本文選題：商業(yè)銀行 + 凈利差��； 參考：《西南財(cái)經(jīng)大學(xué)》2012年碩士論文

【摘要】：銀行業(yè)凈利差既是銀行盈利基礎(chǔ),也影響著社會(huì)生活的方方面面。近年來(lái),關(guān)于銀行業(yè)利差水平高低的討論不斷,在利率市場(chǎng)化逐步深入、基準(zhǔn)利率不斷收緊的大背景下,研究我國(guó)銀行凈利差及其影響因素有著重要意義。 本文共分為六章： 第一章為緒論,對(duì)凈利差問(wèn)題的研究背景及意義進(jìn)行了闡述,從提高銀行管理水平、定價(jià)能力、為政府提供政策依據(jù)三方面進(jìn)行了討論。 第二章介紹銀行凈利差及其相關(guān)概念間的關(guān)系及文獻(xiàn)綜述部分。對(duì)凈利差與中間利潤(rùn)的關(guān)系,凈利差與基準(zhǔn)利差的關(guān)系進(jìn)行了比較,得出凈利差與中間業(yè)務(wù)無(wú)明顯關(guān)系,基準(zhǔn)利差對(duì)凈利差的浮動(dòng)起到限制作用。通過(guò)對(duì)國(guó)內(nèi)外相關(guān)研究文獻(xiàn)進(jìn)行系統(tǒng)的回顧與梳理,發(fā)現(xiàn)國(guó)外在銀行凈利差上的研究己相當(dāng)成熟,國(guó)內(nèi)研究基本是在借鑒國(guó)外文獻(xiàn)之上,已經(jīng)取得了很多成果,但是在研究方法、樣本數(shù)量上還存在一些不足。 第三章對(duì)凈利差影響因素進(jìn)行理論分析。首先,本文通過(guò)理論推導(dǎo)得到理論意義上的影響因素,其次,考慮到其他文獻(xiàn)中出現(xiàn)的對(duì)凈利差影響性較大的因素,再次,結(jié)合我國(guó)國(guó)情,加入貨幣政策因素和宏觀(guān)變量因素。最后對(duì)上述影響因素與凈利差的理論關(guān)系進(jìn)行分析,并對(duì)各影響因素的變量表示、計(jì)算公式給以說(shuō)明。 第四章為國(guó)內(nèi)外凈利差實(shí)際水平的比較分析。詳細(xì)比較了我國(guó)商業(yè)銀行與國(guó)外商業(yè)銀行凈利差水平的差異,通過(guò)比較發(fā)現(xiàn),國(guó)內(nèi)銀行凈利差水平在世界上處于中等水平,低于美國(guó)、俄羅斯銀行的凈利差水平；比較國(guó)內(nèi)三類(lèi)銀行：國(guó)有銀行、全國(guó)性股份制銀行、城市商業(yè)銀行在凈利差上的差異,發(fā)現(xiàn)三類(lèi)銀行凈利差水平的高低順序是：城市商業(yè)銀行、股份制銀行、國(guó)有銀行,并通過(guò)深入分析各類(lèi)別銀行的影響因素,揭示了三類(lèi)銀行在凈利差水平上的差異的具體原因；比較國(guó)內(nèi)銀行與外資銀行在凈利差上的差異,發(fā)現(xiàn)國(guó)內(nèi)銀行在盈利能力、市場(chǎng)結(jié)構(gòu)等方面都具有先天優(yōu)勢(shì),外資銀行取得高凈利差的能力還與國(guó)內(nèi)銀行有一定差距。 第五章實(shí)證分析是本文的重點(diǎn)。本文選取44家國(guó)內(nèi)銀行2005-2010年財(cái)務(wù)數(shù)據(jù),數(shù)據(jù)皆來(lái)自BANKSCOPE數(shù)據(jù)庫(kù)。首先通過(guò)多重共線(xiàn)性檢驗(yàn),將兩變量從影響因素中刪去；其次為平穩(wěn)性檢驗(yàn),證實(shí)銀行內(nèi)部影響因素中不存在單位根。其次,通過(guò)F檢驗(yàn)和Hausman檢驗(yàn)確定采用固定效應(yīng)模型進(jìn)行估計(jì),再次運(yùn)用EGLS法建立了全樣本模型、分類(lèi)別模型、兩階段模型分別比較分析,最后采用分位數(shù)回歸的方法對(duì)各分位點(diǎn)水平的凈利差進(jìn)行因素分析。 第六章,根據(jù)理論分析與實(shí)證結(jié)論提出相應(yīng)對(duì)策建議,對(duì)我國(guó)銀行業(yè)整體來(lái)說(shuō),還需進(jìn)一步強(qiáng)化風(fēng)險(xiǎn)管理、提升自主定價(jià)能力、提高經(jīng)營(yíng)管理水平；國(guó)有銀行應(yīng)利用自身規(guī)模優(yōu)勢(shì),重視管理質(zhì)量的提高；股份制銀行需加強(qiáng)成本管理,提高經(jīng)營(yíng)效率；城市商業(yè)銀行在發(fā)展壯大的同時(shí)也要兼顧發(fā)展的穩(wěn)定性,注意將流動(dòng)性風(fēng)險(xiǎn)控制在適當(dāng)水平。最后,指出論文中存在的不足：樣本選擇和指標(biāo)選取上還存在局限性,指出今后可以進(jìn)一步研究的方向。 文章的創(chuàng)新體現(xiàn)在研究范圍上的創(chuàng)新、實(shí)證方法上的創(chuàng)新。 ①研究范圍上的創(chuàng)新體現(xiàn)在：首先,在比較凈利差及其影響因素時(shí),將外資銀行納入討論范圍,通過(guò)與國(guó)內(nèi)銀行在凈利差和各影響因素上的簡(jiǎn)單比較,找出其中差異。這在國(guó)內(nèi)凈利差研究中也是首次。其次,在影響因素方面,通過(guò)文獻(xiàn)的閱讀,影響因素的涉及面更廣,根據(jù)我國(guó)國(guó)情,考慮將貨幣政策因素(存款基準(zhǔn)利率和存款準(zhǔn)備金率)和宏觀(guān)經(jīng)濟(jì)因素(GDP增長(zhǎng)率、通貨膨脹率)引入到模型中。 ②研究方法上,采用分位數(shù)回歸方法研究我國(guó)銀行凈利差影響因素,這在國(guó)內(nèi)文獻(xiàn)中還未出現(xiàn)過(guò)。除此之外,本文還分階段研究了2008年金融危機(jī)前后各因素影響效力的變化。
[Abstract]:The net profit of the banking industry is not only the bank ' s profit foundation , but also the square face of the social life . In recent years , the discussion on the level of the level of the bank ' s profit margin is of great significance in the study of the net profit and its influencing factors in our country under the background of the gradual deepening of interest rate and the tightening of the benchmark interest rate .

