中美商业银行表外业务经营策略对比分析
发布时间：2018-11-08 13:16
【摘要】：近十年中,在我国经济全球化加深、金融脱媒现象深化、银行业竞争加剧、信贷政策趋紧的情况下,国内商业银行愈加难以依赖利差收入维持经营,并已经开始致力于发展商业银行表外业务。但对比发达国家商业银行表外业务经营情况,我国还存在很多不足之处需要改进。为分析现状,找寻我国商业银行表外业务经营中的不足以及思考适合我国商业银行经营表外业务的经营策略,本文拟从定性和定量两个角度对比分析了中国和美国商业银行表外业务经营策略。 在对比分析前本文首先明确了商业银行表外业务的概念、基本特点,并在此基础上对相似概念中间业务和非利息收入业务进行了区分,然后简单介绍了我国商业银行目前主要开展的具体表外业务,最后对国内外研究商业银行表外业务经营方面的研究成果进行了文献综述。 在定性对比分析中美商业银行表外业务经营策略方面,本文首先介绍了美国商业银行表外业务发展历程并对其经营策略进行分析,发现其包含经营高技术含量业务、风险偏好较高、准确产品设计与定价、同步管理创新和全面业务经营。然后对应的介绍了我国商业银行表外业务发展的历程及经营策略分析,发现其具有低层次混业经营、轻视创新型业务经营、依赖表内业务、风险分散不足、被动经营新业务的特点。对比分析两者的历程与特点,得出在我国限制程度仍较高的政策环境下,我国商业银行需要转变经营策略、加强人才建设、提高混业层次、关注市场和政策信息、同步管理创新的结论。 在定量对比分析中美商业银行表外业务经营策略方面,本文采用Bankscope数据库中我国83家商业银行2004-2012年间和美国50家2003-2013年间的非平衡面板数据分析商业银行经营中拨备率、Z稳定性指标、流动资产、资本充足率、贷款总量和贷款损失率对表外业务发展产生的影响,结果显示拨备率、流动资产、贷款总量对表外业务发展有显著正相关关系,而资本充足率和贷款损失率对表外业务发展有显著负相关关系,Z稳定指标不显著。通过进一步的分析得出充足的资金、高素质的人才、先进的技术、完善的管理制度、创新能力以及客户资源是商业加快银行表外业务发展的保障。 最终在进一步总结了第三章和第四章分析所得的结论的基础上,对商业银行表外业务经营策略提出了三点政策建议,包括战略性发展表外业务、以市场为中心、辅以管理创新。
[Abstract]:In the past decade, with the deepening of economic globalization, the deepening of financial disintermediation, the intensification of banking competition and the tightening of credit policies, it is increasingly difficult for domestic commercial banks to rely on interest income to maintain their operations. And has begun to develop commercial banks off-balance-sheet business. However, compared with commercial banks in developed countries, there are still many deficiencies in our country. In order to analyze the present situation, to find out the shortage of off-balance sheet business of commercial banks in our country and to think about the management strategy suitable for the off-balance-sheet business of commercial banks in our country. This paper analyzes the off-balance-sheet business strategies of Chinese and American commercial banks from qualitative and quantitative perspectives. Before the comparative analysis, this paper first defines the concept and basic characteristics of off-balance sheet business of commercial banks, and on this basis distinguishes the similar concept between intermediate business and non-interest income business. Then it briefly introduces the specific off-balance-sheet business mainly carried out by commercial banks in our country at present. At last, it summarizes the research results of off-balance-sheet business operation of commercial banks at home and abroad. In the aspect of qualitative comparison and analysis of the off-balance sheet business strategy of Chinese and American commercial banks, this paper first introduces the development course of off-balance sheet business of American commercial banks and analyzes its management strategy, and finds that it includes the management of high-tech business. High risk preference, accurate product design and pricing, simultaneous management innovation and overall business operation. Then it introduces the development course and management strategy of off-balance sheet business of commercial banks in our country, and finds that it has low level mixed operation, despises innovative business operation, relies on the business in the form, and the risk is dispersed. The characteristics of passive operation of new business. By comparing and analyzing the course and characteristics of the two, it is concluded that under the policy environment where the degree of restriction is still high, the commercial banks of our country need to change their management strategies, strengthen the construction of talents, raise the level of mixed operation, pay attention to the market and policy information. The conclusion of synchronous management innovation. In terms of quantitative comparison and analysis of off-balance-sheet business strategies of Chinese and American commercial banks, this paper uses the non-equilibrium panel data of 83 commercial banks in China from 2004 to 2012 and 50 from 2003 to 2013 in Bankscope database to analyze the reserve rate of commercial banks. The influence of Z stability index, current assets, capital adequacy ratio, total loan amount and loan loss rate on the development of off-balance sheet business shows that the reserve ratio, current assets and total loan amount have a significant positive correlation with the development of off-balance sheet business. However, the capital adequacy ratio and loan loss rate have a significant negative correlation with the development of off-balance sheet business, and the Z stability index is not significant. Through further analysis, it is concluded that sufficient capital, high quality talents, advanced technology, perfect management system, innovative ability and customer resources are the guarantee of accelerating the development of bank off-balance sheet business. Finally, on the basis of summarizing the conclusions of the third and fourth chapters, the paper puts forward three policy suggestions on the off-balance sheet business management strategy of commercial banks, including the strategic development of off-balance-sheet business, taking the market as the center, and supplemented by management innovation.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2;F837.12
