本文選題：商業(yè)銀行經(jīng)營(yíng)績(jī)效　切入點(diǎn)：因子分析法　出處：《南京財(cái)經(jīng)大學(xué)》2013年碩士論文　論文類(lèi)型：學(xué)位論文

【摘要】：商業(yè)銀行是資金融通的重要中介，在社會(huì)資源配置的過(guò)程中起了至關(guān)重要的作用。我國(guó)商業(yè)銀行的績(jī)效問(wèn)題，已經(jīng)成為了我國(guó)金融業(yè)的關(guān)鍵問(wèn)題。自2003年以來(lái)，我國(guó)的國(guó)有商業(yè)銀行逐個(gè)推行了股份制改革，國(guó)有銀行的公司治理與經(jīng)營(yíng)目標(biāo)與之前大不相同，注重績(jī)效的提高。2012年6月8日，中國(guó)人民銀行出臺(tái)了利率浮動(dòng)的政策，說(shuō)明了我國(guó)也拉開(kāi)了利率市場(chǎng)化的序幕，利率市場(chǎng)化必將使商業(yè)銀行之間的競(jìng)爭(zhēng)進(jìn)一步加劇。所以如何度量商業(yè)銀行的綜合績(jī)效，商業(yè)銀行的經(jīng)營(yíng)績(jī)效的影響因素有哪些，商業(yè)銀行的經(jīng)營(yíng)績(jī)效是否可以提高以及如何提高，這些問(wèn)題不僅是學(xué)術(shù)界，更是商業(yè)銀行經(jīng)營(yíng)者非常關(guān)心的問(wèn)題。 本文主體部分首先對(duì)商業(yè)銀行經(jīng)營(yíng)績(jī)效的含義進(jìn)行了界定，對(duì)商業(yè)銀行績(jī)效評(píng)價(jià)方法分為單因素指標(biāo)法和綜合指標(biāo)法。其中重點(diǎn)分析了因子分析法的原理以及做法。對(duì)商業(yè)銀行經(jīng)營(yíng)績(jī)效的影響因素分為宏觀(guān)因素、行業(yè)因素和微觀(guān)因素等三類(lèi)。 其次，本文采用了14家上市銀行的2005-2011年的數(shù)據(jù)，選取了權(quán)益凈利率、資產(chǎn)凈利率、每股收益、資產(chǎn)負(fù)債率、總資產(chǎn)周轉(zhuǎn)率、凈資產(chǎn)增長(zhǎng)率、總資產(chǎn)增長(zhǎng)率和資本充足率等八個(gè)因素進(jìn)行因子分析，計(jì)算出商業(yè)銀行的綜合得分，并且將2011年的綜合得分與托賓q值進(jìn)行比較，檢驗(yàn)因子得分對(duì)銀行綜合績(jī)效的替代性。接著，以因子分析法所度量的14家上市商業(yè)銀行的綜合得分為因變量，在自變量的選取上，，考慮國(guó)內(nèi)外關(guān)于上市商業(yè)銀行經(jīng)營(yíng)績(jī)效的影響因素的總結(jié)和影響因素的理論分析，同時(shí)考慮數(shù)據(jù)的可獲得性，選取了6個(gè)影響因素進(jìn)行建模分析，其中，宏觀(guān)經(jīng)濟(jì)層面選取國(guó)內(nèi)生產(chǎn)總值的對(duì)數(shù)（LGDP），行業(yè)層面選取了市場(chǎng)集中度指標(biāo)（CR4），微觀(guān)層面選取了資產(chǎn)占比（ZCB）、不良貸款率（BLDK）、貸存比（DCB）、和中間業(yè)務(wù)收入占比（CXB）。在建模時(shí)，由于本文采用的樣本是2005-2011年的14家上市商業(yè)銀行的7個(gè)指標(biāo)，符合樣本數(shù)據(jù)寬而短，所以，采用面板數(shù)據(jù)模型進(jìn)行實(shí)證分析。研究表明資產(chǎn)占比未能通過(guò)顯著性檢驗(yàn)，于是將這個(gè)變量剔除后再次進(jìn)行面板數(shù)據(jù)模型進(jìn)行分析，結(jié)果顯示其他四個(gè)解釋變量能通過(guò)顯著性檢驗(yàn)，并且整體擬合度也較好。 最后在實(shí)證結(jié)論的基礎(chǔ)上，對(duì)于提高商業(yè)銀行經(jīng)營(yíng)績(jī)效五條政策建議。
[Abstract]:Commercial bank is an important intermediary of financing, which plays an important role in the process of social resource allocation. The performance of commercial banks in China has become a key issue in our financial industry since 2003. The state-owned commercial banks of our country have carried out the reform of the joint-stock system one by one. The corporate governance and management objectives of the state-owned banks are very different from those before, and they pay more attention to the improvement of performance. In June 8th 2012, the people's Bank of China issued the policy of floating interest rates. It shows that our country has also opened the prelude of interest rate marketization, the interest rate marketization will certainly make the competition between commercial banks intensify further. So how to measure the comprehensive performance of commercial banks, what are the influencing factors of commercial banks' operating performance, Whether and how to improve the business performance of commercial banks is not only an academic issue, but also a matter of great concern to commercial bank operators. The main part of this paper first defines the meaning of commercial bank performance. The performance evaluation methods of commercial banks are divided into single factor index method and comprehensive index method, in which the principle and practice of factor analysis are emphatically analyzed, and the influencing factors of commercial bank performance are divided into macro factors. Industry factors and micro factors and other three types. Secondly, this paper adopts the data of 14 listed banks from 2005 to 2011, and selects net interest rate of equity, net interest rate of assets, income per share, asset-liability ratio, total asset turnover ratio, net asset growth rate. By factor analysis of eight factors, such as total asset growth rate and capital adequacy ratio, the comprehensive score of commercial banks is calculated, and the comprehensive score of 2011 is compared with Tobin Q value. Then, taking the comprehensive scores of 14 listed commercial banks as dependent variables, the independent variables are selected. Considering the summarization and theoretical analysis of the influencing factors of listed commercial banks' operating performance at home and abroad, and considering the availability of data, six influencing factors are selected for modeling and analysis. At the macroeconomic level, the logarithm of gross domestic product (GDP) is chosen, the market concentration index (CR4) is selected at the industry level, the asset ratio is selected at the micro level, the non-performing loan ratio (BLDK), the loan-to-deposit ratio (DCB), and the ratio of intermediate business income to income are selected. Because the sample in this paper is 7 indexes of 14 listed commercial banks from 2005 to 2011, which accord with the wide and short sample data, the panel data model is used to carry out empirical analysis. The research shows that the proportion of assets can not pass the significance test. The results show that the other four explanatory variables can pass the significance test and the overall fitting is good. Finally, on the basis of empirical conclusions, five policy recommendations are proposed to improve the performance of commercial banks.
【學(xué)位授予單位】：南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類(lèi)號(hào)】：F832.33

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