基于因子分析法的我国上市银行经营绩效的实证分析

发布时间：2018-01-17 23:36

本文关键词：基于因子分析法的我国上市银行经营绩效的实证分析　出处：《辽宁大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着社会市场经济的发展，我国金融行业对国民经济的发展和调节起着越来越重要的作用①，金融行业是我国经济发展的基石，而商业银行又是金融业的核心，银行业关系到整个民生国计，因此银行业的经营绩效的可持续发展对中国经济的健康发展至关重要②。随着我国2001年正式加入了WTO，在市场经济对外开放和2006人民币业务的全面开放的契机之下，外资银行纷纷涌入我国，对我国的银行形成了巨大的竞争压力。为了应对挑战，我国的银行基本于2010年底完成了股份制改革，但这还远远不够，如果想在这个激烈竞争的环境中处于不败之地，我国的银行应该设法提高其综合竞争力，提升其经营业绩。本文通过对16家上市银行的经营绩效进行实证分析，得出我国上市银行在发展和经营方面存在的问题和不足，进而提出有针对性的对策建议，以期能对它们的经营绩效有所帮助，也为其他银行的上市发展提供一套可以参考的经营绩效评估体系，这正是本文研究的现实意义所在。本文主要选取了2013年的16家上市银行作为样本，用因子分析法分析了影响其经营绩效的13个财务数据，从而得出：股份制商业银行的发展进步比较快，成长能力强，但是他们的资本盈利能力不强，资金的流动性也不是太好，贷款质量不高，另外还需要增加中间业务收入；和股份制银行不同的是，国有控制银行（中、农、工、建）在流动性和盈利性方面却表现的比较好，但是在资产安全性方面和成长能力方面表现的不好。本文总共分为五章：第一部分是绪论，这部分内容主要是文章的选题背景及研究意义、研究的主要内容和研究方法、创新及不足这三个方面。第二章提出了我国上市银行经营绩效的综合评价方法，，首先介绍了银监会关于我国商业银行风险评估提出的评价方法，然后用安全性水平、发展能力水平、盈利性水平、流动性水平这四个指标来构建一套分析我国上市银行经营绩效的指标体系，对这四个方面的指标进行具体说明并确定了各指标在评价体系中的权重。第三部分是我国上市银行经营绩效的实证分析。首先，本文采用spss20.0软件，根据2013年的16家上市银行的财务数据，采用因子分析方法对我国上市银行的经营绩效进行实证分析。最后，基于因子分析的结果，从单个因子和总体的情况方面，来分析中国的16家上市银行目前经营绩效的情况，然后根据两种不同性质的商业银行各自表现出来的不足，分别提出了相应的对策建议。第四章是在第三章的分析结果后，根据股份制商业银行和国有控股商业银行存在的不足，分别提出了一些建议和对策。对我国国有商业银行发展的安全性和盈利性方面体现出来的问题和不足，所提出的改进建议，包括以下几个方面：降低不良贷款比率；增加其中间营业收入；选择好的资金管理方法；使员工激励机制得以完善；提高公司的治理水平。然而，对于我国股份制商业银行他们的不足，主要是其资金流动性不好、盈利能力不强，所以就相应的提出了如下的建议：确定目标市场，做出准确的定位；提高资本盈利能力；改革创新。第五章是结论部分，概括本文的内容以及对今后的研究工作提出了初步设想。本文的创新之处在于研究的对象具有代表性和时效性，因为选取了在银行业中具有代表性的16家上市银行2013年的最新财务数据，另外本文采用了因子分析法，构建了一套评价商业银行经营绩效的指标体系，这套指标体系对以后的银行的发展也起到了一定的借鉴作用。本文仍存在诸多不足，因我国的银行上市时间短，缺少许多需要的板面数据，所以只能选择这些传统的指标来衡量经营绩效。由于本人的阅历的局限性，还有很多统计方法如数据包络法没有运用到该分析中。所以，这是我今后将努力的方向。
[Abstract]:With the development of social market economy, China's financial industry to the development of national economy and regulation plays a more and more important role in the financial industry is the cornerstone of China's economic development, but the commercial bank is the core of the financial industry, the banking industry is related to the national welfare and the people's livelihood sustainable development of banking industry, so the performance of China economy healthy development is very important. 2 with China in 2001 officially joined the WTO, under the full liberalization of the market economic opening and 2006 RMB business opportunities, foreign banks have entered China, forming a huge competition pressure to Chinese banks. In order to meet the challenge, China's Bank at the end of 2010 to complete the joint-stock reform, but it is not enough, if want to be in an invincible position in the fierce competition environment, China's banks should try to improve its comprehensive competitive force, provided Rise of its operating performance. This paper makes an empirical analysis on the 16 listed banks operating performance, that exists in the development and management of China's listed banks problems and deficiencies, and puts forward some countermeasures, in order to help their business performance, but also can provide a reference for the business performance the evaluation system for the development of other listed banks, this is the practical significance of the research. This paper selects 16 listed banks in 2013 as samples, the impact of the 13 financial performance according to the number, obtained by the method of factor analysis: analysis of the development of joint-stock commercial banks relatively fast growth ability strong, but their capital profitability is not strong, liquidity is not too good, the loan quality is not high, also need to increase the intermediate business income; and joint-stock banks are different, China The control bank (China, agriculture, industry and construction) performs better in terms of liquidity and profitability, but it does not perform well in terms of asset safety and growth ability. This paper is divided into five chapters.
