本文選題：經(jīng)營轉(zhuǎn)型 + 巴塞爾協(xié)議Ⅲ��； 參考：《浙江工商大學(xué)》2013年碩士論文

【摘要】：中國歷經(jīng)三十年改革開放后,經(jīng)濟(jì)發(fā)展走到關(guān)鍵的十字路口,經(jīng)濟(jì)轉(zhuǎn)型已勢在必行。審視國際國內(nèi)經(jīng)濟(jì)狀況,中國正處于國外主要經(jīng)濟(jì)體緩慢復(fù)蘇、國內(nèi)經(jīng)濟(jì)增速逐步放緩的局面。從2011年上市銀行年度財(cái)務(wù)報(bào)告上看,雖然在歐美等主要經(jīng)濟(jì)體復(fù)蘇乏力,我國實(shí)體經(jīng)濟(jì)增速放緩的局面下,我國銀行業(yè)的表現(xiàn)依舊可圈可點(diǎn),財(cái)務(wù)數(shù)據(jù)十分亮麗,但我們不難看出當(dāng)前中國銀行業(yè)經(jīng)營模式中經(jīng)營增長仍然還是以信貸擴(kuò)張驅(qū)動(dòng)為主,粗放式經(jīng)營擴(kuò)張模式尚未得到根本性改變。金融危機(jī)之后,監(jiān)管環(huán)境和經(jīng)營環(huán)境發(fā)生深刻的變化,巴塞爾協(xié)議Ⅲ及國內(nèi)銀行業(yè)新監(jiān)管標(biāo)準(zhǔn)的推出,將對(duì)商業(yè)銀行經(jīng)營模式、資產(chǎn)管理、盈利能力產(chǎn)生深遠(yuǎn)的影響,加快經(jīng)營轉(zhuǎn)型,是新形勢下中國上市銀行的必要抉擇。 本文在介紹巴塞爾協(xié)議Ⅲ、銀行轉(zhuǎn)型主要內(nèi)容的基礎(chǔ)上,著力分析了巴塞爾協(xié)議Ⅲ對(duì)上市銀行經(jīng)營穩(wěn)定性的影響,并選擇了16家上市銀行,以Z-score衡量銀行經(jīng)營的穩(wěn)定性,以2007-2011年上市銀行公布的數(shù)據(jù)進(jìn)行面板數(shù)據(jù)回歸�；貧w結(jié)果顯示：根據(jù)巴塞爾協(xié)議Ⅲ的標(biāo)準(zhǔn),我國監(jiān)管當(dāng)局推出的四大監(jiān)管工具對(duì)上市銀行的穩(wěn)定性具有顯著影響,資本充足率、杠桿率和貸款撥備率與Z-score正相關(guān),而流動(dòng)性比率與Z-score負(fù)相關(guān)。四大監(jiān)管工具的實(shí)施,有利于提高Z-score,降低銀行破產(chǎn)概率,提高經(jīng)營穩(wěn)定性。 依照實(shí)證結(jié)果和對(duì)招商銀行、民生銀行經(jīng)營轉(zhuǎn)型的分析,本文提出為應(yīng)對(duì)日趨嚴(yán)峻的資本約束和經(jīng)營環(huán)境,商業(yè)銀行依賴信貸規(guī)模擴(kuò)張帶動(dòng)經(jīng)營增長的外延式發(fā)展模式亟需轉(zhuǎn)型升級(jí),要更加重視發(fā)展資本節(jié)約型業(yè)務(wù),以相對(duì)較低資本的消耗獲取較高的效益和價(jià)值,走出“擴(kuò)張、融資、再擴(kuò)張?jiān)偃谫Y”的融資怪圈。要提升中間業(yè)務(wù)、零售業(yè)務(wù)和中小企業(yè)業(yè)務(wù)的業(yè)務(wù)占比,優(yōu)化收入結(jié)構(gòu)、客戶結(jié)構(gòu)以及資產(chǎn)、負(fù)債結(jié)構(gòu),以服務(wù)實(shí)體經(jīng)濟(jì)為本,更好地助力中國經(jīng)濟(jì)轉(zhuǎn)型。
[Abstract]:After thirty years of reform and opening up in China, the economic development has come to a crucial intersection. Economic transformation has been imperative. China is in a slow recovery of the major foreign economies and a gradual slowdown in domestic economic growth. From the annual financial report of the listed bank in 2011, although the main classics are in Europe and the United States and so on When the recovery of the economy is weak and the growth of China's real economy slows down, the performance of China's banking industry is still remarkable, and the financial data are very bright. However, it is not difficult to see that the current management growth of China's banking business is still mainly driven by credit expansion, and the extensive mode of expansion has not been fundamentally changed. After the crisis, the regulatory environment and the operating environment have undergone profound changes. The Basel Agreement III and the introduction of the new regulatory standards for domestic banking will have a far-reaching impact on the business model, asset management and profitability, and accelerate the operation transformation. It is a necessary choice for the Chinese Listed Banks in the new situation.
On the basis of the introduction of the Basel Agreement III and the main content of the bank transformation, this paper focuses on the analysis of the impact of the Basel Agreement III on the stability of the listed banks, and selects 16 listed banks to measure the stability of the bank's management by Z-score, and return the panel data with the data of the 2007-2011 year listed bank public cloth. According to the standard of Basel Agreement III, the four major regulatory tools introduced by China's regulatory authorities have a significant impact on the stability of listed banks. The capital adequacy ratio, leverage ratio and loan reserve ratio are positively related to Z-score, and the liquidity ratio is negatively related to Z-score. The implementation of the four major regulatory tools is beneficial to the improvement of Z-score and the reduction of the bank breaking. The production probability will improve the management stability.
According to the empirical results and the analysis of the business transformation of China Merchants Bank and Minsheng Bank, this paper puts forward that in order to cope with the increasingly severe capital constraints and operating environment, the extension of the expansion model of commercial banks depends on the expansion of the credit scale to promote the growth of the business, and it is necessary to pay more attention to the development of capital saving business with relatively low capital. Consumption gets higher benefits and values, and goes out of the financing circle of "expansion, financing, and refinancing". It is necessary to improve the proportion of intermediary business, retail business and small and medium enterprise business, optimize income structure, customer structure, assets, debt structure, and serve the real economy as the basis for China's economic transformation.
【學(xué)位授予單位】：浙江工商大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F224

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