【摘要】：近年來,市場競爭進(jìn)入白熱化,金融部門自由化發(fā)展的趨勢越來越強、創(chuàng)新不斷等市場趨勢導(dǎo)致商業(yè)銀行的經(jīng)營環(huán)境越來越復(fù)雜,使其面臨的挑戰(zhàn)也越來越困難。而商業(yè)銀行自身的業(yè)務(wù)擴張受到信貸額度、資本充足率以及存貸比等諸多監(jiān)管指標(biāo)的約束,金融市場資金價格的不斷增長使商業(yè)銀行通過自身規(guī)模的擴張來獲取高額利潤的傳統(tǒng)擴張模式受到極大的限制。在這種情況下,影子銀行業(yè)務(wù)在商業(yè)銀行中得到廣泛發(fā)展,增加了商業(yè)銀行收入的同時又使客戶的多樣化需求得到滿足。伴隨著銀行金融業(yè)務(wù)向表外化擴展的趨勢不斷增強,影子銀行業(yè)務(wù)勢必會對商業(yè)銀行未來的發(fā)展產(chǎn)生重大影響,是開展未來金融服務(wù)的一個比較重要的方向。本文以中國上市商業(yè)銀行為樣本,以商業(yè)銀行影子銀行業(yè)務(wù)對經(jīng)營績效的影響為研究的對象,采用理論分析、描述分析和回歸分析的方法研究了商業(yè)銀行影子銀行業(yè)務(wù)對經(jīng)營績效的影響程度,并針對商業(yè)銀行該如何應(yīng)對和適應(yīng)該類業(yè)務(wù)的變化對其的影響提出相應(yīng)的建議。全文一共分成五個部分:第一部分是緒論。該部分通過對選題背景和影子銀行體系的產(chǎn)生以及國內(nèi)、國外的研究發(fā)展現(xiàn)狀的整理、綜述,并結(jié)合筆者在某商業(yè)銀行實習(xí)的體會,提出本文要關(guān)注與研究的問題。同時,還指出了本文研究的貢獻(xiàn)與不足之處。第二部分是相關(guān)概念與理論基礎(chǔ)。首先,闡述了我國影子銀行體系產(chǎn)生的原因及其特點等內(nèi)容;第二,對與商業(yè)銀行影子銀行業(yè)務(wù)的發(fā)展動因相關(guān)的理論進(jìn)行歸納;最后,對商業(yè)銀行內(nèi)部運行的影子銀行業(yè)務(wù)進(jìn)行了界定;為下文將要進(jìn)行的描述分析和實證研究打下基礎(chǔ)。第三部分是對商業(yè)銀行內(nèi)部運營影子銀行業(yè)務(wù)與經(jīng)營績效的發(fā)展現(xiàn)狀描述分析。首先對15家上市商業(yè)銀行內(nèi)部開展的影子銀行業(yè)務(wù)操作模式進(jìn)行了簡要的梳理;再次,對上市商業(yè)銀行內(nèi)的影子銀行業(yè)務(wù)發(fā)展?fàn)顩r進(jìn)行了對比分析;最后就商業(yè)銀行影子銀行業(yè)務(wù)對其經(jīng)營績效的影響從機理上進(jìn)行了分析。第四部分是實證與結(jié)果分析。在前文研究的基礎(chǔ)上提出假設(shè),選取2007-2013年我國上市商業(yè)銀行影子銀行業(yè)務(wù)與經(jīng)營績效相關(guān)指標(biāo)的實際數(shù)據(jù)進(jìn)行實證研究,構(gòu)建出商業(yè)銀行影子銀行業(yè)務(wù)與經(jīng)營績效的關(guān)系模型,并對實證結(jié)果進(jìn)行分析;再針對商業(yè)銀行影子類業(yè)務(wù)引發(fā)的經(jīng)營績效問題作出綜合評價并提出相應(yīng)的建議性措施。最后一部分是研究結(jié)論與展望。分析了本文研究過程中所存在的不足之處和對后續(xù)研究的發(fā)展方向的展望。本文研究結(jié)果顯示,商業(yè)銀行當(dāng)年的影子銀行業(yè)務(wù)收入與當(dāng)年的經(jīng)營績效之間的正相關(guān)性不顯著,與下一年的經(jīng)營績效之間的正相關(guān)性同樣不顯著。但是,與第三年、第四年的經(jīng)營績效之間的正相關(guān)性顯著,也就是商業(yè)銀行內(nèi)部的影子銀行業(yè)務(wù)開展后的兩至三年,影子銀行業(yè)務(wù)的對經(jīng)營績效的提升作用開始顯著的體現(xiàn)出來,即影子銀行業(yè)務(wù)發(fā)展對經(jīng)營績效的影響尚存在一定的時間滯后因素。根據(jù)本文的研究,筆者認(rèn)為商業(yè)銀行可以適度發(fā)展影子銀行業(yè)務(wù)來豐富和創(chuàng)新銀行的產(chǎn)品結(jié)構(gòu),從而能有效的提升經(jīng)營績效,進(jìn)一步加快商業(yè)銀行的轉(zhuǎn)型步伐。但是需要注意防范過渡發(fā)展影子銀行業(yè)務(wù)給商業(yè)銀行帶來隱性的風(fēng)險。
[Abstract]:In recent years, the market competition has become white-hot, the trend of financial sector liberalization is becoming stronger and stronger, and the market trend of innovation leads to more and more complex business environment of commercial banks, which makes it more and more difficult to meet the challenges. Restricted by regulatory indicators and the increasing capital prices in financial markets, the traditional expansion mode of commercial banks to obtain high profits through their own expansion is greatly limited. In this case, shadow banking business has been widely developed in commercial banks, increasing the income of commercial banks and diversifying customers at the same time. With the trend of banking business expanding out of balance sheet, shadow banking business is bound to have a significant impact on the future development of commercial banks. It is a relatively important direction to carry out future financial services. This paper studies the influence of shadow banking on the performance of commercial banks by means of theoretical