發(fā)布時(shí)間：2018-07-28 07:41

【摘要】：隨著金融改革的深入,國內(nèi)銀行業(yè)務(wù)不斷向多功能綜合化方向演變,但是存款仍是商業(yè)銀行的基礎(chǔ)性業(yè)務(wù),它既為銀行貸款提供資金來源,同時(shí)也是商業(yè)銀行盈利增加以及規(guī)模擴(kuò)張最為重要的決定因素。核心存款是商業(yè)銀行存款中的長期穩(wěn)定部分,一家銀行的核心存款越多,代表著銀行市場風(fēng)險(xiǎn)抵抗能力越強(qiáng)。因此,核心存款是各家銀行積極努力爭奪的資金來源。支付結(jié)算業(yè)務(wù)作為銀行的一項(xiàng)基礎(chǔ)性服務(wù)業(yè)務(wù),是商業(yè)銀行連接客戶的紐帶,其業(yè)務(wù)發(fā)展直接關(guān)系到銀行的整體運(yùn)營及生存狀態(tài)。隨著金融創(chuàng)新的不斷發(fā)展,銀行中間業(yè)務(wù)的內(nèi)涵和外延發(fā)生了重要變化,支付結(jié)算業(yè)務(wù)作為銀行中間收入的重要組成部分和產(chǎn)品創(chuàng)新基礎(chǔ),它的發(fā)展成為銀行增強(qiáng)競爭力、增加收益的有效途徑。本文基于2006年至2015年間16家上市銀行的年報(bào)數(shù)據(jù)做實(shí)證分析,采用HP濾波法估算出各商業(yè)銀行的核心存款,對(duì)支付結(jié)算業(yè)務(wù)變動(dòng)和核心存款之間建立面板模型,得出支付結(jié)算業(yè)務(wù)的變動(dòng)對(duì)核心存款影響是顯著的,從而從大力發(fā)展支付結(jié)算業(yè)務(wù)的角度為商業(yè)銀行守住核心存款提出相應(yīng)的建議。在銀行支付結(jié)算業(yè)務(wù)與核心存款余額影響研究的過程中,首先對(duì)全國16家上市銀行總體面板數(shù)據(jù)建立雙向固定效應(yīng)模型,結(jié)果發(fā)現(xiàn)銀行卡業(yè)務(wù)和結(jié)算業(yè)務(wù)對(duì)核心存款有顯著的正相關(guān)關(guān)系,模型中還包含了時(shí)間效應(yīng)和個(gè)體效應(yīng),其中個(gè)體效應(yīng)中浦發(fā)銀行的影響最大,其次是交通銀行,影響最小的是北京銀行;時(shí)間效應(yīng)中影響最大的是2010年,其次是2012年,影響最低的是2007年。然后將16家上市銀行分為國有銀行、股份制銀行和城市銀行,對(duì)國有銀行和股份制銀行建立隨機(jī)效應(yīng)模型,對(duì)城市銀行建立固定效應(yīng)模型,結(jié)果發(fā)現(xiàn)國有銀行的銀行卡業(yè)務(wù)對(duì)核心存款的影響較強(qiáng)于結(jié)算業(yè)務(wù),城市銀行和股份制銀行結(jié)算業(yè)務(wù)對(duì)核心存款的影響較大。在銀行支付結(jié)算業(yè)務(wù)變動(dòng)與核心存款增長率之間的影響研究過程中,首先對(duì)16家上市銀行總體面板數(shù)據(jù)建立混合回歸模型,結(jié)果發(fā)現(xiàn)結(jié)算業(yè)務(wù)增長率、銀行卡業(yè)務(wù)增長率、業(yè)務(wù)結(jié)構(gòu)變動(dòng)和營業(yè)收入增長率對(duì)核心存款增長率的變化是顯著的,其中營業(yè)收入增長率的影響最大,業(yè)務(wù)結(jié)構(gòu)變動(dòng)的影響最小。然后對(duì)三種類型的商業(yè)銀行分別建立混合回歸模型,結(jié)果發(fā)現(xiàn)國有銀行、股份制銀行和城市銀行的營業(yè)收入增長率對(duì)核心存款增長率的影響均是顯著的以及國有銀行和城市銀行支付結(jié)算業(yè)務(wù)變動(dòng)對(duì)核心存款增長率的影響是顯著的。因此,各商業(yè)銀行銀行不論規(guī)模的大小,都應(yīng)該重視支付結(jié)算業(yè)務(wù)的推進(jìn)和創(chuàng)新,為客戶提供更加充足的支付結(jié)算產(chǎn)品和優(yōu)質(zhì)的服務(wù),從而穩(wěn)固銀行核心存款并提高核心存款增長率。
[Abstract]:With the deepening of financial reform, the domestic banking business continues to evolve towards multi-function integration, but deposit is still the basic business of commercial banks, which provides the source of funds for bank loans. At the same time, it is also the most important determinant of commercial banks' profit increase and scale expansion. The core deposit is the long-term stable part of the commercial bank deposit. The more the core deposit in a bank, the stronger the market risk resistance of the bank. Therefore, the core deposit is the source of funds that the banks actively strive to fight for. As a basic service business of banks, payment and settlement business is the link for commercial banks to connect customers. The development of payment and settlement business is directly related to the whole operation and survival state of banks. With the continuous development of financial innovation, the connotation and extension of bank intermediary business has undergone important changes. As an important part of the bank's intermediate income and the basis of product innovation, payment and settlement business has become an important part of the bank's competitiveness. An effective way to increase revenue. Based on the annual report data