银行支付结算业务变动对核心存款的影响分析

发布时间：2018-07-28 07:41

【摘要】：随着金融改革的深入,国内银行业务不断向多功能综合化方向演变,但是存款仍是商业银行的基础性业务,它既为银行贷款提供资金来源,同时也是商业银行盈利增加以及规模扩张最为重要的决定因素。核心存款是商业银行存款中的长期稳定部分,一家银行的核心存款越多,代表着银行市场风险抵抗能力越强。因此,核心存款是各家银行积极努力争夺的资金来源。支付结算业务作为银行的一项基础性服务业务,是商业银行连接客户的纽带,其业务发展直接关系到银行的整体运营及生存状态。随着金融创新的不断发展,银行中间业务的内涵和外延发生了重要变化,支付结算业务作为银行中间收入的重要组成部分和产品创新基础,它的发展成为银行增强竞争力、增加收益的有效途径。本文基于2006年至2015年间16家上市银行的年报数据做实证分析,采用HP滤波法估算出各商业银行的核心存款,对支付结算业务变动和核心存款之间建立面板模型,得出支付结算业务的变动对核心存款影响是显著的,从而从大力发展支付结算业务的角度为商业银行守住核心存款提出相应的建议。在银行支付结算业务与核心存款余额影响研究的过程中,首先对全国16家上市银行总体面板数据建立双向固定效应模型,结果发现银行卡业务和结算业务对核心存款有显著的正相关关系,模型中还包含了时间效应和个体效应,其中个体效应中浦发银行的影响最大,其次是交通银行,影响最小的是北京银行;时间效应中影响最大的是2010年,其次是2012年,影响最低的是2007年。然后将16家上市银行分为国有银行、股份制银行和城市银行,对国有银行和股份制银行建立随机效应模型,对城市银行建立固定效应模型,结果发现国有银行的银行卡业务对核心存款的影响较强于结算业务,城市银行和股份制银行结算业务对核心存款的影响较大。在银行支付结算业务变动与核心存款增长率之间的影响研究过程中,首先对16家上市银行总体面板数据建立混合回归模型,结果发现结算业务增长率、银行卡业务增长率、业务结构变动和营业收入增长率对核心存款增长率的变化是显著的,其中营业收入增长率的影响最大,业务结构变动的影响最小。然后对三种类型的商业银行分别建立混合回归模型,结果发现国有银行、股份制银行和城市银行的营业收入增长率对核心存款增长率的影响均是显著的以及国有银行和城市银行支付结算业务变动对核心存款增长率的影响是显著的。因此,各商业银行银行不论规模的大小,都应该重视支付结算业务的推进和创新,为客户提供更加充足的支付结算产品和优质的服务,从而稳固银行核心存款并提高核心存款增长率。
[Abstract]:With the deepening of financial reform, the domestic banking business continues to evolve towards multi-function integration, but deposit is still the basic business of commercial banks, which provides the source of funds for bank loans. At the same time, it is also the most important determinant of commercial banks' profit increase and scale expansion. The core deposit is the long-term stable part of the commercial bank deposit. The more the core deposit in a bank, the stronger the market risk resistance of the bank. Therefore, the core deposit is the source of funds that the banks actively strive to fight for. As a basic service business of banks, payment and settlement business is the link for commercial banks to connect customers. The development of payment and settlement business is directly related to the whole operation and survival state of banks. With the continuous development of financial innovation, the connotation and extension of bank intermediary business has undergone important changes. As an important part of the bank's intermediate income and the basis of product innovation, payment and settlement business has become an important part of the bank's competitiveness. An effective way to increase revenue. Based on the annual report data of 16 listed banks from 2006 to 2015, this paper uses HP filter method to estimate the core deposits of each commercial bank, and establishes a panel model between the change of payment and settlement business and the core deposit. It is concluded that the change of payment and settlement business has a significant impact on the core deposit, and the corresponding suggestions are put forward for commercial banks to maintain the core deposit from the angle of vigorously developing payment and settlement business. In the course of the research on the effect of bank payment and settlement business and core deposit balance, the bidirectional fixed effect model is established for the total panel data of 16 listed banks in China. The results show that there is a significant positive correlation between bank card business and settlement business on the core deposit. The model also includes time effect and individual effect, among which the impact of Pudong Development Bank is the biggest, followed by Bank of Communications. Bank of Beijing had the least impact; the time effect was greatest in 2010, followed by 2012, and the lowest in 2007. Then the 16 listed banks are divided into state-owned banks, joint-stock banks and urban banks. The random effect model is established for state-owned banks and joint-stock banks, and the fixed effect model for urban banks is established. The results show that the bank card business of state-owned banks has stronger influence on the core deposits than the settlement business, and the settlement business of urban banks and joint-stock banks has a greater impact on the core deposits. In the process of studying the influence between the change of bank payment and settlement business and the growth rate of core deposit, the mixed regression model of 16 listed banks' overall panel data is established. The results show that the growth rate of settlement business and the growth rate of bank card business are found. The change of business structure and the growth rate of operating income have significant influence on the growth rate of core deposit, among which the influence of the growth rate of business income is the biggest, and the influence of the change of business structure is the least. Then, the mixed regression models are established for the three types of commercial banks, and the results show that the state-owned banks, The effect of the growth rate of operating income of joint-stock banks and city banks on the growth rate of core deposits is significant, and the change of payment and settlement business of state-owned banks and city banks has a significant effect on the growth rate of core deposits. Therefore, all commercial banks, regardless of their size, should attach importance to the promotion and innovation of payment and settlement business, and provide customers with more adequate payment and settlement products and quality services. So as to stabilize the bank core deposits and increase the growth rate of core deposits.
【学位授予单位】：上海师范大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2

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