Size matters:analyzing bank profitability and efficiency under the Basel III framework

The latest regulatory framework,which has been introduced globally in the form of Basel III,and its implementation in the legislation of the member states of the Euro-pean Union has generated much interest in the impact of regulation on the efficiency and profitability of banks.This study aims to examine the impact of the introduction of two major regulatory changes(Basel II and Basel III)on bank performance,in terms of bank size and bank-specific and macroeconomic variables.A two-stage empirical anal-ysis was conducted on a sample of 433 European commercial banks over the 2006–2015 period.In the first stage,relative efficiency was calculated using non-parametric data envelopment analysis.In the second stage,the generalized method of moments was used to examine the impact of bank-specific and macroeconomic variables as well as regulation on bank performance,that is,profitability and efficiency.Consider-ing bank size,the results show a diverse impact of regulation on bank performance.Regarding large-and medium-sized banks,regulation positively affects both efficiency and profitability,whereas,for small banks,it negatively affects performance.The results suggest that larger banks have skillfully adapted to the new regulatory environment.In contrast,small banks have problems with profitability and efficiency because the new regulatory framework has imposed additional administrative and regulatory burdens.This could result in future failure or mergers with larger banks,resulting in a higher concentration in the banking sector and increased systemic risk.Our results strongly suggest that regulation should not be implemented equally for all banks;that is,on a one size fits all terms.A distinction between small and large banks when introducing new regulatory frameworks should be made if a reasonable level of competition is to be preserved.

Determinants of Bank Liquidity and Its Impact on Bank Profitability in Ethiopia

The objective of the study is to explore determinants of bank liquidity and its impact on bank profitability in Ethiopia by using two-stage least square(2SLS)balanced panel estimation method from 2014-2019.The two dependent variables to be considered under 2SLS balanced panel estimation methods were liquidity risk and bank profitability.The first equation i.e.liquidity risk specified as a function of major explanatory variable i.e.bank profitability,real GDP growth,net loan growth,and foreign exchange availability.Whereas,the second equation i.e.bank profitability specified as a function of bank liquidity,non-interest income,non-interest expense and expectation.The empirical result of the first equation of the study reveals that bank profitability,foreign exchange availability,and real GDP growth have positive significant impact on bank liquidity while net loan and advance has a negative significant impact on bank liquidity.The empirical result of the second equation depicts that bank liquidity has positive effect on bank profitability even if it is insignificant but total non-interest income and expectation have a positive significant effect on bank profitability.Since the paper has also tested some diagnostic check,the result shows that the model has passed the diagnostic test.

Comparison of Bank Profitability in China and the USA

This paper examines and compares the profitability of banks in the USA and China. The USA has the largest market-based banking system and the financial system of China is still bank-based. Our analysis indicates that in terms of profitability, banks in China outperformed those in the USA during our study period （2008-2014）. Real estate loans had an adverse effect on US bank profitability during the financial crisis and no effect after the crisis but consistently improved the profitability of Chinese banks. Interest margins have no effect on US bank profitability but a consistently positive effect on Chinese banks, confirming that China is a traditional bank-based economy. Interbank loans have a positive and significant effect on Chinese bank profitability, while interbank domestic loans have a negative effect on US bank profitability. Finally, size had a positive effect on US banks after the financial crisis period, confirming the scale economies of large US banks, but a negative effect on Chinese banks, indicating diseconomies of scale.

