發(fā)布時間：2018-04-24 21:45

  本文選題：高利潤 + 盈利能力��； 參考：《浙江財經(jīng)大學》2013年碩士論文

【摘要】：在金融全球化和外資銀行進入的情況下，以及我國對利率管理放開和利率市場化情況下，中國銀行業(yè)必將面臨強烈的沖擊，中國銀行業(yè)如何面對競爭、如何保持高盈利水平都值得深思。同時究竟是什么因素造成了我國銀行業(yè)有如此高的利潤？這也值得我們好好探討。 銀行業(yè)的績效研究已經(jīng)在發(fā)達國家得到了很多的關(guān)注，現(xiàn)在有許多的文獻研究通過資源管理檢驗影響銀行績效的因素。目前，在研究銀行盈利能力的影響因素時，一般將影響因素分為兩類：即內(nèi)部因素（或特征因素）與外部因素（或宏觀因素）。內(nèi)部因素主是銀行自身所具有的因素，如銀行的規(guī)模大小、流動性、信任風險、資本充足率等；外部因素主要指不受銀行控制的宏觀經(jīng)濟狀況、政策法規(guī)等因素。在國內(nèi)文獻中，通常利用財務分析法、包絡數(shù)據(jù)法、簡單線性回歸等方法來衡量哪個因素對銀行盈利能力有影響，但這些方法有其局限性，不能全面綜合反應各因素整體對銀行盈利能力的影響。 本文旨在檢驗在我國銀行業(yè)在2003—2012年期間的績效情況，也是對中國銀行業(yè)盈利能力的影響因素的檢驗。雖然已經(jīng)有大量的文獻研究發(fā)達國家銀行業(yè)的盈利能力，，但對影響發(fā)展中國家的銀行績效影響因素的實證工作卻很少。在國內(nèi)部分文獻對銀行盈利能力的研究中，特別是實證中，其選取的變量因素較少且沒有納入利率差因素在模型中，這對銀行盈利能力的考查不具完整性。 本文是以產(chǎn)業(yè)經(jīng)濟學為基本理論，以我國銀行業(yè)作為研究對象，實證研究分析我國銀行業(yè)的盈利因素。本方的創(chuàng)新點主要有：（1）在樣本選取上，我們選取了中國銀行業(yè)主要的上市銀行為代表且選取跨度10年的數(shù)據(jù)作為研究對象；（2）在方法上，我們采用多元線性面板回歸模型對理論進行實證研究，而不是簡單的比較分析、因子分析；（3）在模型中我們考慮到了存貸款利率差因素，這樣使我們的實證分析更接近我國的情況。 本文的行文內(nèi)容主要如下：第二章介紹了中國金融體系以及銀行業(yè)體系的一個簡短概述，和我國銀行業(yè)的最新現(xiàn)狀及表現(xiàn)。第三章概述了對銀行盈利能力的經(jīng)濟計量理論框架與計量模型。第四中報告了在各個因素下對銀行盈利能力影響的實證研究結(jié)果。第五章中我們考慮到存貸款利率差因素在模型中，研究在利差情況下銀行盈利能力的影響因素。第六章中我們得出本文的結(jié)論和給出政策建議。最后，我們在附錄部分提供了部分結(jié)果和參考數(shù)據(jù)。 本文研究的實證分析結(jié)果表明銀行規(guī)模對銀行的盈利有顯著影響，但對不同的銀行產(chǎn)生的影響不同，對股份制商來銀行而言存在著規(guī)模經(jīng)濟，對國有商業(yè)銀行卻存在規(guī)模不經(jīng)濟。我們發(fā)現(xiàn)，流動性對具有較高的流動性的國有商業(yè)銀行趨向于有相對更強的盈利能力，這可以通過對國有企業(yè)的大量貸款而證實。信用風險對我國銀行盈利的影響不是很顯著，這主要由我國銀行業(yè)的環(huán)境決定了的。管理效率的提高對銀行盈利有積極影響，所以我國銀行業(yè)管理效率的提高能夠促進銀行的盈利能力。銀行營業(yè)網(wǎng)點越多也有利于銀行更多地吸收社會存款，進而提高銀行資產(chǎn)規(guī)模，從而影響銀行的盈利能力。在競爭的市場經(jīng)濟條件下，股東權(quán)益比例越高越能提高銀行的盈利能力。我們分析發(fā)現(xiàn)，宏觀經(jīng)濟因素中，無疑國內(nèi)生產(chǎn)總值是影響銀行盈利最重要的一個因素，無論在何種情況下，只有當整體經(jīng)濟健康增長時，才能更有利企業(yè)的發(fā)展，企業(yè)產(chǎn)出與國內(nèi)生產(chǎn)總值的關(guān)系密不可分。而通貨膨脹對銀行盈利能力影響有兩種可能，適當?shù)耐浤艽龠M社會經(jīng)濟發(fā)展，從而增加銀行盈利；當過高的通脹則會過快引起貨幣資產(chǎn)的貶值，從而損害銀行的利益。在當下我國利率管制的情況下，存貸款利差是影響我國銀行盈利能力的重要原因。由于我國銀行業(yè)目前的利潤主要源自利息收入，所以利差的大小直接影響到銀行盈利能力的高低。在未來存貸款利率差逐漸收窄的形勢下，銀行盈利面臨著很大的壓力。
[Abstract]:Under the circumstances of the financial globalization and the entry of foreign banks, and the liberalization of interest rate management and the marketization of interest rates in China, the Chinese banking industry will face a strong impact. How the Chinese banking industry faces competition and how to maintain the high profit level is worth thinking. At the same time, what is the factor that has caused so high the Chinese banking industry to be so high Profit? It's worth discussing.
The performance research of the banking industry has received a lot of attention in the developed countries. There are many literature research on the factors that affect bank performance through resource management. At present, in the study of the influencing factors of the bank's profitability, the influence factors are generally divided into two categories: the internal factors (or characteristic factors) and the external factors (or macro). Internal factors are the factors of the bank itself, such as the size, liquidity, trust risk and capital adequacy of the bank, and the external factors mainly refer to the macroeconomic conditions and policies and regulations that are not controlled by the bank. In the domestic literature, the methods of financial analysis, enveloping data and simple linear regression are usually used in the domestic literature. To measure which factors have an impact on the profitability of the bank, these methods have its limitations and can not comprehensively reflect the overall impact of the factors on the profitability of the banks.
The purpose of this paper is to test the performance of China's banking sector during the period of 2003 to 2012, and also to test the factors affecting the profitability of China's banking industry. Although there have been a large number of literature on the profitability of the developed countries, the empirical work on the influencing factors of the bank performance of the developing countries is seldom. In some literature, in the study of bank profitability, especially in the empirical, the variable factors are less and the factor of interest rate difference is not included in the model, which does not have the integrity for the examination of the bank's profitability.
