本文關鍵詞：中國商業(yè)銀行盈利能力實證研究　出處：《遼寧大學》2013年碩士論文　論文類型：學位論文

  更多相關文章： 商業(yè)銀行 盈利能力 主成分分析 影響因素

【摘要】：商業(yè)銀行盈利能力的強弱直接關系其自身的生存與發(fā)展。盈利水平的提高不僅能夠增強銀行信譽，增強銀行的資本實力，吸引更多的客戶，與此同時還可以增強銀行自身抵御風險的能力，提高銀行的競爭力。 從2001年加入WTO及2006年人民幣業(yè)務對外資銀行全面開放以來，中國銀行業(yè)面臨日益嚴峻的競爭壓力。與一些資本雄厚、技術手段先進、金融產(chǎn)品多樣化的國際先進銀行相比，中國商業(yè)銀行普遍存在盈利能力較弱、信貸風險防范體系不完善、經(jīng)營管理水平不足、業(yè)務創(chuàng)新能力不足等問題，特別是大型國有控股商業(yè)銀行由于歷史包袱重，問題更甚。雖然隨著中國金融體制改革的不斷深化和完善，商業(yè)銀行的一些問題得到了一定程度地改善.但是要在中國金融業(yè)完全對外資銀行開放前較快提高其競爭力，不僅要處理好歷史遺留問題，而且更應重視提高自身的盈利能力，這樣才能確保商業(yè)銀行的可持續(xù)發(fā)展。正是基于此背景，，本文對中國商業(yè)銀行盈利能力及其影響因素進行嘗試性研究，并提出相應的對策。 本文在介紹商業(yè)銀行盈利能力相關概念以總結(jié)國內(nèi)外有關商業(yè)銀行盈利能力研究的基礎上，首先采用主成分分析法對商業(yè)銀行的綜合盈利能力進行分析并計算各家銀行盈利能力的綜合得分，以此來比較中國各家商業(yè)銀行盈利能力的總體水平和變化趨勢。其次，在銀行自身特征因素和外部環(huán)境因素兩個方面對商業(yè)銀行盈利能力的影響因素進行理論分析的基礎上，根據(jù)中國商業(yè)銀行的具體情況選擇相關指標構(gòu)建實證指標體系。然后，運用計量經(jīng)濟學方法建立面板數(shù)據(jù)模型，對2006年至2011年14家中國商業(yè)銀行（4家大型國有控股商業(yè)銀行和10家中小型商業(yè)銀行）的財務指標進行實證分析，通過實證來分析各因素對中國商業(yè)銀行盈利能力的影響。在進行實證分析中，不但對樣本總體進行了實證檢驗，而且對兩種類型商業(yè)銀行分別進行了實證檢驗，以檢驗各因素對兩種類型商業(yè)銀行盈利能力的影響是否一致。最后本文對中國商業(yè)銀行盈利能力影響因素的問題進行分析的基礎上，結(jié)合實證結(jié)果提出提高中國商業(yè)銀行盈利能力的政策建議。
[Abstract]:The profitability of commercial banks is directly related to their own survival and development. The improvement of profit level can not only enhance the credibility of banks, enhance the capital strength of banks, attract more customers. At the same time, it can also enhance the ability of banks to resist risks and improve their competitiveness. Since the entry of WTO in 2001 and the opening of RMB business to foreign banks in 2006, the Chinese banking industry has been faced with increasingly severe competitive pressure. Compared with the international advanced banks with diversified financial products, Chinese commercial banks generally have some problems, such as weak profitability, imperfect credit risk prevention system, insufficient management level, insufficient business innovation ability and so on. In particular, large state-owned holding commercial banks, because of the heavy burden of history, the problem is even more serious, although with the continuous deepening and improvement of China's financial system reform. Some problems of commercial banks have been improved to a certain extent, but in order to improve the competitiveness of China's financial industry before it is completely opened to foreign banks, we must not only deal with the problems left over from history. And we should pay more attention to improve their profitability, so as to ensure the sustainable development of commercial banks. Based on this background, this paper tries to study the profitability of Chinese commercial banks and its influencing factors. And put forward the corresponding countermeasures. This paper introduces the concept of profitability of commercial banks and summarizes the domestic and foreign research on profitability of commercial banks. First, the principal component analysis method is used to analyze the comprehensive profitability of commercial banks and calculate the comprehensive score of the profitability of each bank. In order to compare the overall level and trend of profitability of commercial banks in China. Secondly. On the basis of the theoretical analysis of the influencing factors of commercial banks' profitability in the aspects of the bank's own characteristic factors and external environmental factors. According to the specific situation of China's commercial banks, select relevant indicators to build an empirical index system. Then, using econometric methods to establish panel data model. From 2006 to 2011, the financial indexes of 14 Chinese commercial banks, including 4 large state-owned holding commercial banks and 10 small and medium-sized commercial banks, were analyzed empirically. Through the empirical analysis of the impact of various factors on the profitability of Chinese commercial banks. In the empirical analysis, not only the sample of the overall empirical test, but also the two types of commercial banks were tested empirically. In order to test the impact of various factors on the profitability of the two types of commercial banks is consistent. Finally, this paper analyzes the factors affecting the profitability of China's commercial banks on the basis of analysis. Based on the empirical results, the paper puts forward some policy suggestions to improve the profitability of Chinese commercial banks.
【學位授予單位】：遼寧大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33

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