【摘要】：近十年中,在我國經(jīng)濟(jì)全球化加深、金融脫媒現(xiàn)象深化、銀行業(yè)競爭加劇、信貸政策趨緊的情況下,國內(nèi)商業(yè)銀行愈加難以依賴?yán)钍杖刖S持經(jīng)營,并已經(jīng)開始致力于發(fā)展商業(yè)銀行表外業(yè)務(wù)。但對比發(fā)達(dá)國家商業(yè)銀行表外業(yè)務(wù)經(jīng)營情況,我國還存在很多不足之處需要改進(jìn)。為分析現(xiàn)狀,找尋我國商業(yè)銀行表外業(yè)務(wù)經(jīng)營中的不足以及思考適合我國商業(yè)銀行經(jīng)營表外業(yè)務(wù)的經(jīng)營策略,本文擬從定性和定量兩個(gè)角度對比分析了中國和美國商業(yè)銀行表外業(yè)務(wù)經(jīng)營策略。 在對比分析前本文首先明確了商業(yè)銀行表外業(yè)務(wù)的概念、基本特點(diǎn),并在此基礎(chǔ)上對相似概念中間業(yè)務(wù)和非利息收入業(yè)務(wù)進(jìn)行了區(qū)分,然后簡單介紹了我國商業(yè)銀行目前主要開展的具體表外業(yè)務(wù),最后對國內(nèi)外研究商業(yè)銀行表外業(yè)務(wù)經(jīng)營方面的研究成果進(jìn)行了文獻(xiàn)綜述。 在定性對比分析中美商業(yè)銀行表外業(yè)務(wù)經(jīng)營策略方面,本文首先介紹了美國商業(yè)銀行表外業(yè)務(wù)發(fā)展歷程并對其經(jīng)營策略進(jìn)行分析,發(fā)現(xiàn)其包含經(jīng)營高技術(shù)含量業(yè)務(wù)、風(fēng)險(xiǎn)偏好較高、準(zhǔn)確產(chǎn)品設(shè)計(jì)與定價(jià)、同步管理創(chuàng)新和全面業(yè)務(wù)經(jīng)營。然后對應(yīng)的介紹了我國商業(yè)銀行表外業(yè)務(wù)發(fā)展的歷程及經(jīng)營策略分析,發(fā)現(xiàn)其具有低層次混業(yè)經(jīng)營、輕視創(chuàng)新型業(yè)務(wù)經(jīng)營、依賴表內(nèi)業(yè)務(wù)、風(fēng)險(xiǎn)分散不足、被動(dòng)經(jīng)營新業(yè)務(wù)的特點(diǎn)。對比分析兩者的歷程與特點(diǎn),得出在我國限制程度仍較高的政策環(huán)境下,我國商業(yè)銀行需要轉(zhuǎn)變經(jīng)營策略、加強(qiáng)人才建設(shè)、提高混業(yè)層次、關(guān)注市場和政策信息、同步管理創(chuàng)新的結(jié)論。 在定量對比分析中美商業(yè)銀行表外業(yè)務(wù)經(jīng)營策略方面,本文采用Bankscope數(shù)據(jù)庫中我國83家商業(yè)銀行2004-2012年間和美國50家2003-2013年間的非平衡面板數(shù)據(jù)分析商業(yè)銀行經(jīng)營中撥備率、Z穩(wěn)定性指標(biāo)、流動(dòng)資產(chǎn)、資本充足率、貸款總量和貸款損失率對表外業(yè)務(wù)發(fā)展產(chǎn)生的影響,結(jié)果顯示撥備率、流動(dòng)資產(chǎn)、貸款總量對表外業(yè)務(wù)發(fā)展有顯著正相關(guān)關(guān)系,而資本充足率和貸款損失率對表外業(yè)務(wù)發(fā)展有顯著負(fù)相關(guān)關(guān)系,Z穩(wěn)定指標(biāo)不顯著。通過進(jìn)一步的分析得出充足的資金、高素質(zhì)的人才、先進(jìn)的技術(shù)、完善的管理制度、創(chuàng)新能力以及客戶資源是商業(yè)加快銀行表外業(yè)務(wù)發(fā)展的保障。 最終在進(jìn)一步總結(jié)了第三章和第四章分析所得的結(jié)論的基礎(chǔ)上,對商業(yè)銀行表外業(yè)務(wù)經(jīng)營策略提出了三點(diǎn)政策建議,包括戰(zhàn)略性發(fā)展表外業(yè)務(wù)、以市場為中心、輔以管理創(chuàng)新。
[Abstract]:In the past decade, with the deepening of economic globalization, the deepening of financial disintermediation, the intensification of banking competition and the tightening of credit policies, it is increasingly difficult for domestic commercial banks to rely on interest income to maintain their operations. And has begun to develop commercial banks off-balance-sheet business. However, compared with commercial banks in developed countries, there are still many deficiencies in our country. In order to analyze the present situation, to find out the shortage of off-balance sheet business of commercial banks in our country and to think about the management strategy suitable for the off-balance-sheet business of commercial banks in our country. This paper analyzes the off-balance-sheet business strategies of Chinese and American commercial banks from qualitative and quantitative perspectives. Before the comparative analysis, this paper first defines the concept and basic characteristics of off-balance sheet business of commercial banks, and on this basis distinguishes the similar concept between intermediate business and non-interest income business. Then it briefly introduces the specific off-balance-sheet business mainly carried out by commercial banks in our country at present. At last, it summarizes the research results of off-balance-sheet business operation of commercial banks at home and abroad. In the aspect of qualitative comparison and analysis of the off-balance sheet business strategy of Chinese and American commercial banks, this paper first introduces the development course of off-balance sheet business of American commercial banks and analyzes its management strategy, and finds that it includes the management of high-tech business. High risk preference, accurate product design and pricing, simultaneous management innovation and overall business operation. Then it introduces the development course and management strategy of off-balance sheet business of commercial banks in our country, and finds that it has low level mixed operation, despises innovative business operation, relies on the business in the form, and the risk is dispersed. The characteristics of passive operation of new business. By comparing and analyzing the course and characteristics of the two, it is concluded that under the policy environment where the degree of restriction is still high, the commercial banks of our country need to change their management strategies, strengthen the construction of talents, raise the level of mixed operation, pay attention to the market and policy information. The conclusion of synchronous management innovation. In terms of quantitative comparison and analysis of off-balance-sheet business strategies of Chinese and American commercial banks, this paper uses the non-equilibrium panel data of 83 commercial banks in China from 2004 to 2012 and 50 from 2003 to 2013 in Bankscope database to analyze the reserve rate of commercial banks. The influence of Z stability index, current assets, capital adequacy ratio, total loan amount and loan loss rate on the development of off-balance sheet business shows that the reserve ratio, current assets and total loan amount have a significant positive correlation with the development of off-balance sheet business. However, the capital adequacy ratio and loan loss rate have a significant negative correlation with the development of off-balance sheet business, and the Z stability index is not significant. Through further analysis, it is concluded that sufficient capital, high quality talents, advanced technology, perfect management system, innovative ability and customer resources are the guarantee of accelerating the development of bank off-balance sheet business. Finally, on the basis of summarizing the conclusions of the third and fourth chapters, the paper puts forward three policy suggestions on the off-balance sheet business management strategy of commercial banks, including the strategic development of off-balance-sheet business, taking the market as the center, and supplemented by management innovation.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.2;F837.12

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