相对效率测算结果表明,整体而言,我国上市银行对信贷资产的配置是相对有效的;国有控股上市银行信贷资产在不同客户结构间的配置效率相对更高,股份制上市银行信贷资产在不同行业间的配置效率更高,而信贷资产在不同地区间的配置效率无明显差异;国有控股上市银行之间的信贷资产的配置效率差异较股份制上市银行之间的差异小。面板模型对上市银行信贷资产配置效率影响因素的检验结果表明,上市银行盈利能力、规模水平、风险控制和信贷质量显著影响自身信贷资产的配置效率;但不同财务指标、规模指标、风险监管指标和质量控制指标对上市银行信贷资产配置效率的影响性质和程度存在较大差异。本文的实证分析得出盈利能力、规模水平、风险监管和质量控制四个方面对于上市银行信贷资产配置效率具有显著影响,因此,可以从四个方面来提升上市银行的信贷资产配置效率:第一,上市银行需要主动挖掘新的信贷收入来源,优化资产组合,从而提升上市银行的盈利能力;第二,要适当的限制上市银行的规模扩张,对系统重要性商业银行加大监管力度;第三,加强风险防范意识,健全自我约束和信贷管理机制,从而提高上市银行的风险监管能力;第四,改变银保孤立非协作信贷模式,通过加强银保协作对上市银行的信贷资产质量进行控制。
[Abstract]:Financial resources are the core of economic resources, and the quality of economic development is affected by the efficiency of financial resources allocation. The financial resources of our country are mainly banking system, and listed banks are the main body of commercial banks. Credit assets are the main way for banks to allocate resources. Therefore, the allocation efficiency of credit assets will directly affect the allocation efficiency of financial resources and then the development of the economy. For listed banks, the efficiency of credit asset allocation is also related to their profitability and security. Therefore, it is necessary to study the efficiency of credit asset allocation of listed banks in China. In this paper, we use the super-efficiency DEA model from the customer structure. This paper measures the efficiency of credit asset allocation between 2012 and 2015 in five state-controlled listed banks and eight joint-stock listed banks in three dimensions of industry and region. The panel model is used to test the influencing factors of credit asset allocation efficiency from four aspects: financial condition, scale level, risk control and quality control of listed banks. The relative efficiency of super-efficiency DEA is measured. On the whole, the allocation of credit assets by listed banks in China is relatively effective. The allocation efficiency of credit assets of state-owned holding listed banks in different customer structures is higher, and the allocation efficiency of credit assets of joint-stock listed banks in different industries is higher. However, there is no significant difference in the allocation efficiency of credit assets among different regions. The difference in the allocation efficiency of credit assets among the state-owned holding listed banks is smaller than that among the joint-stock listed banks. The test results of the panel model on the factors affecting the allocation efficiency of credit assets of listed banks show that. Listed banks' profitability, scale level, risk control and credit quality significantly affect the allocation efficiency of their own credit assets; However, the impact of different financial indicators, scale indicators, risk supervision indicators and quality control indicators on the efficiency of the allocation of credit assets of listed banks is different in nature and degree. Scale level, risk supervision and quality control have a significant impact on the efficiency of credit asset allocation of listed banks. Therefore, we can improve the efficiency of credit asset allocation of listed banks from four aspects: first. Listed banks need to take the initiative to tap new sources of credit revenue, optimize the portfolio of assets, so as to enhance the profitability of listed banks; Second, we should limit the scale expansion of listed banks and strengthen the supervision of systemically important commercial banks. Third, strengthen the awareness of risk prevention, improve the self-restraint and credit management mechanism, so as to improve the risk supervision ability of listed banks; In 4th, we changed the isolated non-cooperative credit model of Bancassurance and controlled the credit asset quality of listed banks by strengthening Bancassurance collaboration.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F224

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