本文關鍵詞：基于因子分析法的我國上市銀行經(jīng)營績效的實證分析　出處：《遼寧大學》2014年碩士論文　論文類型：學位論文

  更多相關文章： 上市銀行 經(jīng)營績效 因子分析 建議

【摘要】：隨著社會市場經(jīng)濟的發(fā)展，我國金融行業(yè)對國民經(jīng)濟的發(fā)展和調節(jié)起著越來越重要的作用①，金融行業(yè)是我國經(jīng)濟發(fā)展的基石，而商業(yè)銀行又是金融業(yè)的核心，銀行業(yè)關系到整個民生國計，因此銀行業(yè)的經(jīng)營績效的可持續(xù)發(fā)展對中國經(jīng)濟的健康發(fā)展至關重要②。隨著我國2001年正式加入了WTO，在市場經(jīng)濟對外開放和2006人民幣業(yè)務的全面開放的契機之下，外資銀行紛紛涌入我國，對我國的銀行形成了巨大的競爭壓力。為了應對挑戰(zhàn)，我國的銀行基本于2010年底完成了股份制改革，但這還遠遠不夠，如果想在這個激烈競爭的環(huán)境中處于不敗之地，我國的銀行應該設法提高其綜合競爭力，提升其經(jīng)營業(yè)績。本文通過對16家上市銀行的經(jīng)營績效進行實證分析，得出我國上市銀行在發(fā)展和經(jīng)營方面存在的問題和不足，進而提出有針對性的對策建議，以期能對它們的經(jīng)營績效有所幫助，也為其他銀行的上市發(fā)展提供一套可以參考的經(jīng)營績效評估體系，這正是本文研究的現(xiàn)實意義所在。本文主要選取了2013年的16家上市銀行作為樣本，用因子分析法分析了影響其經(jīng)營績效的13個財務數(shù)據(jù)，從而得出：股份制商業(yè)銀行的發(fā)展進步比較快，成長能力強，但是他們的資本盈利能力不強，資金的流動性也不是太好，貸款質量不高，另外還需要增加中間業(yè)務收入；和股份制銀行不同的是，國有控制銀行（中、農(nóng)、工、建）在流動性和盈利性方面卻表現(xiàn)的比較好，但是在資產(chǎn)安全性方面和成長能力方面表現(xiàn)的不好。本文總共分為五章： 第一部分是緒論，這部分內(nèi)容主要是文章的選題背景及研究意義、研究的主要內(nèi)容和研究方法、創(chuàng)新及不足這三個方面。 第二章提出了我國上市銀行經(jīng)營績效的綜合評價方法，，首先介紹了銀監(jiān)會關于我國商業(yè)銀行風險評估提出的評價方法，然后用安全性水平、發(fā)展能力水平、盈利性水平、流動性水平這四個指標來構建一套分析我國上市銀行經(jīng)營績效的指標體系，對這四個方面的指標進行具體說明并確定了各指標在評價體系中的權重。 第三部分是我國上市銀行經(jīng)營績效的實證分析。首先，本文采用spss20.0軟件，根據(jù)2013年的16家上市銀行的財務數(shù)據(jù)，采用因子分析方法對我國上市銀行的經(jīng)營績效進行實證分析。最后，基于因子分析的結果，從單個因子和總體的情況方面，來分析中國的16家上市銀行目前經(jīng)營績效的情況，然后根據(jù)兩種不同性質的商業(yè)銀行各自表現(xiàn)出來的不足，分別提出了相應的對策建議。 第四章是在第三章的分析結果后，根據(jù)股份制商業(yè)銀行和國有控股商業(yè)銀行存在的不足，分別提出了一些建議和對策。對我國國有商業(yè)銀行發(fā)展的安全性和盈利性方面體現(xiàn)出來的問題和不足，所提出的改進建議，包括以下幾個方面：降低不良貸款比率；增加其中間營業(yè)收入；選擇好的資金管理方法；使員工激勵機制得以完善；提高公司的治理水平。然而，對于我國股份制商業(yè)銀行他們的不足，主要是其資金流動性不好、盈利能力不強，所以就相應的提出了如下的建議：確定目標市場，做出準確的定位；提高資本盈利能力；改革創(chuàng)新。 第五章是結論部分，概括本文的內(nèi)容以及對今后的研究工作提出了初步設想。 本文的創(chuàng)新之處在于研究的對象具有代表性和時效性，因為選取了在銀行業(yè)中具有代表性的16家上市銀行2013年的最新財務數(shù)據(jù)，另外本文采用了因子分析法，構建了一套評價商業(yè)銀行經(jīng)營績效的指標體系，這套指標體系對以后的銀行的發(fā)展也起到了一定的借鑒作用。本文仍存在諸多不足，因我國的銀行上市時間短，缺少許多需要的板面數(shù)據(jù)，所以只能選擇這些傳統(tǒng)的指標來衡量經(jīng)營績效。由于本人的閱歷的局限性，還有很多統(tǒng)計方法如數(shù)據(jù)包絡法沒有運用到該分析中。所以，這是我今后將努力的方向。
[Abstract]:With the development of social market economy, China's financial industry to the development of national economy and regulation plays a more and more important role in the financial industry is the cornerstone of China's economic development, but the commercial bank is the core of the financial industry, the banking industry is related to the national welfare and the people's livelihood sustainable development of banking industry, so the performance of China economy healthy development is very important. 2 with China in 2001 officially joined the WTO, under the full liberalization of the market economic opening and 2006 RMB business opportunities, foreign banks have entered China, forming a huge competition pressure to Chinese banks. In order to meet the challenge, China's Bank at the end of 2010 to complete the joint-stock reform, but it is not enough, if want to be in an invincible position in the fierce competition environment, China's banks should try to improve its comprehensive competitive force, provided Rise of its operating performance. This paper makes an empirical analysis on the 16 listed banks operating performance, that exists in the development and management of China's listed banks problems and deficiencies, and puts forward some countermeasures, in order to help their business performance, but also can provide a reference for the business performance the evaluation system for the development of other listed banks, this is the practical significance of the research. This paper selects 16 listed banks in 2013 as samples, the impact of the 13 financial performance according to the number, obtained by the method of factor analysis: analysis of the development of joint-stock commercial banks relatively fast growth ability strong, but their capital profitability is not strong, liquidity is not too good, the loan quality is not high, also need to increase the intermediate business income; and joint-stock banks are different, China The control bank (China, agriculture, industry and construction) performs better in terms of liquidity and profitability, but it does not perform well in terms of asset safety and growth ability. This paper is divided into five chapters.
