我国商业银行经营绩效影响因素的实证研究——基于16家上市商业银行季度非平衡面板数据的分析

An Empirical Study on the Influencing Factors of China′s Commercial Banks′ Business Performance ——The Analysis of Quarterly Nonequilibrium Panel Data based on 16 Listed Commercial Banks

近年来,随着金融全球化不断深入,银行业竞争压力剧增,如何利用有限资源最大限度地提高商业银行的经营绩效已成为热议话题。本文通过采用我国16家上市商业银行2005年第一季度至2018年第一季度数据,运用面板模型对我国上市商业银行经营绩效的影响因素进行实证分析。研究发现:在微观层面上,上市商业银行经营绩效与其股东权益比率呈显著的正相关关系,与该银行的不良贷款率、非息收入占比呈显著的负相关关系,与其总资产规模存在显著的“U型”关系,但银行资本充足率对其经营绩效的影响并不显著;在宏观层面上,银行绩效与国内生产总值同比增速存在显著的“倒U型”关系;此外相对于其他季度,我国上市商业银行在第四季度经营绩效会有一定提高。因此,我国商业银行应当从建立健全绩效评价体系、降低不良贷款比率、适度规模经营以及优化股权结构等方面提升其绩效水平。

With the financial globalization,the competitive pressure of banking industryhas increased dramatically in recent years.This paper empirically analyzes the influencing factors of the performance of listed commercial banks in China by using the data from the first quarter of 2005 to the first quarter of 2018.The results show that at the micro level,the performance of commercial banks in China is significantly positively associated with the equity ratio,and negatively related to the non-performing loan ratioand the non-interest income ratioand has a significant "U-shaped" relationship with the total asset size.However,the impact of the capital adequacy ratio on the business performance is not significant.At a macro level,there is an "inverted U-shaped" relationship between the bank performanceand the GDP growth rate.In addition,compared with other quarters,the performance of listed Chinese banks get better in the fourth quarter.Therefore,the commercial banks in China should improve their performance by establishing and improving the operating performance evaluation system of banks,reducing non-performing loan ratio and implementingmoderate scale operationand optimizingsharehold structure.