我国上市银行经营绩效的经济动态分析

A Dynamic Analysis of the Performance of Listed Banks in China

本文从盈利能力、抗风险能力和发展能力三种视角深入剖析上市银行经营绩效的生成机理,构建了上市银行经营绩效的经济动态分析模型,并运用我国上市银行2001￣2004年的时序立体数据对上市银行经营绩效进行实证分析。研究结果表明,FDFS模糊动态因子分析法克服了采用平面数据进行分析的静态局限,简化了影响因素结构,客观反映了我国上市银行经营绩效的动态实际;盈利能力和成长能力等因素成为影响我国上市银行经营绩效的重要因素。本文还根据实证研究结果提出相应的政策建议:包括政府应加强和谐金融生态环境建设;银行应提高自身盈利能力和抗风险能力。

In this paper, the mechanism governing the performance of listed banks is scrutinized from the perspective of profit-making capability, counter-risk capability and growing capability and a dynamic analysis model is established. An empirical analysis is made of the performance of these banks based on the solid data arranged in time sequence during the period of 2001-2004. Findings show that FDFS overcomes the static barrier of plane data, simplifies factor structure and truly reflects the dynamic performance of these listed banks. Profit-making capability and growing capability are crucial factors to their performance. Finally, corresponding policy and measures are proposed that： the government should set in place a harmonious financial eco-environment and banks improve their proflt-making and counter-risk capabilities.