基于灰色综合评价法的股份制商业银行竞争力研究

发布时间：2019-03-17 18:21

【摘要】：近年来,商业银行竞争力日益成为政府、商业银行和社会关注的热点。商业银行关乎我国整个银行业和金融体系,也与企业和居民个人联系紧密。目前我国银行体系中,股份制商业银行占据了上市银行数量的一半,净利润的四成左右,联系了数量众多的小微企业。股份制商业银行由于股权结构合理、体制机制灵活、布局较为广泛、业务创新性较强,在我国各类银行和整个金融体系中比较具有竞争力。但目前也面临着国内外经济金融环境的变化和互联网金融、利率市场化等趋势的挑战。这些背景下,对我国股份制商业银行竞争力的研究就显得更具有现实指导意义。本文研究以我国股份制商业银行为研究对象,选取了招商银行等八家股份制商业银行在2008年至2012年五年的资本充足性、资产质量、管理水平、盈利性、流动性和市场风险敏感度等六个方面的指标。然后运用聚类分析法对初选的指标体系进行了筛选,构建了本文所需要的指标体系。紧接着,本文运用灰色综合评价法和MCE软件,对招商银行等八家股份制银行2008年至2012年五年的指标体系数据进行了实证处理,得出了八家股份制商业银行竞争力关联度排名。通过实证发现,总体而言,最近五年中,招商银行、兴业银行、浦发银行一直名列前茅,中信银行、平安银行和华夏银行一直排名比较靠后,民生银行、光大银行则居中。进一步的,本文从商业银行竞争力内部构成因素分析了这八家股份制商业银行在各个方面的优势和不足。最后,根据股份制商业银行竞争力的六个影响因素,本文提出了这八家商业银行今后提升自身竞争力的对策,如增加资本净额、提高资本充足性比例,优化贷款结构、控制不良贷款率,加强成本控制、建立科学合理的治理结构和制度,优化业务结构、提高自身盈利能力,内外部调控结合、加强对流动性监管,采用多种手段和工具、增强风险控制能力等。
[Abstract]:In recent years, the competitiveness of commercial banks has become the focus of government, commercial banks and society. Commercial banks are related to the whole banking and financial system of our country, and are closely related to enterprises and residents. At present, the joint-stock commercial banks account for half of the listed banks and about 40% of the net profit in the banking system of our country, which is connected with a large number of small and micro-enterprises. Stock-holding commercial banks are competitive in all kinds of banks and the whole financial system because of their reasonable ownership structure, flexible system and mechanism, wide distribution and strong innovation in business. But at present, it is also facing the changes of economic and financial environment at home and abroad and the challenges of Internet finance, interest rate marketization and other trends. Under these circumstances, the research on the competitiveness of joint-stock commercial banks in China appears to have more practical guiding significance. This paper studies the capital adequacy, asset quality, management level and profitability of eight joint-stock commercial banks, including China Merchants Bank and other joint-stock commercial banks from 2008 to 2012, taking our joint-stock commercial banks as the object of study. Liquidity and market risk sensitivity of six indicators. Then the index system of primary selection is screened by cluster analysis, and the index system of this paper is constructed. Then, using grey comprehensive evaluation method and MCE software, this paper empirically deals with the index system data of eight joint-stock banks, such as China Merchants Bank and other joint-stock banks, from 2008 to 2012, and obtains the rank of competitiveness correlation degree of eight joint-stock commercial banks. Generally speaking, China Merchants Bank, Societe Generale Bank, Pudong Development Bank, CITIC Bank, Ping an Bank and Huaxia Bank have been ranked at the bottom, Minsheng Bank and Everbright Bank have been in the middle. Furthermore, this paper analyzes the advantages and disadvantages of these eight joint-stock commercial banks in various aspects from the internal components of the competitiveness of commercial banks. Finally, according to the six influencing factors of the competitiveness of the joint-stock commercial banks, this paper puts forward the countermeasures to improve their competitiveness in the future, such as increasing the net capital, increasing the ratio of capital adequacy and optimizing the loan structure. Control the rate of non-performing loans, strengthen cost control, establish a scientific and reasonable governance structure and system, optimize the business structure, improve their profitability, combine internal and external regulation and control, strengthen the supervision of liquidity, and adopt a variety of means and tools. Enhance risk control ability, etc.
【学位授予单位】：兰州商学院
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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