本文選題：商業(yè)銀行 + 資本結(jié)構(gòu)　； 參考：《哈爾濱商業(yè)大學(xué)》2017年碩士論文

【摘要】：次貸危機(jī)以來(lái)全球經(jīng)濟(jì)進(jìn)入快速多變期,英國(guó)脫歐等一系列不確定性因素相繼爆發(fā);國(guó)內(nèi)利率市場(chǎng)化進(jìn)程不斷推進(jìn),互聯(lián)網(wǎng)金融對(duì)商業(yè)銀行日常業(yè)務(wù)產(chǎn)生極大的沖擊,因此我國(guó)上市商業(yè)銀行績(jī)效要到達(dá)更高的水平。商業(yè)銀行是高負(fù)債經(jīng)營(yíng),資本與其他工商企業(yè)差異巨大,分為核心資本以及附屬資本。商業(yè)銀行的績(jī)效是盈利能力、安全能力、流動(dòng)能力的綜合表現(xiàn)。銀行的資本結(jié)構(gòu),決定了股權(quán)結(jié)構(gòu)和整體經(jīng)營(yíng)成本,對(duì)銀行的績(jī)效起決定性作用。因此分析我國(guó)商業(yè)銀行的資本結(jié)構(gòu),研究資本結(jié)構(gòu)對(duì)績(jī)效的影響,對(duì)處于轉(zhuǎn)型期的我國(guó)上市商業(yè)銀行具有極為重要的意義。首先介紹了與資本結(jié)構(gòu)相關(guān)的一些基本理論,并對(duì)已有文獻(xiàn)的研究方法和結(jié)論進(jìn)行了簡(jiǎn)要評(píng)述。分析了我國(guó)商業(yè)銀行資本結(jié)構(gòu)和績(jī)效的現(xiàn)狀和存在的問(wèn)題,并分析資本結(jié)構(gòu)對(duì)績(jī)效的影響途徑,說(shuō)明了研究的急迫和重要性。選取了我國(guó)16家上市商業(yè)銀行2010-2015年的相關(guān)數(shù)據(jù),用第一大持股股東性質(zhì)、比例,前五大股東持股比例、附屬資本比例、資本充足率表示資本結(jié)構(gòu);用總資產(chǎn)收益率、不良貸款率、流動(dòng)性比例表示績(jī)效,建立多元線性回歸模型,用Stata軟件進(jìn)行分析,研究資本結(jié)構(gòu)對(duì)績(jī)效的影響。研究結(jié)論表明相對(duì)集中型的股權(quán)結(jié)構(gòu)會(huì)促進(jìn)銀行績(jī)效的提高,第一大股東的性質(zhì)并沒(méi)有對(duì)其績(jī)效產(chǎn)生顯著影響;附屬資本占總資本的比例與銀行績(jī)效顯著正相關(guān);資本充足率與銀行績(jī)效顯著正相關(guān);資本充足率與績(jī)效顯著正相關(guān);資產(chǎn)規(guī)模擴(kuò)大并不會(huì)對(duì)績(jī)效有積極的影響。根據(jù)實(shí)證結(jié)果,以優(yōu)化商業(yè)銀行資本結(jié)構(gòu)、提高銀行績(jī)效為目的,結(jié)合現(xiàn)狀與實(shí)證分析所得到的結(jié)果,提出政策建議。在核心資本方面,建立適度集中型股權(quán)結(jié)構(gòu);國(guó)家對(duì)系統(tǒng)重要性銀行一定要保持相對(duì)控股,并引進(jìn)戰(zhàn)略投資者,逐步增加公開(kāi)儲(chǔ)備的總量與占比;在附屬資本方面,提高附屬資本占比,調(diào)整附屬資本結(jié)構(gòu),減少銀行之間互相持有附屬資本,開(kāi)發(fā)創(chuàng)新型資本工具。
[Abstract]:Since the subprime mortgage crisis, the global economy has entered a period of rapid changes, and a series of uncertain factors, such as Brexit from the European Union, have erupted one after another. Therefore, the performance of listed commercial banks in China should reach a higher level. Commercial banks are highly indebted, and their capital differs greatly from other industrial and commercial enterprises and is divided into core capital and subsidiary capital. The performance of commercial banks is the comprehensive performance of profitability, safety and liquidity. The capital structure of the bank determines the ownership structure and the overall operating cost, and plays a decisive role in the bank's performance. Therefore, it is of great significance to analyze the capital structure of Chinese commercial banks and to study the impact of capital structure on the performance of listed commercial banks in China during the transition period. Firstly, some basic theories related to capital structure are introduced, and the existing research methods and conclusions are briefly reviewed. This paper analyzes the present situation and existing problems of the capital structure and performance of commercial banks in China, and analyzes the influence ways of the capital structure on the performance, and explains the urgency and importance of the research. This paper selects the relevant data of 16 listed commercial banks in China from 2010 to 2015 to express the capital structure with the nature and proportion of the first largest shareholding shareholders, the first five largest shareholders' shareholding ratios, the proportion of subsidiary capital, the capital adequacy ratio, and the total return rate of assets. Non-performing loan ratio and liquidity ratio represent performance. The multivariate linear regression model is established and analyzed by Stata software to study the influence of capital structure on performance. The results show that relatively concentrated equity structure can promote bank performance, and the nature of the largest shareholder has no significant effect on bank performance, and the proportion of subsidiary capital to total capital is positively correlated with bank performance. Capital adequacy ratio is significantly positively correlated with bank performance; capital adequacy ratio is significantly correlated with performance; and the expansion of asset size will not have a positive impact on performance. According to the empirical results, in order to optimize the capital structure of commercial banks and improve bank performance, combined with the current situation and empirical analysis of the results, put forward policy recommendations. With regard to core capital, the establishment of a moderately concentrated equity structure; the state must maintain a relative controlling position for systemically important banks, and introduce strategic investors to gradually increase the total and share of public reserves; and, in the case of subsidiary capital, Increase the proportion of subsidiary capital, adjust the structure of subsidiary capital, reduce banks' mutual holding of subsidiary capital, and develop innovative capital instruments.
【學(xué)位授予單位】：哈爾濱商業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33;F830.42

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