上市银行收入结构与经营风险关系研究

发布时间：2018-05-06 07:10

本文选题：上市银行 + 收入结构　；参考：《安徽大学》2017年硕士论文

【摘要】：从2001年我国入世以来,我国经济金融领域逐渐对外开放,金融自由化、一体化趋势愈发明显。当前国内金融市场利率市场化步伐不断加快,金融监管不断放松,互联网金融得到迅速发展,金融机构种类、数量不断增加,金融脱媒趋势日益明显,金融市场竞争愈演愈烈,银行业进行经营转型已是大势所趋。由于金融机构存贷款基准利率不断下调,利率弹性增加,由传统商业银行业务净利差带来的利润空间不断收窄,为了追求新的盈利增长点,国内上市银行不断开拓非传统银行业务并取得了积极成效。近年来我国上市银行的收入结构不断优化,但同时,由收入结构变化而给上市银行带来的经营风险是不确定的。加上外部市场各种不确定因素给上市银行带来的冲击对银行的风险管理提出了越来越高的要求,上市银行无论是从自身经营发展考虑还是从外部监管考虑,管控经营风险都是重中之重。基于此,本文将对当前我国上市银行收入结构与其经营风险的关系作较为深入的探究。本文以我国主要上市银行为研究对象,先对上市银行收入结构等概念进行阐述后,在总结当前我国上市银行在经营转型中所体现的经营特征的基础上,通过收集数据资料分析国内当前上市银行收入结构的现状以及近年来的变化情况;其次,本文对上市银行经营风险的概念进行了阐述,并对经营风险的几种度量方法做出较为深入的分析和比较,然后解释上市银行收入结构与其经营风险可能存在的关系并做出本文的理论假设,之后,引申出当前上市银行管控经营风险的重要性;再者,本文通过收集数据样本、选取较为适合的变量,运用EViews6.0对2006年至2015年我国16家上市银行收入结构与其经营风险关系做了实证研究,实证结果表明随着近年来上市银行非利息收入规模的扩大,其对机构本身经营风险有显著影响,且两者之间呈"U"形的线性关系;为了深入探究非利息收入对当前上市银行经营风险产生怎样的影响,本文基于马科维茨的资产组合理论,将上市银行收入的风险分解为非利息收入业务风险、净利息收入业务风险以及两者之间的相关性所产生的风险,运用STATA14.0对其进行波动性分析和相关性分析,结果表明当前随着我国上市银行非利息收入占比的增加,可以起到降低银行经营风险的作用,而净利息收入和协方差对银行总体的风险贡献程度较高,因此当前我国上市银行应当继续发展非利息收入业务;最后,在前文研究的基础上,本文提出了相关的对策建议,如创新业务品种、完善非利息收入的定价机制、激发传统银行业务潜能、建立全面风险管理体系等以更好地优化收入结构并降低经营风险。
[Abstract]:Since China's entry into the WTO in 2001, China's economic and financial fields are gradually opening to the outside world, financial liberalization and integration are becoming more and more obvious. At present, the pace of marketization of interest rates in the domestic financial market is accelerating, financial supervision is loosening, the Internet finance has been developed rapidly, the types of financial institutions, the number of financial institutions are increasing, and the trend of financial disintermediation is becoming more and more clear. The financial market competition is becoming more and more fierce, and the banking industry has become the general trend of business transformation. As the benchmark interest rate of the financial institutions is decreasing, the elasticity of interest rate increases, the profit space from the net profit margin of the traditional commercial banks is narrowing. In pursuit of the new profit growth point, the domestic listed banks continue to open up the non traditional silver. In recent years, the income structure of listed banks in China has been optimized, but at the same time, it is uncertain that the change of income structure has brought about the operating risk to the listed banks. On the basis of this, this paper will make a thorough inquiry into the relationship between the income structure and the management risk of the listed banks in China. This paper takes the main listed banks in our country as the research object, first of the listed banks' income. After elaborating the concept of construction and so on, on the basis of summarizing the operating characteristics of the current listed banks in our country, this paper analyzes the current situation of the domestic listed banks' income structure and the changes in recent years by collecting data and data. Secondly, this paper expounds the concept of the operation risk of the listed banks and manages the management of the listed banks. Several measures of risk are analyzed and compared, and then the relationship between the income structure of the listed banks and their operational risks is explained and the theoretical hypothesis of this paper is made. After that, the importance of the risk of management and management of the current listed banks is extended. The empirical study on the relationship between the income structure of 16 listed banks in China from 2006 to 2015 and the relationship between the operating risks of 16 listed banks in China has been studied. The empirical results show that with the expansion of the non interest income scale of the listed banks in recent years, it has a significant impact on the operating risk of the institutions themselves, and the linear relationship of the "U" form between the listed banks. In this paper, based on the portfolio theory of Markowitz, this paper divides the risk of listed bank income into non interest income business risk, net interest income business risk and the risk caused by the correlation between them, and uses STATA14.0 to carry on the volatility classification. Analysis and correlation analysis show that with the increase of the non interest income ratio of the listed banks in China, it can play a role in reducing the risk of bank management, while the net interest income and covariance contribute to the overall risk of the bank. Therefore, the current listed banks should continue to develop non interest income business; finally, in the former On the basis of the study, this paper puts forward relevant countermeasures and suggestions, such as innovative business varieties, improving the pricing mechanism of non interest income, stimulating the potential of traditional banking business, establishing a comprehensive risk management system and so on to better optimize the income structure and reduce the risk of operation.

【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

【参考文献】