本文關(guān)鍵詞：跨區(qū)域經(jīng)營對城市商業(yè)銀行操作風(fēng)險影響的實(shí)證分析　出處：《蘭州大學(xué)》2015年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 城市商業(yè)銀行 跨區(qū)域經(jīng)營 操作風(fēng)險

【摘要】：近年來,由于城市商業(yè)銀行對跨區(qū)域經(jīng)營追求的熱潮不減,而在跨區(qū)域經(jīng)營中也出現(xiàn)了種種風(fēng)險事件,導(dǎo)致學(xué)界對城市商業(yè)銀行是否應(yīng)進(jìn)行跨區(qū)域這類問題的展開討論,研究的內(nèi)容也涉及到許多方面,這些研究結(jié)論對城市商業(yè)銀行跨區(qū)域經(jīng)營的進(jìn)一步發(fā)展提供了多角度意見。但縱觀近年來的研究文獻(xiàn),對城市商業(yè)銀行跨區(qū)域經(jīng)營操作風(fēng)險研究的內(nèi)容較少,而且城商行在跨區(qū)域經(jīng)營過程中也產(chǎn)生了諸多操作風(fēng)險事件,給城市商業(yè)銀行造成了一定損害,因此,本文希望通過研究城市商業(yè)銀行跨區(qū)域經(jīng)營對操作風(fēng)險是否產(chǎn)生影響以及影響的結(jié)果如何,為城市商業(yè)銀行是否應(yīng)進(jìn)行跨區(qū)域經(jīng)營這一問題提供一定參考意見。本文在分析城市商業(yè)銀行跨區(qū)域經(jīng)營現(xiàn)狀及其產(chǎn)生的操作風(fēng)險特點(diǎn)基礎(chǔ)上,閱讀了大量相關(guān)文獻(xiàn),也對度量操作風(fēng)險的不同方法進(jìn)行了分析對比,最終選擇收入模型計(jì)量了目前我國城市商業(yè)銀行的整體操作風(fēng)險情況。本文選取了有代表性的北京銀行、上海銀行、南京銀行、寧波銀行和大連銀行作為樣本,以這五家銀行2004年到2013年的數(shù)據(jù)作為分析對象,以銀行凈利潤為因變量,以GDP實(shí)際增長率、一年期存貸款基準(zhǔn)利率差、不良貸款率、人民幣存貸比、資本充足率、作為被告的訴訟金額等指標(biāo)為自變量,進(jìn)行了面板回歸數(shù)據(jù)分析,估計(jì)出了城市商業(yè)銀行在實(shí)行跨區(qū)域經(jīng)營前后的操作風(fēng)險水平,還具體計(jì)算了公開數(shù)據(jù)時間比較長的三家銀行在跨區(qū)域經(jīng)營前后操作風(fēng)險的絕對值和相對值,并進(jìn)行數(shù)據(jù)分析總結(jié),得到城市商業(yè)銀行跨區(qū)域經(jīng)營有加大操作風(fēng)險可能性的結(jié)論,并對城市商業(yè)銀行未來具體發(fā)展和加強(qiáng)操作風(fēng)險管理提出了建議。
[Abstract]:In recent years, due to the urban commercial banks pursue cross-regional business upsurge, but in the cross-regional operation has also appeared a variety of risk events. As a result of academic research on whether the city commercial banks should be cross-regional such issues, the content of the study also involves many aspects. These conclusions provide multi-angle opinions for the further development of cross-regional operation of urban commercial banks. However, the research literature in recent years shows that there is little research on the operational risk of cross-regional operation of urban commercial banks. And city commercial banks in the process of cross-regional operations also produced a lot of operational risk events, to the city commercial banks caused certain damage, so. This paper hopes to study whether the cross-regional operation of urban commercial banks has an impact on operational risk and the results of the impact. This paper analyzes the current situation of cross-regional operation of urban commercial banks and the characteristics of operational risks. Read a large number of relevant literature, and analyze and compare the different methods of measuring operational risk. Finally, we choose the income model to measure the overall operational risk of our country's urban commercial banks. This paper selects representative Beijing Bank, Shanghai Bank, Nanjing Bank, Ningbo Bank and Dalian Bank as samples. Taking the data of the five banks from 2004 to 2013 as the analysis object, taking the net profit of the bank as the dependent variable, the actual growth rate of GDP, the one-year deposit and loan benchmark interest rate difference, the non-performing loan rate. RMB deposit-loan ratio, capital adequacy ratio, as the defendant's litigation amount and other indicators as independent variables, panel regression data analysis, estimated the operational risk level of urban commercial banks before and after the implementation of cross-regional operations. It also calculates the absolute and relative values of the operational risks of the three banks with long open data before and after the cross-regional operation, and carries on the data analysis and summary. The conclusion that cross-regional operation of urban commercial banks can increase the possibility of operational risk is obtained, and some suggestions are put forward for the future development of urban commercial banks and strengthening of operational risk management.
【學(xué)位授予單位】：蘭州大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.33

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相關(guān)期刊論文 前1條

1 曹愛紅;姜子_g;齊安甜;;城市商業(yè)銀行跨區(qū)域經(jīng)營的問題與對策[J];浙江金融;2010年10期

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本文編號：1369090