本文選題：商業(yè)銀行 + 關(guān)系型業(yè)務(wù)戰(zhàn)略�。� 參考：《湖南大學(xué)》2015年碩士論文

【摘要】：隨著金融中介之間的競爭加劇,我國銀行業(yè)將更多的資源分配到表外業(yè)務(wù)中,截至2014年底,我國股份制商業(yè)銀行的非利息凈收入占比從2005年的6.51%上升到了21.37%。表外業(yè)務(wù)取得了較快的發(fā)展,且不同類型的銀行表外業(yè)務(wù)發(fā)展類型也不同,這也意味著商業(yè)銀行表外業(yè)務(wù)發(fā)展的不同動因。一種解釋為戰(zhàn)略驅(qū)動,表內(nèi)外業(yè)務(wù)存在交叉銷售策略,是一種關(guān)系型業(yè)務(wù)戰(zhàn)略。商業(yè)銀行通過降低表內(nèi)業(yè)務(wù)定價維護(hù)良好的銀企關(guān)系,從而為同一客戶提供表外業(yè)務(wù)來彌補(bǔ)損失,或者通過降低表外業(yè)務(wù)定價來發(fā)展表外業(yè)務(wù),而提升表內(nèi)業(yè)務(wù)定價來補(bǔ)償提升的總體風(fēng)險,我們定義前者為第一類交叉銷售策略,后者為第二類交叉銷售策略。本文實(shí)證通過兩個假設(shè)研究表內(nèi)外業(yè)務(wù)之間是否存在交叉銷售策略,進(jìn)而探索表外業(yè)務(wù)的發(fā)展動因：假設(shè)一、表內(nèi)外業(yè)務(wù)存在負(fù)(正)相關(guān)關(guān)系；假設(shè)二、風(fēng)險影響系數(shù)將降低(提升)。利用51家商業(yè)銀行2006-2012年的數(shù)據(jù)建立面板數(shù)據(jù)模型,進(jìn)行實(shí)證分析,由于觀測到的凈利差既包含了模型內(nèi)的純利差,還包含了模型外的利差,因此本文的實(shí)證分為三個部分：第一部分,根據(jù)Angboz(1997)的做市商模型,從凈利差中分離出純利差,以純利差代表表內(nèi)業(yè)務(wù)定價。第二部分,從總體樣本對根據(jù)交叉銷售策略的兩個假設(shè)進(jìn)行檢驗(yàn)。第三部分,將樣本分為大銀行和中小銀行兩個部分,分別進(jìn)行兩個假設(shè)檢驗(yàn),得出結(jié)論并進(jìn)行穩(wěn)定性分析。實(shí)證結(jié)果表明,表內(nèi)外業(yè)務(wù)之間存在第一類交叉銷售策略,表外業(yè)務(wù)的發(fā)展動因?yàn)殛P(guān)系型業(yè)務(wù)戰(zhàn)略。分樣本來看,中小商業(yè)銀行表內(nèi)外業(yè)務(wù)之間存在第一類交叉銷售策略關(guān)系,是關(guān)系型業(yè)務(wù)戰(zhàn)略,但不能判斷大銀行表內(nèi)外業(yè)務(wù)之間是否存在交叉銷售策略,因此,大銀行是否為交易型業(yè)務(wù)戰(zhàn)略還需進(jìn)一步研究。
[Abstract]:As the competition between financial intermediaries intensifies, our banking industry allocates more resources to off-balance sheet business. By the end of 2014, the proportion of non-interest net income of joint-stock commercial banks has risen from 6.51% in 2005 to 21.37%. Off-balance sheet business has made rapid development, and different types of bank off-balance sheet business development types are different, which also means that commercial banks have different reasons for the development of off-balance sheet business. One is explained as strategic drive, and there is cross-selling strategy in and out-of-table business, which is a relational business strategy. Commercial banks maintain a good relationship between banks and enterprises by reducing the pricing of off-balance sheet business, thereby providing off-balance sheet business to the same customer to compensate for losses, or by reducing the pricing of off-balance sheet business to develop off-balance-sheet business. To compensate for the overall risk, we define the former as the first cross-selling strategy and the second as the second cross-selling strategy. This paper empirically studies whether there is a cross-selling strategy between off-balance sheet business and off-balance sheet business through two hypotheses: hypothesis one, negative (positive) correlation relationship between off-balance sheet business and off-balance sheet business, hypothesis 2, The risk impact factor will be reduced. Using the data of 51 commercial banks from 2006 to 2012 to set up the panel data model and make empirical analysis, because the observed net interest margin not only includes the net interest difference in the model, but also includes the interest difference outside the model. Therefore, this paper is divided into three parts: the first part, according to Angboz (1997) market maker model, the net interest margin is separated from the net interest margin, and the net interest margin is used to represent the business pricing in the table. In the second part, the two hypotheses of cross-selling strategy are tested from the overall sample. In the third part, the sample is divided into two parts: large bank and small bank. The empirical results show that there is the first cross-selling strategy between off-balance sheet business and off-balance sheet business, and the development of off-balance sheet business is based on relational business strategy. From the point of view of the sample, there exists the first kind of cross-selling strategy relationship between the internal and external business of small and medium-sized commercial banks, which is a relational business strategy, but it can not be judged whether there is cross-selling strategy between the inside and outside business of large banks, so, Whether big bank is transactional business strategy still needs further study.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.2

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