The first part is the introduction. This part is mainly about the background and significance of the research, the main contents and research methods, and the three aspects.
The second chapter puts forward the comprehensive evaluation of operating performance of listed banks in China, first introduced the China Banking Regulatory Commission on the evaluation method of the evaluation of China's commercial bank risk, and then use the security level, development ability, profitability, liquidity level of these four indicators to construct a set of analysis of China's listed banks operating performance the index system, illustrates the four aspects of indicators and determine the weight of each index in the evaluation system.
The third part is an empirical analysis of the operating performance of listed banks in China. Firstly, this paper uses spss20.0 software, according to the financial data of 16 listed banks in 2013, using the factor analysis method to make an empirical analysis on China's listed banks operating performance. Finally, factor analysis based on the results from single factor and the overall situation 16, to analyze the operating performance of listed banks Chinese present situation, then according to the shortcomings of the two different commercial banks respectively showed, respectively, put forward corresponding countermeasures and suggestions.
The fourth chapter is on the analysis results of the third chapter, according to the shortcomings of the joint-stock commercial banks and state-owned commercial banks, this paper puts forward some suggestions and countermeasures. The safety and profitability of the development of China's state-owned commercial banks reflect the problems and deficiencies, proposed improvement suggestions, including the following aspects: reduce non-performing loan ratio; increasing the intermediate business income fund; good management method; the incentive mechanism for employees to improve; improve the level of corporate governance. However, for the lack of joint-stock commercial banks in China. They are mainly the liquidity is not good, profitability is not strong, so we put forward the following suggestions: to determine the target market, make accurate positioning; improve the profitability of capital; reform and innovation.
The fifth chapter is the conclusion part, summarizes the content of this article and puts forward some tentative ideas for the future research work.
The innovation of this paper is to study the object representative and timeliness, because selected the most representative of the new financial data of 16 listed banks in 2013 in the banking industry, this paper used the factor analysis method, establishes a set of evaluation index system of the performance of the commercial banks, the Development Bank of the index system the future may also play a certain reference role. There are still many deficiencies in this paper, China's listed banks for short time, lack of the many needs of the panel data, we can only choose these traditional indicators to measure business performance. Due to the limitation of my experience, there are many statistical methods such as data envelopment analysis not using the analysis. So, this is my future direction.

【學位授予單位】：遼寧大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.3;F224

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本文編號：1438512