基于因子分析法的我国上市银行绩效评价实证研究

发布时间：2018-07-05 02:37

本文选题：上市银行 + 绩效评价　；参考：《河北经贸大学》2017年硕士论文

【摘要】：在实体经济增长减速、多层次资本市场加快建设、互联网金融快速发展以及利率市场化基本完成的历史挑战和机遇环境中,就上市银行内部而言,需要及时而科学地评价自身绩效,以动态评估自己的定位,推动其改善不足并促进可持续发展;对于国家和社会而言,金融系统是社会发展的重要支柱,商业银行是金融系统的主体,而上市银行又是商业银行的重要组成部分,因此进行上市银行绩效评价是对金融系统有效性和安全性等方面的重要检验。关于商业银行绩效评价,目前存在多种分析方法,主要有因子分析法、财务分析法、数据包络分析法(DEA)、经济增加值法(EVA)和平衡计分卡(BSC)等。本文通过比较这些方法,认为因子分析法在上市银行整体绩效评价中相对更为适合。本文运用因子分析方法,对我国16家上市银行2013-2015年的数据进行分析,得出我国上市银行在盈利性、成长性、安全性和流动性方面的绩效得分,最后得到其综合绩效得分。通过比较分析,得到5个基本结论:1、综合绩效表现整体有所下降,其中,农业银行和大部分全国性股份制银行表现较差。2、盈利性绩效整体下降问题比较严重,尤其是全国性股份制银行更为明显。3、成长性绩效增长表现一般,城市商业银行整体高于全国性股份制银行,全国性股份制银行整体高于国有控股银行。4、安全性绩效整体进步较好,但绩效下降的银行数量有所增加,此外大部分全国性股份制银行安全性绩效排名靠后。5、流动性绩效得分明显下降,但仍然比较充足,各类银行内部的绩效表现均出现了较大程度的分化。实体经济的波动、金融脱媒化的压力和利率市场化的短期冲击是影响上市银行绩效上述表现结果的重要原因。为改善上市银行绩效,就宏中观而言,我国应大力推动金融与实体经济协同发展,适度推进金融业由分业经营向混业经营过渡。就微观而言,建议上市银行主动去媒介化、调整非利息收入。
[Abstract]:In the historical challenge and opportunity environment of slowing down the real economy growth, accelerating the construction of multi-level capital market, the rapid development of Internet finance and the basic completion of interest rate marketization, as far as the interior of listed banks is concerned, The need to evaluate their performance in a timely and scientific manner in order to assess their position dynamically, to promote their inadequate improvement and to promote sustainable development; for countries and societies, the financial system is an important pillar of social development, The commercial bank is the main body of the financial system, and the listed bank is an important part of the commercial bank, so the performance evaluation of the listed bank is an important test of the effectiveness and security of the financial system. At present, there are many analysis methods for commercial bank performance evaluation, such as factor analysis, financial analysis, data envelopment analysis (DEA), economic added value (EVA) and balanced scorecard (BSC). By comparing these methods, this paper thinks that factor analysis is more suitable for the overall performance evaluation of listed banks. This paper uses factor analysis method to analyze the data of 16 listed banks in China from 2013 to 2015, and obtains the performance scores of China's listed banks in terms of profitability, growth, security and liquidity, and finally obtains their comprehensive performance scores. Through comparative analysis, five basic conclusions: 1: 1, the overall performance of the comprehensive performance has declined, among which, the Agricultural Bank and most of the national joint-stock banks have a poor performance of .2. the overall decline of profitability performance is more serious. In particular, the national joint-stock banks are more obvious. 3, the growth performance is general, the city commercial banks as a whole is higher than the national joint-stock banks. The national joint-stock banks as a whole are higher than the state-owned holding banks. The overall security performance has improved better, but the number of banks with lower performance has increased. In addition, most of the national joint-stock banks ranked at the bottom of the rank of security performance, liquidity performance scores significantly decreased, but still relatively adequate, all kinds of banks have a greater degree of internal performance differentiation. The fluctuation of real economy, the pressure of financial disintermediation and the short-term impact of interest rate marketization are the important reasons that affect the performance of listed banks. In order to improve the performance of listed banks, our country should vigorously promote the coordinated development of finance and real economy, and appropriately promote the transition from separate operation to mixed operation. As far as micro-level is concerned, it is suggested that listed banks should take the initiative to demedia and adjust their non-interest income.
【学位授予单位】：河北经贸大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33

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