信贷集中对我国上市商业银行经营绩效的影响研究

发布时间：2018-05-19 17:12

本文选题：信贷集中 + 客户集中度　；参考：《南京财经大学》2014年硕士论文

【摘要】：2008年一场由美国次贷危机引发的全球金融风暴,使投行业务的风险显露无遗,银行业为了规避较大的风险,还是以贷款为主要业务。那么如何安排贷款结构、怎样投放信贷比例等问题将对于我国商业银行有着至关重要的作用。本文以信贷集中这个角度为切入点,重点考察了信贷的集中度对于我国商业银行的影响。国内外已有很多学者研究过信贷集中问题,主要集中在分析信贷集中的现象、产生的原因及其影响等方面,也有少数学者实证分析了信贷集中对于我国商业银行的收益和风险影响如何。但真正衡量一个银行受信贷集中影响的指标不能仅仅单独考虑收益和风险,因为信贷的集中一方面能够带来收益,另一方面又存在潜在的风险。所以这并不能对商业银行在信贷安排上提出一个有力的建议。如果能够将信贷集中问题与商业银行的收益与风险结合起来考虑会更有意义。由于商业银行的整体经营绩效水平既体现的收益方面又包含了风险因素,是研究信贷集中对银行影响很好的替代指标。本文从银行的资产管理能力、盈利能力、偿付比率和经营增长能力四个方面考虑,共选取了11个指标通过主成分分析法得到一个衡量银行整体经营绩效水平的综合值。再以一个全新的视角来将信贷集中分成客户集中度、行业集中度、区域集中度三个方面来分别考察其对我国上市商业银行的整体经营绩效水平的影响。本文选取2005-2012年我国14家上市商业银行的年度数据,通过理论与实证分析得到的结论是：(1)信贷集中度对商业银行经营绩效的影响存在滞后效应；(2)信贷投向客户集中和行业集中是会提高银行的经营绩效水平的,而投向区域集中与银行经营绩效相关性不明显；(3)国有商业银行经营绩效受信贷集中度的影响较股份制商业银行大。最后对商业银行微观层面和国家宏观层面分别提出了相关的政策建议。
[Abstract]:In 2008, a global financial storm triggered by the U.S. subprime mortgage crisis exposed the risks of investment banking business. In order to avoid the greater risks, the banking sector still focused on loans as the main business. So how to arrange the loan structure and how to put in the credit ratio will play an important role in the commercial banks of our country. This paper focuses on the impact of credit concentration on Chinese commercial banks from the point of view of credit concentration. Many scholars at home and abroad have studied the problem of credit concentration, mainly focusing on the analysis of the phenomenon of credit concentration, the causes and its effects. A few scholars have also empirically analyzed the impact of credit concentration on the return and risk of commercial banks in China. But the real measure of a bank's influence by credit concentration can not only consider the income and risk alone, because the credit concentration can bring profit on the one hand, and there are potential risks on the other. So this does not give commercial banks a strong proposal on credit arrangements. It would be more meaningful to combine the credit concentration problem with the profit and risk of commercial banks. Because the overall operating performance level of commercial banks not only embodies the income but also contains risk factors, it is a good alternative index to study the impact of credit concentration on banks. Considering the asset management ability, profitability, repayment ratio and operating growth ability of the bank, this paper selects 11 indexes to obtain a comprehensive value to measure the overall operating performance of the bank through principal component analysis. Then from a new perspective, the credit concentration is divided into three aspects: customer concentration, industry concentration and regional concentration to examine the impact of credit concentration on the overall operating performance of listed commercial banks in China. This paper selects the annual data of 14 listed commercial banks in China from 2005 to 2012. Through theoretical and empirical analysis, it is concluded that the impact of credit concentration on the performance of commercial banks has a lag effect. (2) the concentration of credit to customers and industries can improve the level of operational performance of banks. However, there is no obvious correlation between regional concentration and bank performance. (3) the operational performance of state-owned commercial banks is influenced by credit concentration more than that of joint-stock commercial banks. Finally, the paper puts forward relevant policy recommendations on the micro-level and national macro-level of commercial banks.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F832.33

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