经济新常态下我国上市商业银行盈利能力影响因素研究

发布时间：2018-05-03 08:48

本文选题：经济新常态 + 上市商业银行　；参考：《贵州财经大学》2017年硕士论文

【摘要】：经济危机以后,我国经济进入深度转型的时期,我国的GDP增长率开始了持续降低的走势,国内经济发展也出现低迷的发展状态,我国经济已经开始逐渐由以往的高速增长转变为中高速的增长模式,国内经济结构不断得到优化,产业正在进行全面升级,我国的经济发展也因此脱离了以往“旧常态”的发展模式,进入了“新常态”的崭新发展模式中。而“经济新常态”的出现,也在一定程度上改变了我国金融业发展的“生态环境”,尤其是对商业银行的经营模式、收入结构等造成深刻的影响。研究经济新常态下我国商业银行盈利能力影响因素有如何的变化,以及对商业银行的盈利能力有怎样的影响,是非常值得具有研究价值的问题,而且通过对商业银行在经济新常态大背景下盈利能力的研究,也可以在一定程度上为商业银行以后的健康发展提供更好的借鉴。本文是在经济新常态这个大背景下,先对与商业银行盈利能力相关的理论、经济新常态对商业银行盈利能力影响的相关理论文献进行分析,紧接着从宏观和微观两个角度来对影响我国上市商业银行盈利能力的影响因素进行分析,并确定用来衡量我国商业银行盈利能力的指标及影响因素的指标。最后,运用STATA软件,选取2002年-2008年(旧常态)和2009年-2015年(新常态)两个阶段对我国16家上市商业银行的盈利能力的影响因素进行实证分析,通过对比来分析经济常态下我国上市商业银行盈利能力的影响因素有什么样的变化。结果发现,在旧常态期间,手续费及佣金比率与商业银行的资产收益率之间的联系并不显著,但在新常态期间,手续费及佣金比率与商业银行的资产收益率呈现出非常显著的正向相关关系。这表明在经济新常态下,非利息收入对于商业银行盈利能力的影响越来越大,非利息收入已经逐渐成为商业银行盈利的主要来源之一;资产规模、业务管理费占比、资本充足率、净息差、存贷比、成本收入比、市场集中度、金融脱媒指标对商业银行资产收益率的影响,在经济新常态时期表现得要比旧常态时期要更强烈一些。因此在经济新常态下,商业银行的收入结构正在不断的转型中,非利息收入在商业银行的盈利收入中占据的比重越来越大,商业银行对于抵抗风险能力、对于成本和管理费用的控制的要求正在逐渐增强,商业银行自身的经营结构正在不断地完善中,从而也使得商业银行在未来的竞争中变得更加具有竞争力。
[Abstract]:After the economic crisis, China's economy entered a period of deep transformation, China's GDP growth rate began to continue to decline, the domestic economic development also appeared a depressed state of development. China's economy has gradually changed from the past high speed growth to a medium and high speed growth mode. The domestic economic structure has been continuously optimized, and the industry is being comprehensively upgraded. Therefore, China's economic development has deviated from the "old normal" development model and entered the new "new normal" development model. The emergence of "new normal economy" has also changed the "ecological environment" of the development of financial industry in China to a certain extent, especially has a profound impact on the management mode and income structure of commercial banks. It is worthwhile to study how the influencing factors of commercial banks' profitability change and how they affect the profitability of commercial banks under the new normal state of economy. And through the study of the profitability of commercial banks under the background of the new normal economy, it can also provide a better reference for the healthy development of commercial banks in the future. Under the background of the new normal state of economy, this paper first analyzes the theories related to the profitability of commercial banks and the influence of the new normal state on the profitability of commercial banks. Then it analyzes the influencing factors of the profitability of the listed commercial banks in China from the macro and micro perspectives, and determines the indicators used to measure the profitability of the commercial banks in China and the indicators of the factors affecting the profitability of the listed commercial banks in China. Finally, using STATA software, this paper analyzes the influencing factors of the profitability of 16 listed commercial banks in China from 2002 to 2008 (the old normal) and 2009 to 2015 (the new normal). This paper analyzes the influence factors on the profitability of listed commercial banks under normal economic conditions. The results showed that during the old normal period, there was no significant relationship between the fees and commission ratio and the return on assets of commercial banks, but during the new normal period, There is a significant positive correlation between fees and commission rates and the return on assets of commercial banks. This indicates that in the new normal state of economy, non-interest income has more and more influence on commercial banks' profitability, and non-interest income has gradually become one of the main sources of commercial banks' profits. The influence of capital adequacy ratio, net interest margin, deposit / loan ratio, cost to income ratio, market concentration and financial disintermediation index on the return of assets of commercial banks is stronger in the new normal period than in the old one. Therefore, under the new normal state of economy, the income structure of commercial banks is constantly in the process of transformation. Non-interest income accounts for more and more of commercial banks' profit income, and commercial banks have the ability to resist risks. The requirements of cost and management cost control are gradually strengthened, and the management structure of commercial banks is constantly improving, which makes commercial banks more competitive in the future competition.
【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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