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论文编号：	3312
作者编号：	2120092361
上传时间：	2011/6/7 18:18:43
中文题目：	我国银行业上市公司脆弱性影响因素研究
英文题目：	A Research on the Influencing Factors of Bank Fragility of Chinese Listed Banks
指导老师：	王曼舒
中文关键字：	银行危机 银行脆弱性 稳健经营
英文关键字：	Banking Crisis Bank Fragility Bank Stability
中文摘要：	银行危机的频繁爆发给世界经济造成了严重的创伤，银行脆弱性作为导致银行危机的主要原因受到各国学者和监管当局的重视和研究，所以银行脆弱性问题的研究具有很大的现实意义。本文主要从银行脆弱性的影响因素角度来对我国银行业上市公司脆弱性问题进行研究。通过模型的建立，运用线性回归分析了影响我国银行业上市公司脆弱性的因素，从而对我国商业银行的稳健经营提出建议和意见。 本文在结构上共分为五章：第一章为本文的绪论部分，主要介绍本文的研究背景、研究的目的及意义、研究方法与论文结构。第二章为相关文献综述部分，这部分是本文研究分析的理论基础。第三章为对实证研究进行设计。在提出假设基础上，构建影响我国银行脆弱性影响因素的模型。第四章是我国商业银行脆弱性影响因素实证研究，在提出假设的基础上，构建了回归模型。选取样本，搜集数据。对上述模型进行回归，得出回归结果的显著性程度，最后对实证结果进行了分析与尝试性解释。第五章作为总结部分，这部分主要是第三章、第四章的总结，主要针对研究结果提出缓解我国商业银行脆弱性的几点政策建议。 通过研究可以得出结论：微观银行变量与银行脆弱性有显著相关关系，其中，资本充足率、资产规模、净资产收益率、成本收入比和拨备覆盖率与银行脆弱性呈负相关关系；贷存比与银行脆弱性呈正相关关系。中观金融变量与我国银行脆弱性不存在显著相关关系。贷款实际利率和存贷实际利差与银行脆弱性呈负相关关系，但是影响并不显著。其中存贷实际利差与我国国有银行的脆弱性有显著的负相关关系。宏观经济变量与我国银行脆弱性有显著相关关系。通货膨胀率与银行脆弱性呈正相关关系，GDP增长率与银行脆弱性呈负相关关系。 本文创新之处有：以单个银行的视角来探讨银行脆弱性，并将样本由四家国有银行扩展到14家银行业上市公司，同时本文创造性地选择了不良贷款率、贷款增长率和贷款资产比作为回归的被解释变量。
英文摘要：	The frequent outbreak of the banking crisis has brought serious injury to the world economy. As the main reason for the banking crisis, the bank fragility has been given more attention by many scholars and supervision departments. So there is great practical significance on the research of bank fragility. This paper aims to research on the bank fragility of Chinese banks. By studying the influencing factors of the bank fragility of Chinese banks through model’s establishment and linear regression analysis, this paper aims to raise recommendations and comments on the bank stability. There are five chapters in this paper: the first chapter is the introduction that mainly introduces the research’s background, purpose and significance, methods and thesis structure. The second chapter is the review of the relevant literature and research which is the theoretical basis of this paper. The third chapter is the empirical research design to establish a model on the basis of the assumptions. The fourth chapter is the empirical part. There is linear regression analysis on the basis of model’s establishment and data’s collection on the influencing factors of Chinese banks. The fifth chapter is the conclusion of this paper’s research and to raise some recommendations and comments on the bank stability. It can be concluded through research: micro-banks variables have significant influence on Chinese listed banks’ fragility, of which the capital adequacy ratio, asset size, net assets income ratio, cost income ratio and the provision coverage has negative influence and loan to deposit ratio has positive influence. The Financial variables have no significant influence on Chinese listed banks’ fragility. Macroeconomic variables have significant correlation with the Chinese listed banks’ fragility, of which inflation rate has positive correlation but GDP growth rate and the banking fragility is negatively correlated. There are several innovations of this paper: this paper discusses the Chinese listed banks’ fragility from the perspective of individual bank and extend the sample from state-owned banks to 14 listed banks which make the research more convincible. This paper also creatively selects the rate of non-performing loan, the rate of increasing loan and loan-to-asset ratio as the explained variable.
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