我国商业银行收入多元化对经营绩效影响研究

发布时间：2018-04-10 17:43

本文选题：货币政策 + 收入多元化　；参考：《山西财经大学》2017年硕士论文

【摘要】：随着我国利率市场化改革进程的推进,商业银行的处境也变得越来越被动,为了取得竞争优势,不得不在现有基础上压缩存贷利差。而我国商业银行的经营利润大部分来自该项业务收入,这就使得商业银行的经营绩效受到影响。为了获得稳定的利润来源,商业银行不得不寻求传统业务收入以外的经营收入,加快中间业务的发展,使得收入结构逐渐趋于多元化。然而关于商业银行收入多元化对其经营绩效的影响,学者们通过研究得出的结论并不是一致的。有的学者认为商行收入多元化通过扩展银行收入来源渠道增加银行利润,提高经营绩效。然而有的学者则认为商行收入多元化会影响现有业务的收入,增加银行风险,因此对银行经营绩效的影响是不确定的。本文在前人研究的基础上通过搜集我国42家商业银行的数据,研究商业银行收入多元化对经营绩效的影响。由于不同类型的银行表现出不同的特征,因此本文基于我国商业银行现状将其分为三种类型:大型商业银行(工农中建交五家大型商业银行)、股份制商业银行(民生、华夏、招商、平安、光大、中信、浦发、兴业、恒丰银行一共九家股份制商业银行)和城市商业银行(本文选取了28家城商行)。采用分类型实证分析的方法分别研究这三类商业银行收入多元化对经营绩效的影响,得出结论后,再分别研究货币政策因素对于收入多元化与银行经营绩效关系的影响,最后根据研究所得出的结论提出相关政策建议。本文的主要创新点在于分类型研究收入多元化对经营绩效的影响之后,考虑了宏观的货币政策因素,从而研究了货币政策对于商业银行多元化收入结构与其经营绩效之间关系的影响,将宏观经济因素引入微观绩效的研究中。本文的研究主要分为六个部分:第一个部分主要介绍研究背景、研究意义、研究思路、研究内容与方法、国内外研究现状以及本文主要创新点;第二个部分对相关概念和理论基础进行阐述;第三个部分介绍商业银行的收入结构现状;第四个部分讨论了商业银行常用的一些绩效评级方法与指标,通过分析选出下一章实证所需要用到的指标;第五个部分进行本文的实证分析,从实证角度出发分析商业银行收入多元化对经营绩效的影响以及货币政策对于二者之间关系的影响,并进行稳健性检验;第六部分根据上述研究得出的结论提出相关政策建议以及展望。本文的研究结论是,在未引入货币政策之前,对于大型商业银行、股份制商业银行以及城市商业银行而言,收入多元化对于经营绩效的影响是一致的,均是收入多元化增强了他们获取利润的能力,提高了经营绩效。在引入货币政策后,实证结果显示货币政策因素对大型商业银行多元化收入结构与经营绩效之间关系呈现一种显著的正向作用,说明宽松的货币政策环境提高了商业银行收入多元化对其经营绩效的正向影响,降低了负向影响,具体原因会在文中说明;引入货币政策后的其他类型商业银行收入多元化与经营绩效之间没有表现出显著的关系,说明货币政策对于其他类型商业银行二者之间的关系没有显著的影响。
[Abstract]:With the process of interest rate marketization reform of our commercial banks, the situation has become more and more passive, in order to achieve competitive advantage, to reduce the deposit rate on the existing basis. While China's commercial banks operating profit most from the business income, which makes the performance of commercial banks in order to obtain a stable influence. The source of profits, commercial banks have to seek outside the traditional business business income, accelerate the development of intermediate business, the income structure tends to be diversified. However, on the impact of commercial bank income diversification on the performance of the scholars, the conclusion is not consistent. Some scholars think that the firm income diversification through the expansion of bank the revenue sources increase bank profits and improve business performance. However, some scholars believe that the firm will affect the income diversification The existing business income, increase the risk of banks, it is uncertain impact on bank performance. Based on the previous research by collecting 42 commercial banks in China, the study of commercial bank income diversification effect on business performance. Because of the different types of banks shows different characteristics, so this paper based on the status quo of China's commercial banks will be divided into three types: the large commercial banks (and the establishment of diplomatic relations five large commercial banks, joint-stock commercial bank () the people's livelihood, China Merchants, peace, Everbright, CITIC, Shanghai Pudong, Societe Generale, Prudential Bank a total of nine joint-stock commercial banks and city commercial banks (the paper) the 28 city commercial banks). Study of these three types of commercial bank income diversification effect on business performance by empirical analysis of the type, draw the conclusion, and then studied the factors for monetary policy Effect of the relationship between income diversification and performance of banks, according to the research conclusion and puts forward relevant policy suggestions. The main innovation of this paper is divided into types of income diversification impact on business performance, considering the macro monetary policy factors, so as to study the effect of monetary policy on the relationship between diversification of income structure and business performance the bank, research of macroeconomic factors into the microcosmic performance. This paper is mainly divided into six parts: the first part mainly introduces the research background, research significance, research ideas, research contents and methods, research status at home and abroad as well as the main innovation; the second part describes the relevant concepts and theoretical basis the third part introduces the income structure; the present situation of commercial banks; the fourth part discusses some of the commonly used commercial bank performance evaluation With the method of index level, through the analysis of the election of the next chapter of the need to use the index; empirical analysis of fifth parts of this paper, from the perspective of empirical analysis of impact of commercial bank income diversification effect on business performance and the monetary policy for the relationship between the two, and robustness test; sixth part according to the research on it the conclusion puts forward relevant policy suggestions and prospect. The conclusion is that before the introduction of monetary policy, for large commercial banks, joint-stock commercial banks and city commercial banks, income diversification for the influence of operating performance is consistent, both income diversification heightening their ability to obtain profits, improve business performance. In the introduction of monetary policy, the empirical results show that monetary policy factors on the diversification of income structure and business performance of large commercial banks The relationship has a significant positive effect, that the loose monetary policy environment to improve the positive impact of commercial bank income diversification on operating performance, reduce the negative impact, the specific reasons will be explained in the article; other types of commercial banks into the monetary policy after the income showed no significant relationship between diversification and management the performance shows that monetary policy has no significant effect on the relationship between the other two types of commercial banks.

【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

【参考文献】