管理评论

›› 2019, Vol. 31 ›› Issue (6): 3-13.

• 经济与金融管理 •    下一篇

全国性银行与区域银行盈利趋势及其影响因素比较研究——基于2006-2016年数据

杨海珍, 李川, 向悦, 吴宏旭   

  1. 中国科学院大学经济与管理学院, 北京 100190
  • 收稿日期:2017-10-23 出版日期:2019-06-28 发布日期:2019-07-08
  • 通讯作者: 杨海珍(通讯作者),中国科学院大学经济与管理学院教授,博士生导师,博士。
  • 作者简介:李川,中国科学院大学经济与管理学院博士研究生;向悦,中国科学院大学经济与管理学院硕士研究生;吴宏旭,中国科学院大学经济与管理学院硕士研究生。
  • 基金资助:

    国家自然科学基金面上项目（71273257）；国家自然科学基金重点项目（71532013）。

The Trend of National and Regional Banks Profitability and Determinants——An Empirical Study Based on the 2006-2016 Data

Yang Haizhen, Li Chuan, Xiang Yue, Wu Hongxu   

  1. School of Economics and Management, University of Chinese Academy of Sciences, Beijing 100190
  • Received:2017-10-23 Online:2019-06-28 Published:2019-07-08

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摘要：

本文结合银行实际经营经验，定性分析了17家全国性银行和88家区域银行2006-2016年的经营指标的变化，并采用固定效应模型，分别使用传统最小二乘和系统广义矩的方法，对两类商业银行的资产盈利能力和资本盈利能力进行全面计量对比分析。定性分析表明，资产结构、成本管理和风险控制等内部经营因素与行业竞争和外部环境一起共同影响银行的盈利能力；计量研究发现，资产负债配置能力、管理能力和风控能力等内部因素，市场集中度和行业发展等行业因素，以及货币政策和宏观经济等外部因素对商业银行的盈利能力产生了显著影响。本文提出，提升风险管理能力和精细化管理水平，优化资产负债配置，并注重当地行业竞争和重视监管政策是商业银行提升盈利能力的主要战略方向。

关键词: 全国与区域银行, 盈利能力影响因素, 实证研究

Abstract:

Based on the bank operating practices, this paper qualitatively analyzes the business indices of 17 national banks and 88 regional banks from 2006 to 2016. A fixed effect model is established, classical least squares method and the generalized method of moments are applied for the quantitative comparative analysis on the capital profitability and asset profitability of the two types of banks. The qualitative analysis indicates that bank profitability is affected by peer competitions, external environment, and internal operating factors, such as asset composition, cost and risk management. In addition, the quantitative analysis shows the profitability of the commercial banks is obviously influenced by inner factors including the ability of asset liability collocation, management, risk control, and the industry factors such as the level of market concentration and field development, as well as the outer factors like monetary policies and macroeconomic impact. In the end, this research proposes that the strategic key to raise commercial banks' profitability is to develop the risk control ability, improve management skill, optimize asset liability allocation, concentrate on market competition and regulate bank's operation.

Key words: national and regional banks, profitability influencing factors, empirical study