浦发银行非利息收入现状及影响因素研究

发布时间：2018-02-11 12:17

本文关键词： 浦发银行非利息收入现状分析影响因素分析对策　出处：《贵州财经大学》2017年硕士论文　论文类型：学位论文

【摘要】：利率市场化改革不断深入,尤其是2015年,央行取消了存款利率浮动上限,表明利率市场化已基本实现,商业银行之间的竞争愈加激烈。近年来房屋限购等政策频频出台,商业银行的贷款受到了种种限制。此外,中国经济软着陆,下行是经济面临的趋势,商业银行的存款也受到了一定的限制。息差不断收窄,非利息业务就成为商业银行竞争的焦点。在十二五期间,浦发银行集团化、综合化、国际化经营有序推进,其近十年的非利息收入规模平均为12%,在稳步发展非利息业务地同时与国有银行平均20%-30%的水平以及同发达国家至少在40%的差距也是显而易见的。本文首先在国内外理论的基础上,从非利息收入的概念和内容出发,介绍了非利息收入同利息收入相比较的特点,同时通过对中间业务、表外业务进行关系的对比分析,清晰了非利息收入的内涵和外延。在理论分析部分,首先说明了浦发银行非利息业务可以作为其新的利润增长点,在分别从多元化理论、范围经济理论、资产组合理论角度,阐释浦发银行开展非利息业务的原因。在实证分析部分,首先通过现状分析,全面地分析了浦发银行在非利息收入的现状,包括2006-2015非利息收入的构成、规模、发展的方向等方面,并初步分析了产生这些现状的原因;为了进一步分析各个因素对浦发银行非利息收入的具体影响,本文第4部分搜集了浦发银行2007年至2016年共39个季度的季度数据,对浦发银行非利息收入影响因素的进行了回归分析,首先进行了平稳性检验,并在此过程中对因变量进行了替换,在随后的回归过程中以方差膨胀因子为依据进行了三次回归,第三次回归为最终的回归结果,从而得到结论:浦发银行的存款资产比对其非利息收入影响最大,由于对传统业务过于依赖造成了存款越多用于贷款的就越多,而用于非利息收入发展的越少;浦发银行的非利息业务增长对汇率较为敏感,汇率提高了,人民币贬值,这就会减少其非利息收入,反之就会提高,这与其国际化的经营策略是分不开的。最后,在文章的第六部分,针对现状分析和回归分析表现出的问题,对浦发银行开展非利息业务的提出针对性建议。
[Abstract]:The reform of interest rate marketization continues to deepen, especially in 2015, when the central bank abolished the ceiling of floating interest rates on deposits, indicating that the interest rate liberalization has basically been realized and the competition between commercial banks has become increasingly fierce. In recent years, policies such as housing purchase restrictions have been introduced frequently. Commercial banks' loans are subject to various restrictions. In addition, the Chinese economy is facing a soft landing, the downward trend is facing the economy, and the deposits of commercial banks are also subject to certain restrictions. Non-interest business has become the focus of competition among commercial banks. During the 12th Five-Year Plan period, the Pudong Development Bank became a group, integrated, and international operation advanced in an orderly manner. The average scale of its non-interest income in the past ten years is 12. It is also obvious that the average level of 20% to 30% and the gap of at least 40% between China and the developed countries in the steady development of non-interest business at the same time is also obvious. First of all, on the basis of the domestic and foreign theories, Starting from the concept and content of non-interest income, this paper introduces the characteristics of the comparison between non-interest income and interest income, at the same time, through the comparative analysis of the relationship between intermediate business and off-balance sheet business, The connotation and extension of non-interest income are clarified. In the theoretical analysis part, it is explained that the non-interest business of Pudong Development Bank can be regarded as its new profit growth point, from the perspective of diversification theory, scope economy theory and portfolio theory, respectively. In the empirical analysis part, firstly, through the current situation analysis, the paper comprehensively analyzes the current situation of the non-interest income of the bank, including the composition and scale of the non-interest income in 2006-2015. In order to further analyze the specific impact of various factors on the non-interest income of Pudong Development Bank, The fourth part of this paper collects the quarterly data of Pudong Development Bank from 2007 to 2016, carries on the regression analysis to the influencing factors of the non-interest income of the Shanghai Development Bank. In this process, the dependent variables are replaced, and the third regression is the final regression result based on the variance expansion factor in the subsequent regression process. The conclusion is as follows: the ratio of deposit assets to deposit assets has the greatest influence on its non-interest income, because of the excessive dependence on traditional business, the more deposits are used for loans, the less they are used for the development of non-interest income; The growth of the non-interest business of Pudong Development Bank is more sensitive to the exchange rate. The exchange rate has been increased and the renminbi has depreciated. This will reduce its non-interest income, otherwise it will increase, which is inseparable from its international business strategy. Finally, In the 6th part of the article, aiming at the problems of current situation analysis and regression analysis, the author puts forward some suggestions for the development of non-interest business of Pudong Development Bank.
【学位授予单位】：贵州财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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