of 16 listed banks from 2006 to 2015, this paper uses HP filter method to estimate the core deposits of each commercial bank, and establishes a panel model between the change of payment and settlement business and the core deposit. It is concluded that the change of payment and settlement business has a significant impact on the core deposit, and the corresponding suggestions are put forward for commercial banks to maintain the core deposit from the angle of vigorously developing payment and settlement business. In the course of the research on the effect of bank payment and settlement business and core deposit balance, the bidirectional fixed effect model is established for the total panel data of 16 listed banks in China. The results show that there is a significant positive correlation between bank card business and settlement business on the core deposit. The model also includes time effect and individual effect, among which the impact of Pudong Development Bank is the biggest, followed by Bank of Communications. Bank of Beijing had the least impact; the time effect was greatest in 2010, followed by 2012, and the lowest in 2007. Then the 16 listed banks are divided into state-owned banks, joint-stock banks and urban banks. The random effect model is established for state-owned banks and joint-stock banks, and the fixed effect model for urban banks is established. The results show that the bank card business of state-owned banks has stronger influence on the core deposits than the settlement business, and the settlement business of urban banks and joint-stock banks has a greater impact on the core deposits. In the process of studying the influence between the change of bank payment and settlement business and the growth rate of core deposit, the mixed regression model of 16 listed banks' overall panel data is established. The results show that the growth rate of settlement business and the growth rate of bank card business are found. The change of business structure and the growth rate of operating income have significant influence on the growth rate of core deposit, among which the influence of the growth rate of business income is the biggest, and the influence of the change of business structure is the least. Then, the mixed regression models are established for the three types of commercial banks, and the results show that the state-owned banks, The effect of the growth rate of operating income of joint-stock banks and city banks on the growth rate of core deposits is significant, and the change of payment and settlement business of state-owned banks and city banks has a significant effect on the growth rate of core deposits. Therefore, all commercial banks, regardless of their size, should attach importance to the promotion and innovation of payment and settlement business, and provide customers with more adequate payment and settlement products and quality services. So as to stabilize the bank core deposits and increase the growth rate of core deposits.
【學(xué)位授予單位】：上海師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.2

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本文編號(hào)：2149388