本文選題：經營轉型 + 巴塞爾協議Ⅲ��； 參考：《浙江工商大學》2013年碩士論文

【摘要】：中國歷經三十年改革開放后,經濟發(fā)展走到關鍵的十字路口,經濟轉型已勢在必行。審視國際國內經濟狀況,中國正處于國外主要經濟體緩慢復蘇、國內經濟增速逐步放緩的局面。從2011年上市銀行年度財務報告上看,雖然在歐美等主要經濟體復蘇乏力,我國實體經濟增速放緩的局面下,我國銀行業(yè)的表現依舊可圈可點,財務數據十分亮麗,但我們不難看出當前中國銀行業(yè)經營模式中經營增長仍然還是以信貸擴張驅動為主,粗放式經營擴張模式尚未得到根本性改變。金融危機之后,監(jiān)管環(huán)境和經營環(huán)境發(fā)生深刻的變化,巴塞爾協議Ⅲ及國內銀行業(yè)新監(jiān)管標準的推出,將對商業(yè)銀行經營模式、資產管理、盈利能力產生深遠的影響,加快經營轉型,是新形勢下中國上市銀行的必要抉擇。 本文在介紹巴塞爾協議Ⅲ、銀行轉型主要內容的基礎上,著力分析了巴塞爾協議Ⅲ對上市銀行經營穩(wěn)定性的影響,并選擇了16家上市銀行,以Z-score衡量銀行經營的穩(wěn)定性,以2007-2011年上市銀行公布的數據進行面板數據回歸�；貧w結果顯示：根據巴塞爾協議Ⅲ的標準,我國監(jiān)管當局推出的四大監(jiān)管工具對上市銀行的穩(wěn)定性具有顯著影響,資本充足率、杠桿率和貸款撥備率與Z-score正相關,而流動性比率與Z-score負相關。四大監(jiān)管工具的實施,有利于提高Z-score,降低銀行破產概率,提高經營穩(wěn)定性。 依照實證結果和對招商銀行、民生銀行經營轉型的分析,本文提出為應對日趨嚴峻的資本約束和經營環(huán)境,商業(yè)銀行依賴信貸規(guī)模擴張帶動經營增長的外延式發(fā)展模式亟需轉型升級,要更加重視發(fā)展資本節(jié)約型業(yè)務,以相對較低資本的消耗獲取較高的效益和價值,走出“擴張、融資、再擴張再融資”的融資怪圈。要提升中間業(yè)務、零售業(yè)務和中小企業(yè)業(yè)務的業(yè)務占比,優(yōu)化收入結構、客戶結構以及資產、負債結構,以服務實體經濟為本,更好地助力中國經濟轉型。
[Abstract]:After thirty years of reform and opening up in China, the economic development has come to a crucial intersection. Economic transformation has been imperative. China is in a slow recovery of the major foreign economies and a gradual slowdown in domestic economic growth. From the annual financial report of the listed bank in 2011, although the main classics are in Europe and the United States and so on When the recovery of the economy is weak and the growth of China's real economy slows down, the performance of China's banking industry is still remarkable, and the financial data are very bright. However, it is not difficult to see that the current management growth of China's banking business is still mainly driven by credit expansion, and the extensive mode of expansion has not been fundamentally changed. After the crisis, the regulatory environment and the operating environment have undergone profound changes. The Basel Agreement III and the introduction of the new regulatory standards for domestic banking will have a far-reaching impact on the business model, asset management and profitability, and accelerate the operation transformation. It is a necessary choice for the Chinese Listed Banks in the new situation.
On the basis of the introduction of the Basel Agreement III and the main content of the bank transformation, this paper focuses on the analysis of the impact of the Basel Agreement III on the stability of the listed banks, and selects 16 listed banks to measure the stability of the bank's management by Z-score, and return the panel data with the data of the 2007-2011 year listed bank public cloth. According to the standard of Basel Agreement III, the four major regulatory tools introduced by China's regulatory authorities have a significant impact on the stability of listed banks. The capital adequacy ratio, leverage ratio and loan reserve ratio are positively related to Z-score, and the liquidity ratio is negatively related to Z-score. The implementation of the four major regulatory tools is beneficial to the improvement of Z-score and the reduction of the bank breaking. The production probability will improve the management stability.
According to the empirical results and the analysis of the business transformation of China Merchants Bank and Minsheng Bank, this paper puts forward that in order to cope with the increasingly severe capital constraints and operating environment, the extension of the expansion model of commercial banks depends on the expansion of the credit scale to promote the growth of the business, and it is necessary to pay more attention to the development of capital saving business with relatively low capital. Consumption gets higher benefits and values, and goes out of the financing circle of "expansion, financing, and refinancing". It is necessary to improve the proportion of intermediary business, retail business and small and medium enterprise business, optimize income structure, customer structure, assets, debt structure, and serve the real economy as the basis for China's economic transformation.
【學位授予單位】：浙江工商大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33;F224

【參考文獻】

相關期刊論文 前10條

1 馮乾;侯合心;;資本監(jiān)管改革與資本充足率——基于巴塞爾協議Ⅲ的上市銀行分析[J];財經科學;2012年02期

2 陸靜;;巴塞爾Ⅲ及其對中國銀行業(yè)的影響[J];財經理論與實踐;2011年03期

3 劉元慶;;資本約束、金融脫媒、利率市場化與商業(yè)銀行戰(zhàn)略轉型[J];金融論壇;2006年07期

4 賀建清;;“中國版巴塞爾協議Ⅲ”對銀行業(yè)的影響分析[J];金融論壇;2011年08期

5 鐘偉;謝婷;;巴塞爾協議Ⅲ的新近進展及其影響初探[J];國際金融研究;2011年03期

6 陸靜;;巴塞爾協議Ⅲ及其對國際銀行業(yè)的影響[J];國際金融研究;2011年03期

7 黃儒靖;;從《巴塞爾協議Ⅲ》看國際銀行業(yè)監(jiān)管強化的新趨向——對銀行監(jiān)管博弈的思考[J];經濟問題探索;2010年12期

8 馬蔚華;戰(zhàn)略調整:中國商業(yè)銀行發(fā)展的路徑選擇[J];經濟學家;2005年01期

9 李志輝;王偉;謝盈瑩;;“中國資本監(jiān)管新標準”的實施對商業(yè)銀行盈利能力的影響——基于對RORWA和ROA影響因素的分析[J];金融監(jiān)管研究;2012年02期

10 巴曙松;金玲玲;朱元倩;;巴塞爾Ⅲ下的資本監(jiān)管對中國銀行業(yè)的影響[J];農村金融研究;2011年06期

，

本文編號：1986071