我国城市商业银行多元化经营下的绩效和风险研究

发布时间：2018-04-26 09:19

本文选题：多元化 + 城市商业银行　；参考：《西南财经大学》2014年博士论文

【摘要】：银行业作为具有特殊性质的行业,成为研究者们研究的热点,而以银行业中的城市商业银行作为研究重点的研究相对较少,对其进行研究无疑具有更高的价值。城市商业银行追溯起来其来源是八十年代的城市信用社,它们继承了原先信用社的业务,中小企业的业务成为其主要业务,目前全国100多家城市商业银行基本已经成型,未来还会陆续有类似的银行出现,这部分的银行对于我国的金融体系起到了一定的补充作用,虽然规模比重不到十个百分点,但对于地方经济和中小企业的发展起到重要作用,如何快速健康发展将是它们当前最关心的问题。多元化经营得到学者们的长久关注,企业经营是否采用多元化一直未有定论,针对不同行业的多元化研究理论层出不穷,结合城市商业银行多元化经营的系列研究结论尚未成熟。本文研究城市商业银行多元化经营下得绩效和风险,以城市商业银行为研究客体,以多元化经营下绩效和风险作为研究内容,文章的研究思路和过程主要分为以下几方面： (1)需要明确界定多元化体系内涵。文章的主题包含多元化,则文章的首要任务就要说明多元化的内涵是什么。通过对众多关于银行多元化研究结论总结讨论,以及理论与现实分析,对多元化体系内涵进行定义,以此为基础展开研究。 (2)在多元化体系内涵定义的基础上分别研究其内在各方面对风险和绩效的影响,随后结合钱荒分析多元化经营的作用。多元化体系包括多个方面,每个方面对于城市商业银行的绩效和风险都有不同的影响,要全面了解多元化经营的效果,需要分别进行分析和实证。通过研究得到多元化经营下的绩效和风险的变化,以及产生这种变化的原因。在研究了以上各方面的基础上,通过钱荒与多元化的适应性分析,解释城市商业银行多元化经营的效果,以期能够强调多元化的可行性。 (3)进行总结与建议,对该研究的结果进行理论性与现实性的总结,对研究中存在的问题进行分析,对未来的深入研究提出相应的展望。本文研究内容中采取的研究方法为规范研究与统计计量方法,并通过访谈获取研究中需要的分析因素、收集可以解释现实的依据,通过权威渠道收集相关数据。结合着理论分析和实证研究,得到了相应的结论： (1)我国城市商业银行的收入多元化会导致绩效下降、风险提高,在考虑国有化程度这一因素条件下,收入多元化依然会导致绩效下降、风险提高,但是这种影响效应会发生弱化现象。在观察现状的基础上,结合相关理论对收入多元化进行理论分析,并通过实证检验进行研究。目前绝大多数的城市商业银行收入多元化也没有真正实质性的进行。 (2)我国城市商业银行的融资多元化会导致绩效的下降、风险降低,在考虑国有化程度这一因素条件下,融资多元化对于绩效无法得到显著性的实证结论,但会弱化风险降低的程度。目前我国融资多元化还处于缓行阶段,制度性的渠道不足是导致融资多元化发展缓慢的主要原因,另外垄断性的融资问题导致融资激励缺乏也对融资多元化有巨大影响。 (3)我国城市商业银行的区域多元化能导致绩效提高、风险降低,在考虑国有化程度这一因素条件下,区域多元化依然能够导致绩效提高、风险降低,并且能强化这种结果。根据文章显示,理论分析以及实证研究都能较好解释该结论。区域多元化的现实发展较快、理论以及实证结论较明确,这些都说明了区域多元化对于我国城市商业银行具有重要影响。 (4)多元化在钱荒背景下能够降低不利影响、增大银行的生存几率。文中界定的多元化体系内涵中,区域多元化是最显著的多元化,也是我国城市商业银行最积极发展的一项战略,融资多元化和收入多元化的作用结果不明朗,虽然理论分析显示了总体趋势的可行性,但同时存在着现实数据基础上的实证结论不一致,这让多元化经营难以完整展开。因此文章结合我国目前的钱荒背景,提出了多元化平衡发展与钱荒的适应性问题。通过分析得出,认为城市商业银行通过适度的多元化能够提高银行的绩效和降低银行的风险,此结论有助于城市商业银行适时适当的选择多元化经营。在可预测的未来,由于我国银行业、金融体制不会发生根本变革,所以钱荒问题不会发生根本性的变化,多元化经营的平衡发展是能够为城市商业银行提供一种可选择方案。本文具有的创新点： (1)本文首次把收入多元化、融资多元化、区域多元化三方面作为多元化体系组成部分,对多元化体系内涵进行了界定。收入多元化依据的重要理论基础为资产组合理论,由于银行产生收入的资产难以区分,但资产被使用在不同地方会产生不同的收入,因此可以采用收入结构来代替资产结构,将收入多元化纳入多元化体系研究符合银行资产负债经营管理系统；从资产负债表的角度来看,依据广义资本结构理论,融资对于银行具有重要作用,融资多元化能够改变融资成本,从而影响银行的绩效和风险,这方面的多元化研究虽然少但不可或缺；跨区域作为众多城市商业银行积极发展的战略,成为学者们研究的重点,并从规模经济、代理理论、范围经济等理论的角度进行了诠释,不论从现实角度还是理论角度,区域多元化已经成为多元化体系不可缺少的一环。笔者认为,多元化体系内涵不只是收入、区域等某一个项目的多元化,而是收入、融资以及区域的全方面的多元化。 (2)分别研究了多元化体系内在各方面对风险和绩效的影响,得到我国城市商业银行多元化经营如何影响绩效和风险以及原因、趋势等结论。在实证研究之前文章进行了理论分析,通过理论分析确立了多元化各方面研究的理论基础和作用,并对可能的结果进行了推导。以前的实证研究中关于银行多元化研究的因素中很少考虑到我国特征,国有化特征在城市商业银行的研究中尚未出现,在分别研究各方面对风险和绩效的影响中,本文结合我国背景,加入了国有化这一概念,设立的假设与建立的模型主要通过国有化程度这一指标对国有化进行了考量。在控制变量上除了借鉴权威研究的部分指标,还根据城市商业银行自身特征加入了客户集中度等指标进行了控制。利用收集到的数据进行了实证检验,并对实证结果进行分析。 (3)文章首次提出了多元化平衡发展与钱荒的适应性分析,分析了多元化协调发展对于钱荒的抵御作用。在分析了收入多元化、融资多元化以及区域多元化对于城市商业银行绩效和风险的影响的基础上,以钱荒为背景把钱荒与多元化平衡发展与否联系起来,为我国城市商业银行抵御钱荒提供了一条可以研究的道路,为相关者的决策提供了一些依据。钱荒问题并不是才被发现的问题,很多学者早就提出过,但最近一年多由于出现流动性风险暴露才得到重视,并且这种现象在我国金融体制没有完善之前不会发生根本性变化,所以在综合研究了多元化经营各方面后,分析多元化平衡发展以期为银行的经营发展创新一条道路。未来可以结合着银行的特殊性继续深入研究,本文为后续研究提供了更新的研究视野。文章的多元化内涵更为广泛,与现实也有较强的联系,在此基础上进行更细致的研究、进行更广义的界定成为可能。关于城市商业银行多元化经营的研究目前尚处于起步阶段,不论是多元化的内涵还是多元化的影响,都有存在许多能够拓展的研究点,本文为研究者提供了一些研究方向和线索。希望随着研究的深入,能够在未来产生更多的研究成果,对我国的银行业提供帮助。
[Abstract]:As an industry with special property , the banking industry has become the focus of the research of the researchers , and the research on the urban commercial banks in the banking industry as the focus of the research is relatively few , and the research is undoubtedly of higher value for the development of the local economy and the small and medium - sized enterprises .

