我國商業(yè)銀行盈利能力與存貸利差關系的實證分析
發(fā)布時間：2019-04-28 07:03
【摘要】：進入21世紀以來，我國銀行業(yè)發(fā)展迅速，作為我國經(jīng)濟穩(wěn)定發(fā)展的支柱型行業(yè)，銀行業(yè)的發(fā)展對于我國經(jīng)濟長期穩(wěn)定、健康的發(fā)展起著重要作用。但是，和國外銀行相比，我國商業(yè)銀行不僅在管理水平上有差距，更重要的是盈利能力也相對較弱。作為商業(yè)銀行傳統(tǒng)資產(chǎn)負債業(yè)務收益的關鍵指標，存貸利差也成為銀行業(yè)內(nèi)人士和社會各界人士關注的交點。應對存貸利差的變化，商業(yè)銀行如何穩(wěn)步提高自身的盈利能力更是成為了商業(yè)銀行及學術界迫切關心的重要議題�；谝陨锨闆r，本文對我國商業(yè)銀行的盈利能力和存貸利差的關系進行了嘗試性的分析和研究，并對商業(yè)銀行未來的健康發(fā)展提出了相關建議。 本文在第一章首先回顧了國內(nèi)外學者對商業(yè)銀行盈利能力和存貸利差關系的研究現(xiàn)狀，并對相關文獻進行了綜述。在第二章中，首先界定了商業(yè)銀行盈利能力和存貸利差的涵義，，選取了資本收益率（ROA）作為商業(yè)銀行盈利能力的衡量指標，以平均貸款利率與平均存款利率之差來計算我國商業(yè)銀行的存貸利差（SLS）；然后從商業(yè)銀行自身因素和外部宏觀環(huán)境因素兩個角度，系統(tǒng)全面的對商業(yè)銀行盈利能力的影響因素進行了規(guī)范分析，目的是為后文選取具體指標和實證檢驗提供理論依據(jù)；最后，著重分析了商業(yè)銀行盈利能力與存貸利差的關系。第三章中，根據(jù)第二章的分析，首先對商業(yè)銀行盈利能力的影響因素選取了合適的衡量指標，并界定了各指標的內(nèi)涵；然后選取了2007年4季度至2012年3季度9家主要商業(yè)銀行的季度數(shù)據(jù)，通過計算9家商業(yè)銀行各衡量指標的平均值，對商業(yè)銀行盈利能力與存貸利差及其他各指標的關系進行了一般性的直觀統(tǒng)計分析。第四章中，在前文直觀統(tǒng)計分析的基礎上，采用上述9家商業(yè)銀行2007年4季度至2012年3季度的面板數(shù)據(jù)，運用計量經(jīng)濟學方法建立實證模型，實證分析存貸利差及各因素對商業(yè)銀行盈利能力的影響。根據(jù)實證結果，本文認為：存貸利差(SLS)、實際GDP、貸存比（SL）、手續(xù)費及傭金收入占營業(yè)收入比例（BP）與商業(yè)銀行盈利能力（ROA）正相關；總資產(chǎn)（TA）、不良貸款率(NPL)、資本充足率（CAR）、管理費用與總收入之比（MR）與商業(yè)銀行盈利能力（ROA）負相關。其中，存貸利差(SLS)、總資產(chǎn)(TA)和實際GDP與商業(yè)銀行盈利能力（ROA）相關性顯著。在第四章最后一節(jié)，本文結合商業(yè)銀行盈利能力與存貸利差的相關理論，結合我國的現(xiàn)狀，對實證結果進行了詳細的分析。 最后，本文結合我國現(xiàn)階段的具體情況對商業(yè)銀行如何提高自身盈利能力從政府的對策和商業(yè)銀行的對策兩個角度提出了相應的建議。
[Abstract]:Since the beginning of the 21st century, the banking industry of our country has developed rapidly. As the pillar industry of the stable development of our economy, the development of the banking industry plays an important role in the long-term stability and healthy development of the economy of our country. However, compared with foreign banks, Chinese commercial banks not only have a gap in management level, but also relatively weak profitability. As a key indicator of the traditional assets and liabilities business income of commercial banks, deposit-loan spreads have also become the intersection between the banking industry and people from all walks of life. In response to the change of deposit-loan spreads, how to steadily improve the profitability of commercial banks has become an important issue of urgent concern to commercial banks and academia. Based on the above situation, this paper makes a tentative analysis and research on the relationship between the profitability of Chinese commercial banks and the spread between deposit and loan, and puts forward some suggestions for the healthy development of commercial banks in the future. In the first chapter, this paper reviews the current situation of domestic and foreign scholars on the relationship between the profitability of commercial banks and the spread between deposit and loan, and reviews the relevant literature. In the second chapter, firstly, we define the meaning of profitability and deposit-loan spreads of commercial banks, and choose the rate of return on capital (ROA) as a measure of profitability of commercial banks. Using the difference between the average loan rate and the average deposit rate to calculate the (SLS); of the deposit-loan interest rate of commercial banks in China Then from the commercial banks' own factors and external macro-environmental factors, a systematic and comprehensive analysis of the factors affecting the profitability of commercial banks is carried out in order to provide theoretical basis for the selection of specific indicators and empirical tests. Finally, it focuses on the relationship between the profitability of commercial banks and the spread of deposit and loan interest rates. In the third chapter, according to the analysis of the second chapter, first of all, we select the appropriate measurement index for the influencing factors of the commercial bank's profitability, and define the connotation of each index. Then we selected the quarterly data of nine major commercial banks from the fourth quarter of 2007 to the third quarter of 2012, and calculated the average value of each measure of the nine commercial banks. This paper makes a general and intuitive statistical analysis of the relationship between the profitability of commercial banks and deposit-loan spreads and other indicators. In the fourth chapter, based on the previous intuitive statistical analysis, using the above-mentioned 9 commercial banks panel data from the fourth quarter of 2007 to the third quarter of 2012, using econometrics method to establish an empirical model. Empirical analysis of deposit-loan spreads and the impact of various factors on the profitability of commercial banks. According to the empirical results, this paper holds that the actual GDP, loan-to-deposit ratio of (SLS), and the ratio of commission income to operating income, (BP), are positively related to the profitability of commercial banks (ROA); Total assets (TA), non-performing loan ratio (NPL), capital adequacy ratio (CAR), management expense to total income ratio (MR) is negatively related to the profitability of commercial banks (ROA). Among them, the deposit-loan spread (SLS), total assets (TA) and actual GDP have significant correlation with the profitability (ROA) of commercial banks. In the last section of the fourth chapter, this paper analyzes the empirical results in detail by combining the theories of commercial banks' profitability and deposit-loan spreads, and combining with the present situation of our country. Finally, based on the current situation of our country, this paper puts forward some suggestions on how to improve the profitability of commercial banks from the government's countermeasures and the commercial banks' countermeasures.
