中国商业银行盈利分析

经济金融类硕士论文

中国人民大学硕士学位论文中国商业银行盈利分析

姓名：彭纪申请学位级别：硕士专业：国民经济学指导教师：黄隽20070501

经济金融类硕士论文

摘 要

长期稳定的盈利水平及市值的不断增长是商业银行经营管理的最终目标是衡量一家银行好坏的最根本标准一流的商业银行首先要有一流的盈利能力

尤其是随着2006年底我国按照

入世

协议的要求全面开放金

融业国内银行将与实力雄厚装备精良具有强大竞争力的外资银行在同一起跑线上展开全方位竞争这将对我国商业银行在不断提高盈利能力方面提出更高的要求如何增强盈利能力保持稳定增长的盈利水平是我国商业银行业面临的最直接挑战和迫切需要解决的问题

本文选取4家国有商业银行和11家股份制银行1996-2005数据为样本运用面板数据固定效应模型考察我国商业银行盈利水平的决定因素解释变量包括银行特征变量宏观经济变量及市场结构变量研究表明商业银

行盈利水平主要由银行自身因素决定

资本较充足的银行盈利水平会比较

高贷款在资产中占的比重越高银行的利润率会越低营业费用率与银行利润率呈明显的负相关关系股份制商业银行的盈利水平好于国有独资商业银行银行规模与银行绩效没有显著的关系这说明我国的商业银行不存在规模经济也不存在规模不经济另外我国宏观经济因素对商业银行的盈利水平也有显著的影响GDP增长率

通货膨胀率与商业银行资产利润率均

成正相关关系银行业的发展受宏观经济周期的影响较为明显最后在市场结构方面存款集中度与银行盈利能力成正相关关系央行对金融活动的干预有利于商业银行利润率的提高股票市场的发展未能对银行业的盈利水

平起到有促进作用

在实证分析的基础上本文就如何增强我国商业银行盈利能力提出了一些建议包括积极引入境内外战略投资者和民营资本募集资本金提高自有资本率加强信贷管理完善信贷风险管理体制开展业务创新大力发展中间业务加强经营费用管理提高经营效率继续推进国有商业银行的股份制改革积极培育和完善股票市场

发挥其与银行业的互补作用

关键词

商业银行

盈利实证分析

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经济金融类硕士论文

Abstract

Permanently stable profitability and ever-growing market value are not only the final targets for commercial banks’ management strategy, but also are the basic standards measuring banks’ quality. The top-ranking commercial banks should have the top-ranking profitability in the first place. Especially with the financial market’s opening up to the world according to the WTO agreement at the end of 2006, domestic banks will compete with their well-performed, well-equipped and competitive foreign counterparts in all facets, which will demand them to enhance their profitability. How to stimulate profitability and keep stable earning level is a direct challenge and need-to-be-solved-urgently issue our banking sector are facing. This paper select data of four state-owned commercial banks and eleven joint-stock banks from 1996 to 2005 as our sample, employ panel data fixed effect model and investigate the determinants of commercial banks’ profitability in our country. Explanatory variables include bank characteristic variables, macroeconomic variables and market structure variables. The research indicates that commercial bank’s profitability is mainly determined by its own characteristic factors: the bank with more adequate assets is prone to have higher profitability; the higher the ratio of loan to assets is, the lower bank’s profit margin is; operating expenses is negatively related to bank’s profit margin in an obvious way; joint-stock commercial banks perform better than state-owned commercial banks; there is no clear relationship between bank’s size and performance, which proves that in commercial banks of our country exists neither economies of scale nor diseconomies of scale. In addition, macroeconomic factors have significant influence to commercial bank’s profitability: GDP growth rate, inflation rate and commercial bank’s ROA are positively related to each other and it is apparent that banking sector’s development is subject to macroeconomic cycle. Last but not least, in the market structure aspect: there is a positive relationship between deposit concentration degree and bank’s profitability; central bank’s intervention in financial activities is beneficial in stimulating commercial banks’ profit margin; the development of stock market barely functions

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经济金融类硕士论文

in boosting banking sector’s profitability.

On the base of empirical analysis, this paper brings forward some suggestions aiming to strengthen our commercial banks’ profitability which include: positively bring in strategic investors home and abroad and private capital to finance capital and raise its own capital adequacy ratio; strengthen credit management and improve credit-risk management system; carry on innovation business and develop intermediary business; strengthen operating expenses management and increase operating efficiency; continue to carry on state-owned banks’ joint-stock reform; nurture and improve stock market enthusiastically to make it be complementary to banking sector.

Key words: Commercial Banks; Profitability; Empirical Analysis

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经济金融类硕士论文

独 创 性 声 明

本人郑重声明所呈交的论文是我个人在导师指导下进行的研

究工作及取得的研究成果尽我所知除了文中特别加以标注和致谢的地方外

论文中不包含其他人已经发表或撰写的研究成果也不包含为获得中国人民大学或其他教育机构的学位或证书所使用过

的材料与我一同工作的同志对本研究所做的任何贡献均已在论文

中作了明确的说明并表示了谢意

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经济金融类硕士论文

中国商业银行盈利分析

第1章 导言

1.1研究的意义

近几年关注

中国商业银行的改革和发展一直引起社会各界的激烈争沦和强烈

历经

银行的实力有了巨大的提高

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