The first part is the introduction. This part is mainly about the background and significance of the research, the main contents and research methods, and the three aspects.
The second chapter puts forward the comprehensive evaluation of operating performance of listed banks in China, first introduced the China Banking Regulatory Commission on the evaluation method of the evaluation of China's commercial bank risk, and then use the security level, development ability, profitability, liquidity level of these four indicators to construct a set of analysis of China's listed banks operating performance the index system, illustrates the four aspects of indicators and determine the weight of each index in the evaluation system.
The third part is an empirical analysis of the operating performance of listed banks in China. Firstly, this paper uses spss20.0 software, according to the financial data of 16 listed banks in 2013, using the factor analysis method to make an empirical analysis on China's listed banks operating performance. Finally, factor analysis based on the results from single factor and the overall situation 16, to analyze the operating performance of listed banks Chinese present situation, then according to the shortcomings of the two different commercial banks respectively showed, respectively, put forward corresponding countermeasures and suggestions.
The fourth chapter is on the analysis results of the third chapter, according to the shortcomings of the joint-stock commercial banks and state-owned commercial banks, this paper puts forward some suggestions and countermeasures. The safety and profitability of the development of China's state-owned commercial banks reflect the problems and deficiencies, proposed improvement suggestions, including the following aspects: reduce non-performing loan ratio; increasing the intermediate business income fund; good management method; the incentive mechanism for employees to improve; improve the level of corporate governance. However, for the lack of joint-stock commercial banks in China. They are mainly the liquidity is not good, profitability is not strong, so we put forward the following suggestions: to determine the target market, make accurate positioning; improve the profitability of capital; reform and innovation.
The fifth chapter is the conclusion part, summarizes the content of this article and puts forward some tentative ideas for the future research work.
The innovation of this paper is to study the object representative and timeliness, because selected the most representative of the new financial data of 16 listed banks in 2013 in the banking industry, this paper used the factor analysis method, establishes a set of evaluation index system of the performance of the commercial banks, the Development Bank of the index system the future may also play a certain reference role. There are still many deficiencies in this paper, China's listed banks for short time, lack of the many needs of the panel data, we can only choose these traditional indicators to measure business performance. Due to the limitation of my experience, there are many statistical methods such as data envelopment analysis not using the analysis. So, this is my future direction.

【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.3;F224

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