本文選題：上市商業(yè)銀行 + 資本結(jié)構(gòu)　； 參考：《南京師范大學(xué)》2013年碩士論文

【摘要】：改革開(kāi)放以來(lái),隨著我國(guó)經(jīng)濟(jì)體制改革的深入,中國(guó)銀行業(yè)先后經(jīng)歷了恢復(fù)和重建工作(1978～1983)、支付危機(jī)和銀行業(yè)改革(1993)、政策性商業(yè)銀行和城市商業(yè)銀行的建立和發(fā)展(90年代)以及四大國(guó)有商業(yè)銀行股份制改革(1998-2002)等歷史性變革。中國(guó)加入世貿(mào)組織(2001)之后,金融體系逐漸實(shí)現(xiàn)了對(duì)外開(kāi)放,尤其是2006年之后,我國(guó)銀行業(yè)實(shí)現(xiàn)了對(duì)外全面開(kāi)放,面臨來(lái)著更深層次和更廣范圍上的全球性競(jìng)爭(zhēng),我國(guó)銀行業(yè)能否在全球經(jīng)濟(jì)一體化的過(guò)程中占有一席之地關(guān)系到自身的生存和發(fā)展。銀行績(jī)效是銀行競(jìng)爭(zhēng)力的綜合體現(xiàn),良好的績(jī)效是銀行抵御風(fēng)險(xiǎn)、提高競(jìng)爭(zhēng)力的關(guān)鍵所在。上市商業(yè)銀行以其較規(guī)范的市場(chǎng)化運(yùn)作、全面的監(jiān)管體系及較完善的信息披露機(jī)制正成為我國(guó)銀行業(yè)的發(fā)展方向,上市銀行績(jī)效的好壞代表著我國(guó)銀行業(yè)的發(fā)展情況,因此對(duì)上市銀行績(jī)效的研究有一定意義。本文從上市銀行資本結(jié)構(gòu)這一視角探討其對(duì)銀行績(jī)效的影響,以其為優(yōu)化我國(guó)商業(yè)銀行資本結(jié)構(gòu)、提高銀行績(jī)效做出參考。 本文首先對(duì)回顧了國(guó)內(nèi)相關(guān)文獻(xiàn),并做了簡(jiǎn)要評(píng)述,其次在資本結(jié)構(gòu)理論和公司治理理論的基礎(chǔ)上,探討了資本結(jié)構(gòu)對(duì)績(jī)效的影響機(jī)理。接下來(lái)在商業(yè)銀行資本結(jié)構(gòu)和銀行績(jī)效的定義下詳細(xì)分析上市商業(yè)銀行資本結(jié)構(gòu)和銀行績(jī)效的變化過(guò)程和現(xiàn)狀,發(fā)現(xiàn)上市商業(yè)銀行資本結(jié)構(gòu)和績(jī)效中存在的問(wèn)題。在理論分析基礎(chǔ)上,建立上市銀行資本結(jié)構(gòu)影響銀行績(jī)效的數(shù)量經(jīng)濟(jì)學(xué)模型,并選取14家上市銀行2004～2011年期間上市之后的相關(guān)數(shù)據(jù),采用Eviews6.0軟件對(duì)模型進(jìn)行實(shí)證分析,實(shí)證結(jié)果表明：(1)上市銀行的杠桿率的提高有利于銀行績(jī)效的改善；(2)代表核心資本結(jié)構(gòu)的股權(quán)結(jié)構(gòu)對(duì)銀行績(jī)效影響不大,尤其是股權(quán)集中度,在三個(gè)績(jī)效回歸方程中影響均不顯著；(3)附屬資本占總資本比例與銀行績(jī)效顯著正相關(guān)；(4)上市銀行資本充足率的提高有利于績(jī)效的提高。 根據(jù)實(shí)證結(jié)果,以?xún)?yōu)化商業(yè)銀行資本結(jié)構(gòu)、提高銀行績(jī)效為目的,本文提出幾點(diǎn)政策建議：實(shí)現(xiàn)國(guó)家相對(duì)控股、建立適度集中型的股權(quán)結(jié)構(gòu)；完善次級(jí)債、混合資本工具的發(fā)行機(jī)制以提高附屬資本比例、優(yōu)化附屬資本結(jié)構(gòu)；加強(qiáng)對(duì)銀行杠桿率和資本充足率的監(jiān)管；發(fā)展和完善我國(guó)資本市場(chǎng)。
[Abstract]:Since the reform and opening up, with the deepening of China's economic system reform, China's banking industry has experienced the work of rehabilitation and reconstruction (1978-1983), the payment crisis and banking reform (1993), the establishment and development of policy-oriented commercial banks and urban commercial banks (1990s) and the shareholding reform of the four major state-owned commercial banks. (1998-2002) and other historical changes. After China's entry into the World Trade Organization (2001), the financial system gradually opened to the outside world, especially after 2006, the banking industry of our country realized the full opening to the outside world and faced the deeper and wider global competition. Whether China's banking industry can occupy a place in the process of global economic integration is related to its survival and development. Bank performance is the comprehensive embodiment of bank competitiveness, and good performance is the key to resist risks and improve competitiveness. The listed commercial banks are becoming the development direction of our banking industry with their more standardized market operation, comprehensive supervision system and more perfect information disclosure mechanism. The performance of listed banks represents the development of China's banking industry. Therefore, the research on the performance of listed banks has certain significance. From the perspective of capital structure of listed banks, this paper discusses its impact on bank performance, taking it as a reference to optimize the capital structure of Chinese commercial banks and improve bank performance. Firstly, this paper reviews the relevant literatures in China and makes a brief review. Secondly, based on the theory of capital structure and corporate governance, the paper discusses the mechanism of the influence of capital structure on performance. Then, under the definition of capital structure and bank performance of commercial banks, the change process and present situation of capital structure and bank performance of listed commercial banks are analyzed in detail, and the problems in capital structure and performance of listed commercial banks are found. On the basis of theoretical analysis, the quantitative economic model of capital structure influencing bank performance of listed banks is established, and the relevant data of 14 listed banks from 2004 to 2011 are selected, and the model is empirically analyzed by using Eviews6.0 software. The empirical results show that: (1) the increase of leverage ratio of listed banks is conducive to the improvement of bank performance; (2) the equity structure, which represents the core capital structure, has little effect on bank performance, especially the degree of equity concentration. In the three performance regression equations, the effect is not significant; (3) the ratio of subsidiary capital to total capital is significantly correlated with bank performance; (4) the increase of capital adequacy ratio of listed banks is conducive to the improvement of performance. According to the empirical results, in order to optimize the capital structure of commercial banks and improve bank performance, this paper puts forward several policy suggestions: to realize the relative holding of the state, to establish a moderately concentrated equity structure, to perfect the secondary debt, The issuing mechanism of mixed capital instruments can improve the proportion of subsidiary capital, optimize the structure of subsidiary capital, strengthen the supervision of bank leverage ratio and capital adequacy ratio, and develop and perfect the capital market of our country.
【學(xué)位授予單位】：南京師范大學(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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相關(guān)期刊論文 前1條

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本文編號(hào)：2099099