中国大中型商业银行绩效顺周期效应的实证研究

发布时间：2017-12-27 00:06

本文关键词：中国大中型商业银行绩效顺周期效应的实证研究　出处：《经济问题》2015年09期 　论文类型：期刊论文

【摘要】：商业银行绩效一直以来是衡量发展中国家以间接融资主导型金融市场发展程度的一个关键性指标。从银行产业层面研究商业周期波动对大中型商业银行绩效的影响关系,运用2007~2013年间12家国内大中型商业银行的面板数据,通过滞后的GDP增长率对银行资产报酬率影响的实证研究,分析商业周期变化对银行绩效产生的效应。研究表明,中国大中型银行绩效具有较弱的顺周期变动效应,显著程度远低于市场经济成熟国家。同时,不良贷款率对银行绩效影响较为显著,说明我国商业银行仍处于以贷款为盈利增长引擎的发展阶段。因此,应进一步加速中国市场化改革进程,商业银行及时关注商业周期和风险资产变化,把握宏观经济传导机制并适时调整和优化银行经营战略,做好压力测试,防范系统性金融风险。
[Abstract]:The performance of commercial banks has always been a key indicator of the developing degree of developing countries in the financial market dominated by indirect financing. The influence on the performance of large and medium-sized commercial banks from the banking industry level of business cycle fluctuations, using 2007~2013 panel data from 12 domestic large and medium-sized commercial banks, through the lag of GDP growth rate to the empirical research on the influence of bank asset returns, analysis of the effect of business cycle variation on the performance of the bank generated. The research shows that the performance of China's large and medium-sized banks has a weak cis - cycle effect, which is significantly lower than the mature country of the market economy. At the same time, the bad loan rate has a more significant impact on the performance of the bank, indicating that the commercial banks in China are still in the development stage of the profit growth engine. Therefore, we should further accelerate the process of marketization reform in China. Commercial banks should pay close attention to the change of business cycle and risk assets in a timely manner, grasp the macroeconomic transmission mechanism, and timely adjust and optimize the banking strategy, do well in stress testing, and prevent systemic financial risks.
【作者单位】：天津财经大学商学院;
【基金】：国家社会科学基金青年项目“高技术服务业与制造业互动的内生机制研究”(13CGJ028) 天津市教委社科重大项目“外贸发展方式转变路径研究”(2012ZD028)
【分类号】：F832.33
【正文快照】： 一、引言自改革开放以来,中国经济持续保持了近两位数的年均增长率,在世界上拥有越来越重要的地位。中国经济的可持续增长给银行业发展带来了生机和活力,随之越来越多的银行家和经济学家们转而研究商业银行绩效问题,并逐渐成为金融学界关注的前沿和热点。在金融全面深化改革的

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