( 1 ) There is a need to define the connotation of the diversity system clearly . The main task of the article is to illustrate the connotation of pluralism . By summarizing and discussing many conclusions about the diversification of the banks , and the theoretical and realistic analysis , the definition of the connotation of the diversification system is defined , and the research is carried out on the basis of this .

( 2 ) On the basis of the definition of connotation of diversification system , the influence of each party on risk and performance is studied , and then combined with money shortage to analyze the effect of diversified operation . The diversification system includes several aspects , each has different influence on the performance and risk of urban commercial banks .

( 3 ) Carry out the summary and suggestion , summarize the results of the research and the reality , analyze the problems existing in the research , and put forward the corresponding prospects for the further study in the future .

The research methods adopted in this paper are normative research and statistical measurement methods , and the analysis factors needed in the study are obtained through interviews . The data can be interpreted by collecting relevant data through authoritative channels . Based on the theoretical analysis and the empirical research , the corresponding conclusions are obtained :

( 1 ) The diversification of the income of urban commercial banks in our country can lead to the decline of performance and raise the risk . Under the condition of considering the degree of nationalization , the diversification of income can lead to the decline of performance and increase the risk , but this effect will weaken .

( 2 ) The diversification of financing in China ' s urban commercial banks can lead to the decline of performance and the decrease of risk . Under the condition of considering the degree of nationalization , the diversification of financing can not get significant empirical conclusions , but it can weaken the degree of risk reduction . At present , the diversification of financing is still in the probation period , and the lack of institutional channel is the main reason for the slow development of financing diversification .

( 3 ) The regional diversification of urban commercial banks in China can lead to higher performance and lower risk . Under the condition of considering the degree of nationalization , regional diversification can still lead to improved performance , lower risk , and can strengthen the results . According to the article , theoretical analysis and empirical research can better explain the conclusion .

( 4 ) The diversification in the background of money shortage can reduce the adverse effect , increase the probability of the bank ' s survival . In the connotation of the diversification system defined in the paper , the diversification of the region is the most significant diversification , and it is a strategy of the most active development of the city commercial bank .

The innovation points in this paper are as follows :

( 1 ) The thesis defines the connotation of diversification system for the first time as the component of diversification system and defines the connotation of diversification system . Based on the important theoretical basis of the diversification of the income , it is difficult to distinguish the assets from the asset portfolio theory , but the asset is used in different places to generate different income . Therefore , the income structure can be used instead of the asset structure , so that the diversification of the income into the diversification system is in accordance with the management system of assets and liabilities of the bank ;
From the point of view of balance sheet , according to the theory of broad capital structure , financing plays an important role in banks . The diversification of financing can change the financing cost , so as to affect the performance and risk of banks .
As a strategy for the active development of many city commercial banks , the cross - region has become the focus of scholars ' research , and from the angle of scale economy , agency theory and scope economy , the connotation of diversification system is not only the diversification of a certain project such as income and region , but also the diversification of income , finance and the whole area of the region .

( 2 ) The influence of the parties in the diversification system on the risks and performance is studied , and the conclusions of how to influence the performance and the risk and the causes and trends of the diversification of the urban commercial banks are obtained .

Based on the analysis of the effects of diversification of income , diversification of financing and diversification of regional diversification on the performance and risk of urban commercial banks , the paper analyzes the problems of diversification , diversification of finance and diversification of regional diversification on the performance and risk of urban commercial banks .

In the future , it can be combined with the particularity of the bank for further research . This paper provides an updated research field for the follow - up study .

【学位授予单位】：西南财经大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F832.33

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