【學位授予單位】：江西財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
本文編號：2467420
[Abstract]:Since the beginning of the 21st century, the banking industry of our country has developed rapidly. As the pillar industry of the stable development of our economy, the development of the banking industry plays an important role in the long-term stability and healthy development of the economy of our country. However, compared with foreign banks, Chinese commercial banks not only have a gap in management level, but also relatively weak profitability. As a key indicator of the traditional assets and liabilities business income of commercial banks, deposit-loan spreads have also become the intersection between the banking industry and people from all walks of life. In response to the change of deposit-loan spreads, how to steadily improve the profitability of commercial banks has become an important issue of urgent concern to commercial banks and academia. Based on the above situation, this paper makes a tentative analysis and research on the relationship between the profitability of Chinese commercial banks and the spread between deposit and loan, and puts forward some suggestions for the healthy development of commercial banks in the future. In the first chapter, this paper reviews the current situation of domestic and foreign scholars on the relationship between the profitability of commercial banks and the spread between deposit and loan, and reviews the relevant literature. In the second chapter, firstly, we define the meaning of profitability and deposit-loan spreads of commercial banks, and choose the rate of return on capital (ROA) as a measure of profitability of commercial banks. Using the difference between the average loan rate and the average deposit rate to calculate the (SLS); of the deposit-loan interest rate of commercial banks in China Then from the commercial banks' own factors and external macro-environmental factors, a systematic and comprehensive analysis of the factors affecting the profitability of commercial banks is carried out in order to provide theoretical basis for the selection of specific indicators and empirical tests. Finally, it focuses on the relationship between the profitability of commercial banks and the spread of deposit and loan interest rates. In the third chapter, according to the analysis of the second chapter, first of all, we select the appropriate measurement index for the influencing factors of the commercial bank's profitability, and define the connotation of each index. Then we selected the quarterly data of nine major commercial banks from the fourth quarter of 2007 to the third quarter of 2012, and calculated the average value of each measure of the nine commercial banks. This paper makes a general and intuitive statistical analysis of the relationship between the profitability of commercial banks and deposit-loan spreads and other indicators. In the fourth chapter, based on the previous intuitive statistical analysis, using the above-mentioned 9 commercial banks panel data from the fourth quarter of 2007 to the third quarter of 2012, using econometrics method to establish an empirical model. Empirical analysis of deposit-loan spreads and the impact of various factors on the profitability of commercial banks. According to the empirical results, this paper holds that the actual GDP, loan-to-deposit ratio of (SLS), and the ratio of commission income to operating income, (BP), are positively related to the profitability of commercial banks (ROA); Total assets (TA), non-performing loan ratio (NPL), capital adequacy ratio (CAR), management expense to total income ratio (MR) is negatively related to the profitability of commercial banks (ROA). Among them, the deposit-loan spread (SLS), total assets (TA) and actual GDP have significant correlation with the profitability (ROA) of commercial banks. In the last section of the fourth chapter, this paper analyzes the empirical results in detail by combining the theories of commercial banks' profitability and deposit-loan spreads, and combining with the present situation of our country. Finally, based on the current situation of our country, this paper puts forward some suggestions on how to improve the profitability of commercial banks from the government's countermeasures and the commercial banks' countermeasures.
【學位授予單位】：江西財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F832.33
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