中国商业银行超额利润问题研究

发布时间：2018-06-07 06:29

本文选题：中国银行业 + 超额利润　；参考：《复旦大学》2014年硕士论文

【摘要】：在中国银行业高额利润引起社会普遍质疑的背景下,本文对中国银行业的超额利润问题展开研究,旨在解决三个问题：中国银行业是否存在超额利润、超额利润的成因是什么、超额利润是否具备持续性。本文首先对超额利润的定义建立了定性和定量的标准,通过定量标准的假设检验分析得出中国银行业存在显著超额利润的结论。其次,基于希斯特利润模型对商业银行的利润构成成进行拓展建模,通过面板模型的检验以及非市场行为的定性分析,确定了中间业务收入、生息资产、净息差和不良贷款率是导致超额利润的主要原因,其根源于中国银行业的制度特性。最后,通过国际比较的静态分析和事件的动态分析,得出中国银行业超额利润不可持续的结论。
[Abstract]:Under the background that the high profit of China's banking industry has caused widespread doubt in society, this paper studies the problem of excess profit in China's banking industry, aiming at solving three problems: whether there is excess profit in China's banking industry, and what is the cause of the excess profit. Whether excess profits are sustainable. This paper first establishes the qualitative and quantitative criteria for the definition of excess profit, and draws the conclusion that there is a significant excess profit in China's banking industry through the hypothesis test of the quantitative standard. Secondly, based on the Hist profit model, the paper develops the model of commercial bank's profit composition, and through the panel model test and the qualitative analysis of non-market behavior, determines the intermediate business income and interest-bearing assets. Net interest margin and non-performing loan ratio are the main causes of excess profits, which are rooted in the institutional characteristics of China's banking industry. Finally, through the static analysis of international comparison and the dynamic analysis of events, we draw the conclusion that the excess profit of China's banking industry is unsustainable.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2

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