analysis, descriptive analysis and regression analysis, and puts forward corresponding suggestions on how commercial banks should cope with and adapt to the changes of this kind of business. The first part is the introduction. This part summarizes the background of the topic selection, the emergence of the shadow banking system and the development status of domestic and foreign research. Combining with the author's experience in a commercial bank practice, it puts forward the problems that this paper should pay attention to and study. At the same time, it also points out the contribution and shortcomings of this study. It is divided into related concepts and theoretical basis. Firstly, it expounds the causes and characteristics of the shadow banking system in China; secondly, it summarizes the theories related to the development motivation of the shadow banking business of commercial banks; finally, it defines the shadow banking business of the internal operation of commercial banks; and it will be described as follows The third part describes and analyzes the development of shadow banking business and performance of commercial banks. Firstly, the operation modes of shadow banking in 15 listed commercial banks are briefly reviewed. Thirdly, the development of shadow banking business in listed commercial banks is discussed. The fourth part is the empirical and results analysis. On the basis of the previous study, the hypothesis is put forward, and the actual number of indicators related to the shadow banking business and operating performance of listed commercial banks in China from 2007 to 2013 is selected. Based on the empirical study, this paper constructs the relationship model between the shadow banking business and the operating performance of commercial banks, and analyzes the empirical results. Then it makes a comprehensive evaluation of the operating performance problems caused by the shadow banking business of commercial banks and puts forward corresponding suggestions and measures. The results show that there is no significant positive correlation between the shadow banking business income of the current year and the operating performance of the current year, and there is no significant positive correlation between the shadow banking business income and the operating performance of the next year. The positive correlation between operating performance is significant, that is, two to three years after the development of shadow banking business in commercial banks, the role of shadow banking business in improving operating performance has begun to be significantly reflected, that is, the impact of shadow banking business development on operating performance is still lagging behind. The author thinks that commercial banks can develop shadow banking business moderately to enrich and innovate the product structure of banks, which can effectively improve business performance and further accelerate the pace of transformation of commercial banks.
【學(xué)位授予單位】：成都理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.3

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