本文選題：上市銀行 + 收入結(jié)構(gòu)��； 參考：《安徽大學(xué)》2017年碩士論文

【摘要】：從2001年我國入世以來,我國經(jīng)濟金融領(lǐng)域逐漸對外開放,金融自由化、一體化趨勢愈發(fā)明顯。當(dāng)前國內(nèi)金融市場利率市場化步伐不斷加快,金融監(jiān)管不斷放松,互聯(lián)網(wǎng)金融得到迅速發(fā)展,金融機構(gòu)種類、數(shù)量不斷增加,金融脫媒趨勢日益明顯,金融市場競爭愈演愈烈,銀行業(yè)進(jìn)行經(jīng)營轉(zhuǎn)型已是大勢所趨。由于金融機構(gòu)存貸款基準(zhǔn)利率不斷下調(diào),利率彈性增加,由傳統(tǒng)商業(yè)銀行業(yè)務(wù)凈利差帶來的利潤空間不斷收窄,為了追求新的盈利增長點,國內(nèi)上市銀行不斷開拓非傳統(tǒng)銀行業(yè)務(wù)并取得了積極成效。近年來我國上市銀行的收入結(jié)構(gòu)不斷優(yōu)化,但同時,由收入結(jié)構(gòu)變化而給上市銀行帶來的經(jīng)營風(fēng)險是不確定的。加上外部市場各種不確定因素給上市銀行帶來的沖擊對銀行的風(fēng)險管理提出了越來越高的要求,上市銀行無論是從自身經(jīng)營發(fā)展考慮還是從外部監(jiān)管考慮,管控經(jīng)營風(fēng)險都是重中之重�；诖�,本文將對當(dāng)前我國上市銀行收入結(jié)構(gòu)與其經(jīng)營風(fēng)險的關(guān)系作較為深入的探究。本文以我國主要上市銀行為研究對象,先對上市銀行收入結(jié)構(gòu)等概念進(jìn)行闡述后,在總結(jié)當(dāng)前我國上市銀行在經(jīng)營轉(zhuǎn)型中所體現(xiàn)的經(jīng)營特征的基礎(chǔ)上,通過收集數(shù)據(jù)資料分析國內(nèi)當(dāng)前上市銀行收入結(jié)構(gòu)的現(xiàn)狀以及近年來的變化情況;其次,本文對上市銀行經(jīng)營風(fēng)險的概念進(jìn)行了闡述,并對經(jīng)營風(fēng)險的幾種度量方法做出較為深入的分析和比較,然后解釋上市銀行收入結(jié)構(gòu)與其經(jīng)營風(fēng)險可能存在的關(guān)系并做出本文的理論假設(shè),之后,引申出當(dāng)前上市銀行管控經(jīng)營風(fēng)險的重要性;再者,本文通過收集數(shù)據(jù)樣本、選取較為適合的變量,運用EViews6.0對2006年至2015年我國16家上市銀行收入結(jié)構(gòu)與其經(jīng)營風(fēng)險關(guān)系做了實證研究,實證結(jié)果表明隨著近年來上市銀行非利息收入規(guī)模的擴大,其對機構(gòu)本身經(jīng)營風(fēng)險有顯著影響,且兩者之間呈"U"形的線性關(guān)系;為了深入探究非利息收入對當(dāng)前上市銀行經(jīng)營風(fēng)險產(chǎn)生怎樣的影響,本文基于馬科維茨的資產(chǎn)組合理論,將上市銀行收入的風(fēng)險分解為非利息收入業(yè)務(wù)風(fēng)險、凈利息收入業(yè)務(wù)風(fēng)險以及兩者之間的相關(guān)性所產(chǎn)生的風(fēng)險,運用STATA14.0對其進(jìn)行波動性分析和相關(guān)性分析,結(jié)果表明當(dāng)前隨著我國上市銀行非利息收入占比的增加,可以起到降低銀行經(jīng)營風(fēng)險的作用,而凈利息收入和協(xié)方差對銀行總體的風(fēng)險貢獻(xiàn)程度較高,因此當(dāng)前我國上市銀行應(yīng)當(dāng)繼續(xù)發(fā)展非利息收入業(yè)務(wù);最后,在前文研究的基礎(chǔ)上,本文提出了相關(guān)的對策建議,如創(chuàng)新業(yè)務(wù)品種、完善非利息收入的定價機制、激發(fā)傳統(tǒng)銀行業(yè)務(wù)潛能、建立全面風(fēng)險管理體系等以更好地優(yōu)化收入結(jié)構(gòu)并降低經(jīng)營風(fēng)險。
[Abstract]:Since China's entry into the WTO in 2001, China's economic and financial fields are gradually opening to the outside world, financial liberalization and integration are becoming more and more obvious. At present, the pace of marketization of interest rates in the domestic financial market is accelerating, financial supervision is loosening, the Internet finance has been developed rapidly, the types of financial institutions, the number of financial institutions are increasing, and the trend of financial disintermediation is becoming more and more clear. The financial market competition is becoming more and more fierce, and the banking industry has become the general trend of business transformation. As the benchmark interest rate of the financial institutions is decreasing, the elasticity of interest rate increases, the profit space from the net profit margin of the traditional commercial banks is narrowing. In pursuit of the new profit growth point, the domestic listed banks continue to open up the non traditional silver. In recent years, the income structure of listed banks in China has been optimized, but at the same time, it is uncertain that the change of income structure has brought about the operating risk to the listed banks. On the basis of this, this paper will make a thorough inquiry into the relationship between the income structure and the management risk of the listed banks in China. This paper takes the main listed banks in our country as the research object, first of the listed banks' income. After elaborating the concept of construction and so on, on the basis of summarizing the operating characteristics of the current listed banks in our country, this paper analyzes the current situation of the domestic listed banks' income structure and the changes in recent years by collecting data and data. Secondly, this paper expounds the concept of the operation risk of the listed banks and manages the management of the listed banks. Several measures of risk are analyzed and compared, and then the relationship between the income structure of the listed banks and their operational risks is explained and the theoretical hypothesis of this paper is made. After that, the importance of the risk of management and management of the current listed banks is extended. The empirical study on the relationship between the income structure of 16 listed banks in China from 2006 to 2015 and the relationship between the operating risks of 16 listed banks in China has been studied. The empirical results show that with the expansion of the non interest income scale of the listed banks in recent years, it has a significant impact on the operating risk of the institutions themselves, and the linear relationship of the "U" form between the listed banks. In this paper, based on the portfolio theory of Markowitz, this paper divides the risk of listed bank income into non interest income business risk, net interest income business risk and the risk caused by the correlation between them, and uses STATA14.0 to carry on the volatility classification. Analysis and correlation analysis show that with the increase of the non interest income ratio of the listed banks in China, it can play a role in reducing the risk of bank management, while the net interest income and covariance contribute to the overall risk of the bank. Therefore, the current listed banks should continue to develop non interest income business; finally, in the former On the basis of the study, this paper puts forward relevant countermeasures and suggestions, such as innovative business varieties, improving the pricing mechanism of non interest income, stimulating the potential of traditional banking business, establishing a comprehensive risk management system and so on to better optimize the income structure and reduce the risk of operation.

【學(xué)位授予單位】：安徽大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.33

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