中國商業(yè)銀行盈利分析.pdf

1、中國人民大學(xué)碩士學(xué)位論文中國商業(yè)銀行盈利分析姓名：彭紀(jì)申請(qǐng)學(xué)位級(jí)別：碩士專業(yè)：國民經(jīng)濟(jì)學(xué)指導(dǎo)教師：黃雋200705012AbstractPermanentlystableprofitabilityevergrowingmarketvaluearenotonlythefinaltargetsfcommercialbanks’managementstrategybutalsoarethebasicstardsmeasuringbanks’q

2、uality.Thetoprankingcommercialbanksshouldhavethetoprankingprofitabilityinthefirstplace.Especiallywiththefinancialmarket’sopeninguptothewldaccdingtotheWTOagreementattheendof2006domesticbankswillcompetewiththeirwellperfmed

3、wellequippedcompetitivefeigncounterpartsinallfacetswhichwilldemthemtoenhancetheirprofitability.Howtostimulateprofitabilitykeepstableearninglevelisadirectchallengeneedtobesolvedurgentlyissueourbankingsectarefacing.Thispap

4、erdataoffourstateownedcommercialbankselevenjointstockbanksfrom1996to2005asoursampleemploypaneldatafixedeffectmodelinvestigatethedeterminantsofcommercialbanks’profitabilityinourcountry.Explanatyvariablesincludebankacteris

5、ticvariablesmacroeconomicvariablesmarketstructurevariables.Theresearchindicatesthatcommercialbank’sprofitabilityismainlydeterminedbyitsownacteristicfacts:thebankwithmeadequateassetsispronetohavehigherprofitabilitythehigh

6、ertheratioofloantoassetsisthelowerbank’sprofitmarginisoperatingexpensesisnegativelyrelatedtobank’sprofitmargininanobviouswayjointstockcommercialbanksperfmbetterthanstateownedcommercialbanksthereisnoclearrelationshipbetwe

7、enbank’ssizeperfmancewhichprovesthatincommercialbanksofourcountryexistsneithereconomiesofscalendiseconomiesofscale.Inadditionmacroeconomicfactshavesignificantinfluencetocommercialbank’sprofitability:GDPgrowthrateinflatio

8、nratecommercialbank’sROAarepositivelyrelatedtoeachotheritisapparentthatbankingsect’sdevelopmentissubjecttomacroeconomiccycle.Lastbutnotleastinthemarketstructureaspect:thereisapositiverelationshipbetweendepositconcentrati