我国商业银行盈利能力与中间业务动态关系的实证分析

发布时间：2018-07-03 18:54

本文选题：商业银行 + 盈利能力　；参考：《江西财经大学》2014年硕士论文

【摘要】：近几年,商业银行间的竞争白热化,传统的存贷款业务利润不断被压缩。从人民银行公布的贷款增速看出,在利率市场化、宏观因素及监管环境变化的外在压力下,经济增速放缓、贷款需求降低。《金融业发展和改革“十二五”规划》中着重提出推进商业银行综合化经营,并且伴随着金融改革、金融脱媒等现象的出现,毫无疑问都将影响银行传统业务的利润,彻底改变我国银行业的经营局面。中间业务资本占有率低,业务风险低,商业银行将中间业务视为增加盈利能力的新动力,在默认其盈利的前提下,加大转型力度,拓展中间业务。从2001年中国人民银行颁布了《商业银行中间业务暂行规定》开始,我国商业银行中间业务发展已步入第14个年头。从以往的学术研究表明中间业务对盈利能力的影响存在正相关,但影响力微乎其微。基于此,本文运用最新的银行业数据探讨中间业务与盈利能力的相互关系。本文在第一章首先介绍了商业银行积极拓展中间业务的背景与本文的研究意义,总结了国内外学者对盈利能力与中间业务及其相关关系的现状研究,并对相关文献进行了综述。在第二章中对盈利能力和中间业务收入的涵义分别给出了概述,参照了众多研究成果后选取了合适的衡量指标,即资产利润率ROA和中间收入占比ZSZB.并且从理论角度分析商业银行发展中间业务收入符合银行多元化、金融创新、范围经济的盈利性选择。第三章中,选取了2007年1季度至2013年1季度14家主要商业银行的季度数据,通过计算样本银行的盈利能力均值和样本银行的中间业务收入占比均值,从直观统计分析出发,分析商业银行盈利能力与中间业务是否存在相同的趋势。第四章中,采用上述14家商业银行2007年1季度至2013年1季度的面板数据,运用动态面板建立四个实证模型,分析中间业务收入和盈利能力的相互影响。根据动态面板分析得出：中间业务收入占比对盈利能力存在正相关关系；中间业务收入滞后一期对盈利能力相关关系不明显；利息收入占比对盈利能力存在负相关关系；营业收入占比对盈利能力存在负相关关系；国内生产总值增长率对盈利能力的相关关系不明显；中间业务收入滞后一期对中间业务收入存在明显正相关关系；盈利能力对中间业务收入存在正相关关系。本文结合我国的现状,梳理实证结果并对结论进行分析。在最后一章中,通过实证结论对商业银行正确合理的发展中间业务收入提出了相应的建议。
[Abstract]:In recent years, the competition between commercial banks has intensified, the traditional deposit and loan business profits have been compressed. From the loan growth rate announced by the people's Bank of China, we can see that under the external pressure of marketization of interest rates, macro factors and changes in the regulatory environment, the economic growth rate has slowed down. The "12th Five-Year Plan for the Development and Reform of the Financial sector" puts emphasis on promoting the comprehensive management of commercial banks, which is accompanied by the emergence of financial reform and financial disintermediation. There is no doubt that it will affect the profits of the traditional banking business and completely change the operating situation of China's banking industry. The intermediate business capital share is low, the business risk is low, the commercial bank regards the intermediate business as the new motive force to increase the profit ability, under the default profit premise, strengthens the transformation dynamics, expands the intermediate business. Since the people's Bank of China promulgated the interim regulations on Intermediate Business of Commercial Banks in 2001, the development of intermediary Business of Commercial Banks in China has entered the 14th year. Previous academic studies have shown that the impact of intermediary business on profitability is positively correlated, but with minimal impact. Based on this, this paper uses the latest banking data to explore the relationship between intermediate business and profitability. In the first chapter, this paper introduces the background and significance of commercial banks' active expansion of intermediary business, summarizes the current situation of domestic and foreign scholars on profitability and intermediate business and its related relations, and summarizes the relevant literature. In the second chapter, the meaning of profitability and intermediate business income are summarized respectively, and the appropriate measurement index is selected after referring to many research results, namely asset profit margin ROA and intermediate income ratio ZSZB. And from a theoretical point of view, commercial banks to develop intermediate business revenue in line with the diversification of banks, financial innovation, scope of economic profitability choice. In the third chapter, the quarterly data of 14 major commercial banks from the first quarter of 2007 to the first quarter of 2013 are selected. By calculating the average profitability of the sample banks and the average proportion of the intermediate business income of the sample banks, the paper starts from the intuitive statistical analysis. Analysis of commercial banks profitability and intermediary business whether there is the same trend. In the fourth chapter, the panel data of 14 commercial banks from the first quarter of 2007 to the first quarter of 2013 are used to establish four empirical models using dynamic panel to analyze the interaction between revenue and profitability of intermediate business. According to the dynamic panel analysis, it is concluded that the proportion of intermediate business income has a positive correlation with profitability, the intermediate business income lag has no significant correlation with profitability, the proportion of interest income has a negative correlation with profitability; The proportion of operating income is negatively related to profitability; the correlation between GDP growth rate and profitability is not obvious; Profitability has a positive correlation with intermediate business revenue. According to the present situation of our country, this paper combs the empirical results and analyzes the conclusions. In the last chapter, the author puts forward some suggestions for the commercial banks to develop the income of intermediate business correctly and reasonably through the empirical conclusion.
【学位授予单位】：江西财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2;F830.42

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