This article is divided into six chapters :

In the first chapter , we discuss the background and significance of the research background and significance of the problem of net profit , from improving the bank ' s management level and pricing ability , and to discuss the policy according to the three aspects .

The second chapter introduces the relation between net profit margin and its relative concepts , and compares the relation between net profit difference and intermediate profit . The relation between net profit difference and the standard deviation is compared , and it is concluded that the net profit difference is not related to the intermediate business .

In the third chapter , the influence factors of net profit are analyzed theoretically . First , this paper derives the influential factors of theoretical significance through theoretical derivation , and then takes into account the factors that influence the difference of net profit in other documents , and then combines the factors of monetary policy and macro variables in combination with the national conditions of our country . Finally , the theoretical relationship between the above - mentioned factors and the net profit is analyzed , and the variable representation of each influencing factor is given , and the calculation formula is given to it .

The fourth chapter is a comparative analysis of the actual level of net profit at home and abroad . The difference of net profit margin between Chinese commercial banks and foreign commercial banks is compared in detail . Through comparison , the net profit margin level of domestic banks is at the middle level in the world , which is lower than the net profit margin level of American and Russian banks ;
This paper compares three kinds of banks : state - owned banks , national joint - stock banks and urban commercial banks in the difference of net profit margin . It is found that the level of net profit margin of three kinds of banks is : city commercial banks , joint - stock banks and state - owned banks .
Comparing the differences between domestic banks and foreign banks in the net profit margin , it is found that domestic banks have innate advantages in terms of profitability , market structure and so on . The ability of foreign banks to obtain high net profit margin also has a certain gap with domestic banks .

Chapter V empirical analysis is the focus of this paper . In this paper , the financial data of 44 domestic banks from 2005 to 2010 are selected from BANKSCOPE database . First , two variables are deleted from the influencing factors through multiple collinearity tests .
Secondly , the fixed effect model is used to estimate the internal influence factors of the bank . Secondly , by means of the F test and byman test , the fixed effect model is used to estimate , then the whole sample model , the classification model and the two - phase model are established by the EGLS method . Finally , the analysis of the difference of the net profit of each sub - site level is carried out by using the method of quantile regression .

In the sixth chapter , according to the theoretical analysis and the empirical conclusion , the corresponding countermeasures are put forward , and it is necessary to further strengthen the risk management , improve the ability of independent pricing and improve the management level .
State - owned banks should take advantage of their own scale and attach importance to the improvement of management quality ;
Joint - stock banks need to strengthen the cost management and improve the operating efficiency ;
At the same time , the urban commercial banks should take into account the stability of development , pay attention to the control of liquidity risk in the proper level . Finally , it is pointed out that there are some shortcomings in the paper : sample selection and indicator selection also have limitations , and point out the direction that can be further studied in the future .

The innovation of the article is embodied in the innovation in the scope of the research and the innovation in the empirical method .

Firstly , when comparing the net profit difference and the influencing factors , the foreign banks are included in the discussion scope , and the difference is found through simple comparison with the domestic banks in the net profit difference and the influencing factors . This is the first time in the domestic net profit difference study . Secondly , the paper considers the factors of the influence factors ( deposit base interest rate and reserve reserve ratio ) and the macro - economic factors ( GDP growth rate , inflation rate ) into the model .

In this paper , the influence factors of the net profit margin of our country are studied by using the method of quantile regression , which has not appeared in the domestic literature . Besides , this paper also studies the change of the effect of the factors before and after the 2008 financial crisis .
【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.2

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