本文選題：商業(yè)銀行經(jīng)營績效　切入點：因子分析法　出處：《南京財經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行是資金融通的重要中介，在社會資源配置的過程中起了至關(guān)重要的作用。我國商業(yè)銀行的績效問題，已經(jīng)成為了我國金融業(yè)的關(guān)鍵問題。自2003年以來，我國的國有商業(yè)銀行逐個推行了股份制改革，國有銀行的公司治理與經(jīng)營目標與之前大不相同，注重績效的提高。2012年6月8日，中國人民銀行出臺了利率浮動的政策，說明了我國也拉開了利率市場化的序幕，利率市場化必將使商業(yè)銀行之間的競爭進一步加劇。所以如何度量商業(yè)銀行的綜合績效，商業(yè)銀行的經(jīng)營績效的影響因素有哪些，商業(yè)銀行的經(jīng)營績效是否可以提高以及如何提高，這些問題不僅是學(xué)術(shù)界，更是商業(yè)銀行經(jīng)營者非常關(guān)心的問題。 本文主體部分首先對商業(yè)銀行經(jīng)營績效的含義進行了界定，對商業(yè)銀行績效評價方法分為單因素指標法和綜合指標法。其中重點分析了因子分析法的原理以及做法。對商業(yè)銀行經(jīng)營績效的影響因素分為宏觀因素、行業(yè)因素和微觀因素等三類。 其次，本文采用了14家上市銀行的2005-2011年的數(shù)據(jù)，選取了權(quán)益凈利率、資產(chǎn)凈利率、每股收益、資產(chǎn)負債率、總資產(chǎn)周轉(zhuǎn)率、凈資產(chǎn)增長率、總資產(chǎn)增長率和資本充足率等八個因素進行因子分析，計算出商業(yè)銀行的綜合得分，并且將2011年的綜合得分與托賓q值進行比較，檢驗因子得分對銀行綜合績效的替代性。接著，以因子分析法所度量的14家上市商業(yè)銀行的綜合得分為因變量，在自變量的選取上，，考慮國內(nèi)外關(guān)于上市商業(yè)銀行經(jīng)營績效的影響因素的總結(jié)和影響因素的理論分析，同時考慮數(shù)據(jù)的可獲得性，選取了6個影響因素進行建模分析，其中，宏觀經(jīng)濟層面選取國內(nèi)生產(chǎn)總值的對數(shù)（LGDP），行業(yè)層面選取了市場集中度指標（CR4），微觀層面選取了資產(chǎn)占比（ZCB）、不良貸款率（BLDK）、貸存比（DCB）、和中間業(yè)務(wù)收入占比（CXB）。在建模時，由于本文采用的樣本是2005-2011年的14家上市商業(yè)銀行的7個指標，符合樣本數(shù)據(jù)寬而短，所以，采用面板數(shù)據(jù)模型進行實證分析。研究表明資產(chǎn)占比未能通過顯著性檢驗，于是將這個變量剔除后再次進行面板數(shù)據(jù)模型進行分析，結(jié)果顯示其他四個解釋變量能通過顯著性檢驗，并且整體擬合度也較好。 最后在實證結(jié)論的基礎(chǔ)上，對于提高商業(yè)銀行經(jīng)營績效五條政策建議。
[Abstract]:Commercial bank is an important intermediary of financing, which plays an important role in the process of social resource allocation. The performance of commercial banks in China has become a key issue in our financial industry since 2003. The state-owned commercial banks of our country have carried out the reform of the joint-stock system one by one. The corporate governance and management objectives of the state-owned banks are very different from those before, and they pay more attention to the improvement of performance. In June 8th 2012, the people's Bank of China issued the policy of floating interest rates. It shows that our country has also opened the prelude of interest rate marketization, the interest rate marketization will certainly make the competition between commercial banks intensify further. So how to measure the comprehensive performance of commercial banks, what are the influencing factors of commercial banks' operating performance, Whether and how to improve the business performance of commercial banks is not only an academic issue, but also a matter of great concern to commercial bank operators. The main part of this paper first defines the meaning of commercial bank performance. The performance evaluation methods of commercial banks are divided into single factor index method and comprehensive index method, in which the principle and practice of factor analysis are emphatically analyzed, and the influencing factors of commercial bank performance are divided into macro factors. Industry factors and micro factors and other three types. Secondly, this paper adopts the data of 14 listed banks from 2005 to 2011, and selects net interest rate of equity, net interest rate of assets, income per share, asset-liability ratio, total asset turnover ratio, net asset growth rate. By factor analysis of eight factors, such as total asset growth rate and capital adequacy ratio, the comprehensive score of commercial banks is calculated, and the comprehensive score of 2011 is compared with Tobin Q value. Then, taking the comprehensive scores of 14 listed commercial banks as dependent variables, the independent variables are selected. Considering the summarization and theoretical analysis of the influencing factors of listed commercial banks' operating performance at home and abroad, and considering the availability of data, six influencing factors are selected for modeling and analysis. At the macroeconomic level, the logarithm of gross domestic product (GDP) is chosen, the market concentration index (CR4) is selected at the industry level, the asset ratio is selected at the micro level, the non-performing loan ratio (BLDK), the loan-to-deposit ratio (DCB), and the ratio of intermediate business income to income are selected. Because the sample in this paper is 7 indexes of 14 listed commercial banks from 2005 to 2011, which accord with the wide and short sample data, the panel data model is used to carry out empirical analysis. The research shows that the proportion of assets can not pass the significance test. The results show that the other four explanatory variables can pass the significance test and the overall fitting is good. Finally, on the basis of empirical conclusions, five policy recommendations are proposed to improve the performance of commercial banks.
【學(xué)位授予單位】：南京財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33

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