【摘要】：近年來互聯(lián)網(wǎng)金融發(fā)展迅猛,已成為我國金融領(lǐng)域重要的一股新生力量,互聯(lián)網(wǎng)金融影響著我國的金融領(lǐng)域,而作為我國金融業(yè)規(guī)模比重最高的銀行業(yè)難以避免其影響。它通過多元化的業(yè)務(wù)模式對傳統(tǒng)商業(yè)銀行的資產(chǎn)類業(yè)務(wù)、負(fù)債類業(yè)務(wù)和中間業(yè)務(wù)都造成一定的沖擊。目前學(xué)者研究主要集中在互聯(lián)網(wǎng)金融對銀行業(yè)務(wù)影響方面,通過定量研究互聯(lián)網(wǎng)金融影響商業(yè)銀行盈利能力的文章不多。本文以中國農(nóng)業(yè)銀行為例,試圖通過定性和定量兩種方式來對這一問題進(jìn)行專門研究,對于中國農(nóng)業(yè)銀行在互聯(lián)網(wǎng)金融浪潮中的發(fā)展具有一定的實(shí)踐指導(dǎo)價值。本文首先對相關(guān)理論基礎(chǔ)進(jìn)行介紹,在此基礎(chǔ)上,對我國互聯(lián)網(wǎng)金融發(fā)展和中國農(nóng)業(yè)銀行盈利現(xiàn)狀作一分析,其次定性的分析了互聯(lián)網(wǎng)金融業(yè)務(wù)對中國農(nóng)業(yè)銀行資產(chǎn)類業(yè)務(wù)、負(fù)債類業(yè)務(wù)和中間業(yè)務(wù)所帶來的影響。接著從中國農(nóng)業(yè)銀行自身和外部兩個層面選取30個季度的指標(biāo)變量數(shù)據(jù),運(yùn)用協(xié)整分析、建立VAR模型等實(shí)證分析定量的研究互聯(lián)網(wǎng)金融影響中國農(nóng)業(yè)銀行盈利能力的程度。最后在此基礎(chǔ)上,對中國農(nóng)業(yè)銀行應(yīng)對互聯(lián)網(wǎng)金融的挑戰(zhàn)提出了針對性的建議,也值得其他銀行同業(yè)借鑒學(xué)習(xí)。本研究主要得出以下結(jié)論:(1)定性分析中看出,互聯(lián)網(wǎng)金融業(yè)務(wù)會掠奪中國農(nóng)業(yè)銀行的存貸款量和中間業(yè)務(wù)的用戶,會在一定程度上降低中國農(nóng)業(yè)銀行對不同業(yè)務(wù)的定價權(quán),從而對其盈利產(chǎn)生影響。(2)資產(chǎn)收益率LROA、資本充足率LCAR、成本收入比LCI、第三方支付規(guī)模LTP、P2P網(wǎng)貸規(guī)模LP2P、國內(nèi)生產(chǎn)總值LGDP的協(xié)整關(guān)系是存在的,變量之間存在長期穩(wěn)定的均衡關(guān)系。(3)作為衡量互聯(lián)網(wǎng)金融發(fā)展所選取的兩項變量——P2P網(wǎng)貸規(guī)模和第三方支付規(guī)模,均與中國農(nóng)業(yè)銀行盈利呈負(fù)線性相關(guān)關(guān)系,但從方差分解的結(jié)果來看,互聯(lián)網(wǎng)金融對中國農(nóng)業(yè)銀行的盈利影響貢獻(xiàn)度還是很小,沒有自身經(jīng)營水平指標(biāo)——資本充足率和成本收入比等對其盈利影響明顯。
[Abstract]:In recent years, Internet finance has developed rapidly, and has become an important new force in the financial field of our country. Internet finance affects the financial field of our country, but the banking industry, as the largest proportion of the financial industry in our country, cannot avoid its influence. It has a certain impact on the asset business, liability business and intermediate business of traditional commercial banks through diversified business models. At present, scholars mainly focus on the impact of Internet finance on the banking business, and there are few articles on the impact of Internet finance on the profitability of commercial banks. Taking the Agricultural Bank of China as an example, this paper attempts to make a special study on this issue by both qualitative and quantitative methods, which has certain practical guiding value for the development of Agricultural Bank of China in the wave of Internet finance. This paper first introduces the relevant theoretical basis, then analyzes the development of Internet finance and the current profit situation of Agricultural Bank of China, and then qualitatively analyzes the impact of Internet finance on the asset business of Agricultural Bank of China. The impact of liability business and intermediary business. Then from the agricultural bank of China itself and the external two levels selected 30 quarters of the index variable data, using cointegration analysis, VAR model and other empirical analysis quantitative analysis of the impact of Internet finance on the profitability of Agricultural Bank of China. On this basis, the paper puts forward some suggestions to the Agricultural Bank of China to deal with the challenge of Internet finance, and it is also worth learning from other banks. The main conclusions of this study are as follows: (1) the qualitative analysis shows that the Internet financial business will rob the users of the agricultural bank of China's deposits and loans and intermediary business, and will reduce the pricing power of the agricultural bank of China to a certain extent. Therefore, it has an impact on its profit. (2) the cointegration relationship between LCAR, cost income and LCI, third-party payment scale, LTP,P2P net loan scale, LP2P, GDP LGDP, is existing. (2) the capital adequacy ratio of LROA, is higher than that of LCI,. There is a long-term stable equilibrium relationship between variables. (3) as a measure of the development of Internet finance, two variables, P2P network loan scale and third-party payment scale, both have a negative linear correlation with Agricultural Bank of China profit. However, from the results of variance decomposition, the contribution of Internet finance to the profit of Agricultural Bank of China is still very small, and there is no such index as capital adequacy ratio and cost-income ratio.
【學(xué)位授予單位】：西北農(nóng)林科技大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F724.6;F832.33;F830.42

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