【摘要】：近年來，隨著金融自由化、一體化的深入，金融業(yè)務(wù)創(chuàng)新層出不窮，金融并購(gòu)此起彼伏。在全球金融多元化的浪潮中，我國(guó)商業(yè)銀行越來越重視多元化經(jīng)營(yíng)和發(fā)展，本文從理論和實(shí)證兩個(gè)方面對(duì)多元化經(jīng)營(yíng)影響銀行績(jī)效的效應(yīng)進(jìn)行分析。 具體來講，在理論分析部分，首先以企業(yè)多元化經(jīng)營(yíng)的相關(guān)理論為基礎(chǔ)從正反兩方面分析了多元化經(jīng)營(yíng)對(duì)銀行績(jī)效的影響效應(yīng)，其次結(jié)合我國(guó)商業(yè)銀行多元化發(fā)展現(xiàn)狀對(duì)多元化的實(shí)際效果進(jìn)行初步分析，并指出目前我國(guó)商業(yè)銀行多元化過程中所存在的問題。在實(shí)證部分，本文引入赫芬達(dá)爾指數(shù)(Herfindahl Index,HI)衡量銀行的多元化程度，通過建立多元化績(jī)效模型，運(yùn)用2000-2012年間我國(guó)15家主要商業(yè)銀行的面板數(shù)據(jù)，對(duì)商業(yè)銀行多元化與銀行績(jī)效的關(guān)系進(jìn)行了系統(tǒng)的分析。并在此基礎(chǔ)上根據(jù)資產(chǎn)組合理論對(duì)銀行風(fēng)險(xiǎn)進(jìn)一步分解，試圖更深一步探討多元化與銀行風(fēng)險(xiǎn)間的關(guān)系。 在理論分析和實(shí)證研究的基礎(chǔ)上，本文得到的主要結(jié)論有：近十年來，，多元化經(jīng)營(yíng)對(duì)我國(guó)商業(yè)銀行的盈利能力產(chǎn)生了積極影響，多元化不僅提高了商業(yè)銀行的資產(chǎn)利潤(rùn)率，而且也提高了其權(quán)益收益率；多元化經(jīng)營(yíng)在提升商業(yè)銀行盈利能力的同時(shí)有助于降低商業(yè)銀行的經(jīng)營(yíng)風(fēng)險(xiǎn)，隨著多元化程度的提高，我國(guó)商業(yè)銀行資產(chǎn)利潤(rùn)率和權(quán)益收益率的波動(dòng)都在減��；非利息收入通過多元化收益抵消了其波動(dòng)帶來的不利影響，實(shí)現(xiàn)了風(fēng)險(xiǎn)分散作用，有利于降低銀行收入的波動(dòng)性。綜合而言，多元化經(jīng)營(yíng)對(duì)我國(guó)商業(yè)銀行的綜合績(jī)效產(chǎn)生正面影響。 最后，根據(jù)本文的結(jié)論，從政府監(jiān)管和銀行自身兩個(gè)層面提出了多元化經(jīng)營(yíng)的發(fā)展建議，以期對(duì)提高商業(yè)銀行多元化的經(jīng)營(yíng)效益提供借鑒和參考。
[Abstract]:In recent years, with the deepening of financial liberalization and integration, financial business innovation emerges one after another, financial mergers and acquisitions one after another. In the tide of global financial diversification, China's commercial banks pay more and more attention to diversification and development. This paper analyzes the effects of diversification on bank performance from both theoretical and empirical aspects. Specifically, in the part of theoretical analysis, first of all, based on the related theories of enterprise diversification, this paper analyzes the effect of diversification on bank performance from both positive and negative aspects. Secondly, this paper analyzes the actual effect of diversification according to the present situation of diversification of commercial banks in China, and points out the problems existing in the process of diversification of commercial banks in China at present. In the empirical part, this paper introduces the Huffindar Index (Herfindahl Index,HI) to measure the degree of diversification of banks, through the establishment of diversification performance model, the panel data of 15 major commercial banks in China in 2000-2012 are used. This paper makes a systematic analysis of the relationship between the diversification of commercial banks and the performance of banks. On this basis, according to the portfolio theory to further decompose the bank risk, try to further explore the relationship between diversification and bank risk. On the basis of theoretical analysis and empirical research, the main conclusions of this paper are as follows: in the past ten years, diversification has had a positive impact on the profitability of commercial banks in China, and diversification has not only improved the profit margin of commercial banks, but also increased the profit margin of commercial banks. At the same time, it also improves the rate of return on equity; Diversification not only improves the profitability of commercial banks, but also helps to reduce the risk of commercial banks. With the increase of diversification, the volatility of profit margin and return on equity of commercial banks in China is decreasing. Non-interest income offsets the adverse effects of its volatility through diversification of income, and realizes the risk dispersion, which helps to reduce the volatility of bank income. Overall, diversification has a positive impact on the comprehensive performance of commercial banks in China. Finally, according to the conclusion of this paper, from the two aspects of government supervision and bank itself, this paper puts forward some suggestions for the development of diversified management, in order to provide reference for improving the diversification of commercial banks.
【學(xué)位授予單位】：上海外國(guó)語(yǔ)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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