This article is based on the basic theory of industrial economics, taking China's banking industry as the research object, the empirical research and analysis of the profit factors of China's banking industry. The main innovations of the Chinese banking sector are as follows: (1) in the sample selection, we selected the main listed banks in China's banking industry and selected the data of 10 years as the research object; (2) Method, we use multivariate linear panel regression model to study the theory, rather than simple comparative analysis, factor analysis; (3) in the model, we consider the factors of interest rate difference, which makes our empirical analysis closer to the situation in our country.
The main contents of this article are as follows: the second chapter introduces a brief overview of the Chinese financial system and the banking system, and the latest status and performance of the banking industry in China. The third chapter outlines the economic econometric framework and measurement model of the bank's profitability. Fourth reports on the profitability of banks under various factors. In the fifth chapter, we consider the factors in the deposit and loan interest rate difference in the model and study the factors affecting the profitability of the bank in the case of difference. In the sixth chapter, we draw the conclusion and give the policy suggestions. Finally, we provide the Department results and reference data in the appendix section.
The results of the empirical analysis show that the bank size has a significant impact on the bank's profit, but the impact on the different banks is different, there is a scale economy for the joint-stock banks and the state-owned commercial banks are uneconomical. There is a relatively stronger profitability, which can be confirmed by a large number of loans to the state-owned enterprises. The effect of credit risk on the profit of our banks is not very significant. This is mainly determined by the environment of the banking industry in China. The improvement of management efficiency has a positive impact on the profit of the bank, so the efficiency of banking management in our country can be improved. To promote the profitability of banks, the more bank outlets also help banks to absorb more social deposits, and then increase the scale of banks' assets, thereby affecting the profitability of banks. In the competitive market economy, the higher the proportion of shareholders' equity, the higher the profitability of the banks. We find that there is no macroeconomic factor. The gross domestic product (GDP) is the most important factor affecting the profit of the bank. In any case, only when the overall economic growth is healthy can it be more advantageous to the development of the enterprise. The relationship between the output of the enterprise and the gross domestic product is inseparable. And inflation has two possible effects on the profitability of the bank, and the appropriate inflation can promote the growth of the bank's profitability. The social and economic development will increase the profit of the bank, when the high inflation is too fast to cause the devaluation of the currency assets and damage the interests of the banks. In the present situation of our country's interest rate control, the deposit and loan margin is an important factor affecting the profitability of the banks in our country. So the size of the margin has a direct impact on the bank's profitability. In the future, the bank's profit is under great pressure when the interest rate difference is gradually narrowed.

【學位授予單位】：浙江財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.3;F830.42

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本文編號：1798372