本文關(guān)鍵詞： 貸款集中度 商業(yè)銀行 收益 風(fēng)險(xiǎn)　出處：《西北大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行作為信貸市場(chǎng)的核心部門,在企業(yè)融資過程中扮演重要的中間角色,商業(yè)銀行的信貸資金投放是否合理不僅會(huì)影響到社會(huì)經(jīng)濟(jì)的協(xié)調(diào)發(fā)展,同時(shí),“利差”作為我國商業(yè)銀行的主要盈利點(diǎn),貸款配置是否合理也對(duì)銀行的收益有重要的影響。數(shù)據(jù)顯示,商業(yè)銀行在貸款投放時(shí)會(huì)表現(xiàn)出某種程度的貸款集中行為,而這些貸款集中行為對(duì)銀行的影響如何?為了客觀的分析貸款集中度對(duì)商業(yè)銀行收益和風(fēng)險(xiǎn)的影響,進(jìn)而促使商業(yè)銀行合理配置信貸資金,本文運(yùn)用理論與實(shí)證、比較分析等方法對(duì)貸款集中度與商業(yè)銀行收益與風(fēng)險(xiǎn)的關(guān)系進(jìn)行了系統(tǒng)的研究。 本文以15家上市商業(yè)銀行為研究對(duì)象,首先,通過梳理現(xiàn)有文獻(xiàn),得出貸款集中度對(duì)銀行收益與風(fēng)險(xiǎn)的理論影響,并從客戶集中度、區(qū)域集中度和行業(yè)集中度三個(gè)角度分析了我國銀行業(yè)貸款集中度的現(xiàn)狀,我國商業(yè)銀行貸款多集中投放到制造業(yè)、運(yùn)輸和電力等行業(yè)。其次,定量分析了我國商業(yè)銀行貸款集中度的程度。建立貸款集中度測(cè)度指標(biāo),用赫芬達(dá)爾指數(shù)計(jì)算地域集中度和行業(yè)集中度,并用最大十家客戶貸款比例衡量客戶集中度,在此基礎(chǔ)上計(jì)算得出我國上市商業(yè)銀行2004-2011年貸款集中度。最后,以資產(chǎn)收益率、股東權(quán)益收益率和不良貸款率作為衡量銀行收益和風(fēng)險(xiǎn)的指標(biāo),用我國上市商業(yè)銀行2004-2011年的年報(bào)數(shù)據(jù)以面板數(shù)據(jù)模型實(shí)證研究了貸款集中度對(duì)我國整體上市商業(yè)銀行收益和風(fēng)險(xiǎn)的影響,此外將商業(yè)銀行劃分為三類不同性質(zhì)的商業(yè)銀行,比較分析了貸款集中度對(duì)不同性質(zhì)商業(yè)銀行收益和風(fēng)險(xiǎn)的影響。 本文主要結(jié)論為對(duì)于整體上市商業(yè)銀行客戶集中度和行業(yè)集中度與銀行收益率呈反向相關(guān)關(guān)系；區(qū)域集中度與銀行收益率之間呈正向相關(guān)關(guān)系；客戶集中度和行業(yè)集中度與銀行不良貸款率之間呈正向相關(guān)關(guān)系；地域集中度與不良貸款率之間呈反向相關(guān)關(guān)系；而對(duì)于城市商業(yè)銀行地域集中度與不良貸款率之間呈正向相關(guān)關(guān)系；行業(yè)集中度與不良貸款率之間呈反向相關(guān)關(guān)系。 根據(jù)實(shí)證研究結(jié)果,對(duì)不同性質(zhì)商業(yè)銀行如何合理配置信貸資源以及如何適度控制貸款集中度提出了政策建議,具有一定理論和實(shí)際意義。
[Abstract]:As the core department of the credit market, commercial banks play an important role in the process of enterprise financing. Whether the credit funds of commercial banks are reasonable or not will not only affect the coordinated development of social economy, but also. As the main profit point of commercial banks in China, whether the allocation of loans is reasonable or not also has an important impact on the profits of banks. Commercial banks will show a certain degree of lending concentration behavior when lending, and the impact of these loan concentration behavior on banks? In order to objectively analyze the impact of loan concentration on the income and risk of commercial banks, and then promote the rational allocation of credit funds, this paper uses theory and empirical. The relationship between loan concentration and commercial bank income and risk is systematically studied by comparative analysis and other methods. In this paper, 15 listed commercial banks as the research object, first, through combing the existing literature, the theoretical impact of loan concentration on bank income and risk, and from customer concentration. This paper analyzes the present situation of the banking loan concentration in China from the three angles of regional concentration and industry concentration. The commercial bank loans in China are mainly invested in manufacturing, transportation and electricity industries. Secondly, the paper analyzes the current situation of the banking loan concentration in China. Quantitative analysis of the degree of credit concentration of commercial banks in China, the establishment of loan concentration measurement index, using the Herfindahl index to calculate the regional concentration and industry concentration. On the basis of this, we calculate the credit concentration of listed commercial banks in China from 2004 to 2011. Finally, we take the asset return rate as the basis. The rate of return on shareholders' equity and the ratio of non-performing loans are used as indicators to measure the return and risk of banks. Using the annual report data of listed commercial banks from 2004 to 2011, the paper empirically studies the impact of loan concentration on the income and risk of listed commercial banks in China. In addition, commercial banks are divided into three different types of commercial banks, and the effects of loan concentration on the income and risk of commercial banks of different nature are compared and analyzed. The main conclusions of this paper are as follows: for the whole listed commercial banks, there is a reverse correlation between customer concentration and industry concentration and bank yield; There is a positive correlation between regional concentration and bank return. There is a positive correlation between customer concentration and industry concentration and non-performing loan rate. There is a reverse correlation between regional concentration and non-performing loan rate. For urban commercial banks, there is a positive correlation between regional concentration and non-performing loan rate. There is a reverse correlation between industry concentration and non-performing loan rate. According to the results of empirical research, it is of theoretical and practical significance to put forward some policy recommendations on how to allocate credit resources reasonably and how to control the degree of credit concentration in commercial banks of different nature.
【學(xué)位授予單位】：西北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F832.4

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