本文關(guān)鍵詞： 盈利可持續(xù)性 商業(yè)銀行 動(dòng)態(tài)面板數(shù)據(jù)模型 影響因素　出處：《復(fù)旦大學(xué)》2013年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：近年來(lái),我國(guó)商業(yè)銀行的盈利能力穩(wěn)步提升,然而在經(jīng)濟(jì)增速放緩、利率市場(chǎng)化以及外資銀行業(yè)務(wù)逐漸放開(kāi)的趨勢(shì)下,我國(guó)商業(yè)銀行當(dāng)前較高的盈利能力是否具有可持續(xù)性,具體哪些因素會(huì)對(duì)我國(guó)商業(yè)銀行的盈利可持續(xù)性產(chǎn)生影響并且如何影響是十分具有現(xiàn)實(shí)意義的研究問(wèn)題。 本文擬在此背景下,從盈利可持續(xù)性能力的內(nèi)涵特征入手,首先對(duì)商業(yè)銀行的盈利結(jié)構(gòu)和反映其盈利能力的資本收益率進(jìn)行杜邦分解,對(duì)各分解因素近年來(lái)的發(fā)展趨勢(shì)以及行業(yè)競(jìng)爭(zhēng)情況進(jìn)行描述,之后,根據(jù)盈利可持續(xù)性相關(guān)的理論研究,使用時(shí)間序列模型來(lái)刻畫(huà)盈利可持續(xù)性這一動(dòng)態(tài)特征,并結(jié)合我國(guó)商業(yè)銀行盈利可持續(xù)性影響因素的理論分析,建立動(dòng)態(tài)面板數(shù)據(jù)模型,具體考察行業(yè)特征、宏觀經(jīng)濟(jì)環(huán)境、銀行個(gè)體因素對(duì)我國(guó)商業(yè)銀行盈利可持續(xù)性能力的影響程度,同時(shí)對(duì)各影響因素的作用機(jī)制進(jìn)行詳細(xì)的闡述。最后,根據(jù)本文的實(shí)證結(jié)果和理論分析,針對(duì)未來(lái)如何提高我國(guó)商業(yè)銀行的盈利可持續(xù)能力給出一些相關(guān)的政策建議。 本文的基本結(jié)論為：源于行業(yè)壁壘、法律法規(guī)管制等因素造成的行業(yè)競(jìng)爭(zhēng)不充分現(xiàn)象是我國(guó)商業(yè)銀行具有一定的盈利可持續(xù)性能力的主要原因之一。同時(shí)我國(guó)商業(yè)銀行盈利可持續(xù)性能力的強(qiáng)弱還與其自身的收入結(jié)構(gòu)、經(jīng)營(yíng)效率以及風(fēng)險(xiǎn)管理等因素密切相關(guān)。實(shí)證檢驗(yàn)發(fā)現(xiàn)資本資產(chǎn)比、不良貸款撥備率與我國(guó)商業(yè)銀行盈利可持續(xù)性能力曾負(fù)相關(guān),這表明由于商業(yè)銀行的外部性特征和經(jīng)營(yíng)中借貸雙方信息不對(duì)稱(chēng)等原因,目前我國(guó)商業(yè)銀行業(yè)存在著通過(guò)提高資本的經(jīng)營(yíng)杠桿來(lái)獲取大量風(fēng)險(xiǎn)收益的傾向,長(zhǎng)期來(lái)看,這不利于我國(guó)商業(yè)銀行盈利的持續(xù)穩(wěn)定發(fā)展。除此之外,宏觀經(jīng)濟(jì)周期通過(guò)影響信貸規(guī)模,進(jìn)而對(duì)我國(guó)商業(yè)銀行的盈利可持續(xù)性能力產(chǎn)生影響。
[Abstract]:In recent years, the profitability of commercial banks in China has steadily improved, but in the trend of economic growth, interest rate liberalization and the gradual liberalization of foreign banking business. Whether the high profitability of commercial banks in China is sustainable or not. What factors will affect the profitability sustainability of commercial banks in China and how to influence them are of great practical significance. Under this background, this paper begins with the connotation characteristics of profitability, first of all, it decomposes the profit structure of commercial banks and the capital return rate which reflects the profitability of commercial banks. This paper describes the development trend of each decomposition factor in recent years and the competition of the industry. Then, according to the theory of profit sustainability, we use the time series model to describe the dynamic characteristics of profit sustainability. Based on the theoretical analysis of the influencing factors of profitability sustainability of commercial banks in China, a dynamic panel data model is established to investigate the characteristics of the industry and the macroeconomic environment. The impact of individual factors on the profitability of commercial banks in China, and at the same time, the mechanism of these factors is elaborated in detail. Finally, according to the empirical results and theoretical analysis of this paper. This paper gives some policy suggestions on how to improve the profitability sustainability of commercial banks in the future. The basic conclusion of this paper is: originated from industry barriers. The phenomenon of insufficient competition caused by the regulation of laws and regulations is one of the main reasons for the profitability sustainability of commercial banks in our country. At the same time, the strength and weakness of the profitability sustainability of commercial banks in China are also the same as that of the commercial banks in China. Its own income structure. Operational efficiency and risk management are closely related. Empirical test found that capital asset ratio, non-performing loan reserve ratio and profitability of commercial banks in China had negative correlation. This indicates that due to the externality of commercial banks and the asymmetric information between the two parties in operation, the commercial banks in our country have the tendency to obtain a large amount of risk gains by raising the operating lever of capital. In the long run, this is not conducive to the sustained and stable development of commercial banks' profits. In addition, the macroeconomic cycle has an impact on the profitability of Chinese commercial banks by influencing the scale of credit.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F832.33

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