我国上市银行利润增长的影响因素研究——基于面板数据模型分位数回归方法

An Empirical Study on the Influencing Factors for Profit Growth of China's Listed Banks——Based on the Method of Quantile Regression for Panel Data Model

本文基于2003年至2010年中国商业银行的面板数据,通过面板数据模型分位数回归来研究中国商业银行的规模、非利息收入结构、贷款质量等因素对于商业银行利润增长的影响作用。我们发现,伴随着中国商业银行利润的增长,银行员工与固定资产的利润贡献率出呈现出倒U型的形状。相比国有商业银行,股份制商业银行的员工对银行利润贡献率明显降低。从目前来看,银行非利息收入比对银行利润的推动作用需要进一步的提高,中国商业银行特别是股份制商业银行在发展过程中不应忽视对贷款质量的管理与控制。

This paper employs the method of quantile regression for Panel Data Model to investigate how banks＇ profits are influenced by their scale,income structure,credit quality,etc.,using the Panel Data from Chinese Commercial Banks over the period from 2003 to 2010.The authors find that： with the rapid increase of the banks＇ profit,the employees and fixed asset＇s profit contribution margin shows the shape of inverted U-shape.Compared with the employees＇ profit contribution in state-owned commercial banks,joint-stock commercial banks have a significantly lower profit contribution.For the time being,the non-interest business of commercial banks should be further improved to boost profit.China＇s commercial banks,especially joint-stock commercial banks,should not neglect to manage and control credit quality in their development process.