商业银行盈利能力因素实证研究

发布时间：2018-03-12 22:51

本文选题：商业银行　切入点：盈利能力　出处：《首都经济贸易大学》2017年硕士论文　论文类型：学位论文

【摘要】：近年来,随着各项金融改革不断深化,我国商业银行面临着市场竞争越来越激烈的各种困局。首先互联网金融是近几年最热议的话题之一,通过互联网金融人们改变了自己的生活方式,人们不单单要通过银行渠道才能存贷款。银行在这个互联网时代一度被边缘化。金融脱媒现象愈来愈普遍,越来越常态化。直接融资渠道随着金融市场的不断完善,越来越成熟。银行的最传统的业务存贷业务也受到了严重的冲击。我国逐步推行利率市场化的过程中,市场竞争越发的激烈。最近几年,外资银行因为其独特的优势和成熟化的金融管理体系,在市场上占据了一定的优势,我国商业银行只能在夹缝中求生存,不断提高自身的营运效率、完善风险管理体制、创新产品结构,才能保证平稳运营,提升自身的盈利能力。所以在我国股份制商业银行所处的竞争环境十分恶劣,全面提高自身实力就显得尤其重要,现在我国商业银行要做的就是提供高自身的盈利能力,才能在复杂的市场环境下得以生存。本文以我国13家上市的商业银行2010年一2015年的数据为样本,使用Eviews8.0进行实验操作,基于面板数据模型,对我国商业银行盈利能力影响因素系统而全面的进行实证分析,分别从内部因素和外部因素进行分析阐述,本文最后实证结果,对于怎样提高我国上市商业银行盈利能力,提出几点针对性建议。实证结果显示:国内生产总值增速、通胀率这两方面因素与盈利能力成正相关关系;资产规模、不良贷款率、成本收入比、现金及存放央行款项占总资产、手续费及佣金收入占净利息收入的比值、资本充足率成负相关关系。本文得出的结论:对于银行内部因素来说,适度控制资产规模有助于提高上市商业银行的盈利能力;适度降低商业银行的不良贷款、成本收入比、对提高商业银行的盈利能力有很大帮助。对于外部因素,国内生产总值增长率、通胀率与我国商业银行的盈利能力显著相关。
[Abstract]:In recent years, with the deepening of various financial reforms, Chinese commercial banks are facing more and more fierce market competition. Firstly, Internet finance is one of the hottest topics in recent years. People have changed their way of life through Internet finance, and people don't just have to go through bank channels to deposit and lend. Banks were once marginalized in the Internet age. Financial disintermediation is becoming more and more common. With the continuous improvement of the financial market, direct financing channels are becoming more and more mature. The bank's most traditional business deposit and loan business has also suffered a serious impact. The market competition is becoming more and more fierce. In recent years, foreign banks have occupied certain advantages in the market because of their unique advantages and mature financial management system. Our commercial banks can only survive in the gap. Only by constantly improving their own operational efficiency, perfecting the risk management system and innovating the product structure can they guarantee smooth operation and enhance their own profitability. Therefore, the competitive environment of the joint-stock commercial banks in our country is very bad. It is particularly important to improve our strength in an all-round way. What our commercial banks have to do now is to provide high profitability. In order to survive in the complex market environment, this paper takes the data of 13 listed commercial banks in China from 2010 to 2015 as the sample, uses Eviews8.0 to carry on the experiment operation, based on the panel data model, This paper makes a systematic and comprehensive empirical analysis of the factors affecting the profitability of commercial banks in China, respectively from the internal and external factors. The final empirical results of this paper, how to improve the profitability of listed commercial banks in China. The empirical results show that the GDP growth rate and inflation rate are positively correlated with profitability, asset size, non-performing loan ratio, cost-income ratio, There is a negative correlation between cash and central bank deposits in total assets, fees and commission income as a percentage of net interest income, and capital adequacy ratio. Appropriately controlling the scale of assets will help to improve the profitability of listed commercial banks, while lowering the non-performing loans and cost-income ratio of commercial banks will greatly help to improve the profitability of commercial banks. The growth rate of GDP and inflation rate are significantly related to the profitability of commercial banks in China.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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