本文编号：2318607
[Abstract]:In the past decade, with the deepening of economic globalization, the deepening of financial disintermediation, the intensification of banking competition and the tightening of credit policies, it is increasingly difficult for domestic commercial banks to rely on interest income to maintain their operations. And has begun to develop commercial banks off-balance-sheet business. However, compared with commercial banks in developed countries, there are still many deficiencies in our country. In order to analyze the present situation, to find out the shortage of off-balance sheet business of commercial banks in our country and to think about the management strategy suitable for the off-balance-sheet business of commercial banks in our country. This paper analyzes the off-balance-sheet business strategies of Chinese and American commercial banks from qualitative and quantitative perspectives. Before the comparative analysis, this paper first defines the concept and basic characteristics of off-balance sheet business of commercial banks, and on this basis distinguishes the similar concept between intermediate business and non-interest income business. Then it briefly introduces the specific off-balance-sheet business mainly carried out by commercial banks in our country at present. At last, it summarizes the research results of off-balance-sheet business operation of commercial banks at home and abroad. In the aspect of qualitative comparison and analysis of the off-balance sheet business strategy of Chinese and American commercial banks, this paper first introduces the development course of off-balance sheet business of American commercial banks and analyzes its management strategy, and finds that it includes the management of high-tech business. High risk preference, accurate product design and pricing, simultaneous management innovation and overall business operation. Then it introduces the development course and management strategy of off-balance sheet business of commercial banks in our country, and finds that it has low level mixed operation, despises innovative business operation, relies on the business in the form, and the risk is dispersed. The characteristics of passive operation of new business. By comparing and analyzing the course and characteristics of the two, it is concluded that under the policy environment where the degree of restriction is still high, the commercial banks of our country need to change their management strategies, strengthen the construction of talents, raise the level of mixed operation, pay attention to the market and policy information. The conclusion of synchronous management innovation. In terms of quantitative comparison and analysis of off-balance-sheet business strategies of Chinese and American commercial banks, this paper uses the non-equilibrium panel data of 83 commercial banks in China from 2004 to 2012 and 50 from 2003 to 2013 in Bankscope database to analyze the reserve rate of commercial banks. The influence of Z stability index, current assets, capital adequacy ratio, total loan amount and loan loss rate on the development of off-balance sheet business shows that the reserve ratio, current assets and total loan amount have a significant positive correlation with the development of off-balance sheet business. However, the capital adequacy ratio and loan loss rate have a significant negative correlation with the development of off-balance sheet business, and the Z stability index is not significant. Through further analysis, it is concluded that sufficient capital, high quality talents, advanced technology, perfect management system, innovative ability and customer resources are the guarantee of accelerating the development of bank off-balance sheet business. Finally, on the basis of summarizing the conclusions of the third and fourth chapters, the paper puts forward three policy suggestions on the off-balance sheet business management strategy of commercial banks, including the strategic development of off-balance-sheet business, taking the market as the center, and supplemented by management innovation.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2;F837.12
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