利率市场化背景下中间业务对中国上市银行经营风险的影响研究

发布时间：2018-04-13 03:31

本文选题：利率市场化 + 中间业务　；参考：《安徽大学》2017年硕士论文

【摘要】：随着我国金融市场和金融创新的不断快速发展,商业银行面临的市场竞争越来越激烈。从20世纪80年代我国股份制银行的设立,90年代城市商业银行的组建,到2001年我国加入WTO,逐渐取消对外资银行的限制,再到今天互联网金融机构的纷纷出现,商业银行的金融中介地位收到威胁,传统的存贷业务逐渐萎缩。加上《巴塞尔协议Ⅲ》和我国《商业银行资本管理办法(试行)》的颁布,银行收到的资本约束日益严格。此外,国家出台一些了政策来积极引导银行在主营业务之外创新产品和服务,加快中间业务发展。从2001年起,符合相关条件的商业银行,可以申请办理包括代理保险、投资基金等中间业务。根据2005年颁布的《商业银行个人理财业务管理暂行办法》和2006年颁布的《电子银行业务管理办法》,银行的业务结构得到改善。另一方面,银行是高风险行业,银行的盈利要通过承担风险来获得,风险管理是银行经营成败的关键因素,对银行进行风险管理一直是金融监管的重要工作。2007年华尔街危机席卷全球,世界经济陷入萧条,世界格局也动荡不安,我国经济的发展也毫不例外地遭受到金融危机的不断冲击。作为国民经济当中至关重要的行业,银行业所处的外部环境以及内部需求也伴随着金融危机悄然发生着变化。与此同时为了配合我国的利率市场化改革的继续推进,我国对经济结构做出了调整并不断摸索着适合我国经济发展的金融体制,这些变革对于我国的金融行业无疑是一个巨大的冲击,不仅要求银行业有更高的盈利能力,同时还要在风险防范上进行革新。在这样的时代背景下,商业银行唯有转变发展方式,积极发展多样化的中间业务,进一步提升自身的盈利能力,尽可能的减少对于主营业务收入的过分依赖性以降低经营风险,从而获得长远发展。因此在现阶段,利率市场化基本完成的重要时刻,研究中间业务、利率市场化对中国上市银行的影响具有重要意义。银行发展中间业务是否对银行的经营风险有影响,以及银行发展中间业务如何影响银行的经营风险。通过利率市场化的调节作用,研究了中间业务的开展对我国商业银行的经营风险有着何种作用,实证结果表明:存贷利差会增加商业银行的经营风险;中间业务收入增加会降低商业银行的经营风险。据此给出了对策建议，依据理论分析以及实证分析的结果对降低我国商业银行在利率市场化改革背景下的经营风险提出了针对性的改进对策：一方面商业银行作为金融主体需要进一步拓宽业务范围，开发新型的中间业务以及其他表外业务，同时需要对商业银行内部人才进行扩充和培养，，并且制定科学合理的定价机制以及强化企业的风险控制；另一方面政府应当发挥应有的调控作用，为商业银行等金融机构提供良好的金融运作环境，且相关的金融监管部门如银监会、央行等也应发挥其监管和调控作用。
[Abstract]:With the rapid development of China's financial markets and financial innovation, commercial banks are facing increasingly fierce market competition in China in 1980s. From the establishment of joint-stock banks, city commercial banks set up in 90s to 2001, China's accession to WTO, foreign capital bank to cancel restrictions gradually, to today's Internet financial institutions there, commercial bank's financial intermediary position threatened, traditional deposit and loan business is gradually shrinking. Plus < Basel 3 > and China's "commercial bank capital management (Trial)" promulgated, the constraint of bank capital received more strictly. In addition, the state has adopted some policies to actively guide the bank outside the main business innovation of products and services, accelerate the development of intermediary business. From 2001 onwards, in accordance with the relevant conditions of commercial banks, including the agency can apply for insurance, investment funds and other intermediary business. According to the 2005 enactment of the "commercial bank personal financial business Interim Measures issued in 2006 > and < > management of electronic banking, the bank's business structure has been improved. On the other hand, the bank is a high risk industry, the profitability of banks to get through risk, risk management is a key factor in business success or failure of the bank. The bank risk management has been an important work of.2007 financial supervision over the Wall Street crisis sweeping the globe, the world economic recession, the world situation is turbulent, the economic development of our country is no exception to suffer the impact of the financial crisis. As the industry is the national economy, the banking industry to the external environment and internal the demand is also accompanied by financial crisis is quietly changing. At the same time in order to meet the interest rate marketization reform in our country continue to promote China's economy to. The adjusted and constantly groping for the economic development of our country's financial system, this change is undoubtedly a huge impact on China's financial industry, not only requires banks with higher profitability, but also to carry out the innovation in risk prevention. In this background, commercial banks have to change the mode of development, actively develop the intermediary business diversification, to further enhance their profitability, as far as possible to reduce the excessive dependence of main business income to reduce business risk, so as to obtain long-term development. At this stage, an important moment in the interest rate market basically completed the study of intermediate business, interest rate marketization has important significance the influence of the listed banks. Chinese bank intermediary business development have any effect on the bank's operational risk, and how to influence the development of intermediate business bank bank business The risk. By adjusting the role of the interest rate market, to carry out research of intermediate business has the role of China's commercial banks operating risk, the empirical results show that: the deposit rate will increase the operating risk of commercial banks; the increase in intermediate business income will reduce the operating risk of commercial banks. It puts forward the countermeasures and suggestions, on the basis of theoretical analysis and the results of empirical analysis to reduce the background of China's commercial banks in the interest rate marketization reform under the operating risk and puts forward corresponding improvement countermeasures: on the one hand, the commercial banks as financial entities need to further expand the scope of business, intermediate business development model and other sheet business, at the same time, the need for qualified commercial banks internal expansion and training, and set up a scientific and rational pricing mechanism and strengthen risk control of enterprises; on the other hand, the government should play its control It can provide a good financial operation environment for commercial banks and other financial institutions, and the relevant financial regulatory departments, such as the Banking Regulatory Commission and the central bank, should also play a regulatory role.

【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.3;F832.5

【参考文献】