Monetary Policy and Profitability of Commercial Banks in Uganda

Background: Economic theory suggests that monetary policy through interest rates affects bank profitability. There is limited empirical evidence on the relationship between monetary policy and profitability of commercial banks in Uganda. Objective: This study seeks to examine the effect of monetary policy on the profitability of commercial banks in Uganda. Methodology: The study adopts a causal relationship research design. Data, covering 9 years from 2010-2018, was collected from all the registered commercial banks which were in operation over the study period. Various monetary policy variables are included in the empirical model as predictor variables. Return on Assets is used as a measure of bank profitability. A dynamic two-step System Generalized Method of Moments panel estimator is applied to estimate the empirical model. Findings: Estimates show that monetary policy in terms of its link to the lending rate has a significant causal effect on Return on Assets, suggesting that interest rate changes predict bank profitability of commercial banks in Uganda. Further, results show that a rise in core inflation has a significant negative causal effect on the banks’ profitability and that there is a significant lagged effect of Return on Assets. The 91-day treasury bill rate and money supply were insignificant in predicting bank profitability. Originality: Unlike previous related studies which have focused on major advanced economies and a limited number of studies which have considered only a few developing countries like Nigeria and Kenya, the current study provides empirical evidence on the link between monetary policy and commercial bank profitability in Uganda. Practical Implications: Policy makers in the financial sector may use the study results as a basis of implementation of appropriate monetary policy actions that enhance the profitability of Uganda’s commercial banks. For instance, the central bank should promote low and stable core inflation in order to enhance bank profitability, and should ensure that the monetary policy transmission to interest rates is efficient.

How does Bank Capital Affect Bank Profitability and Risk？ Evidence from China＇s WTO Accession

This paper examines how bank capital affects bank profitability and risk in China, and how its impact differed before and after the nation entered the WTO. Our study uses the dynamic generalized method of moments approach with a panel database containing 171 Chinese commercial banks. We ftnd that bank capital has significant influence on bank profitability and risk, but its impact has declined since China joined the WTO in 2001. For different sized groups, the impact of capital on profitability exhibits a distinct trend. The effects of capital on bank risk are different for large and small banks depending on the risk variables used for the Chinese banking industry.

Study on Daily Accounting Profit Feasibility of Banking Based on Data Center

By the end of 2013, Chinese large-scaled commercial banks have basically completed the construction of IT banking system, in order to provide technical guarantee of deepening business operation and operation management reform. This indicates that our national banking industry information technology has been in a new level. This paper, based on the operation principle of commercial bank safety, liquidity and profitability, makes research on improving commercial banking profit data timeliness, accuracy, integrity and realizing daily accounting profit. According to survey, the four big banks have proposed the prospect of 2013 full scope implementing daily accounting profit. Thus, this paper, based on the profit accounting status of four big banks of data center, analyzes the feasibility of daily accounting profit and puts forward the relevant solutions.

ESG表现对商业银行盈利能力的影响

基于2012—2021年我国37家上市商业银行的季度数据,使用因子分析法构建了商业银行盈利能力指标,利用基本回归模型实证检验了ESG表现对商业银行盈利能力的影响,并通过构建中介效应模型探索了ESG表现影响商业银行盈利能力的路径。结果表明:良好的ESG表现可以通过降低商业银行的风险来提高其盈利能力。又通过异质性分析发现,良好的ESG表现能明显通过降低城市商业银行风险来提高盈利能力。

金融双向开放是否促进了商业银行盈利能力?——基于85家商业银行的盈利分析

基于熵值法测得我国的事实金融双向开放度和85家具有代表性的商业银行2013—2020年的非平衡面板数据,运用系统GMM的方法,实证分析金融双向开放对商业银行盈利能力的影响。结果发现,金融双向开放对银行盈利能力有正向促进作用,且对国有银行和农商行盈利的促进作用大于股份制银行和城商行。同时在剔除国有银行后,在金融双向开放水平提高过程中,小银行的盈利能力提升的影响程度比大银行更大。因此,银行业需利用金融双向开放的正向效应积极坚持“引进来”和“走出去”,政府应重点关注中小型银行的经营水平以及国有银行和农商行的稳健性发展。此外,政府需加快我国金融制度顶层设计,完善监管框架和制度体系,提升金融监管的透明度和有效性。

信贷资产证券化能提升城商行盈利能力吗:基于10家城商行面板数据的实证研究

城商行创新发展的质量关系着地方经济社会的高质量发展。普遍观点认为,相较于全国性大银行,城商行自有资本金不充足、运营区域受限,导致盈利能力有限,探索信贷资产证券化创新,可以提升自身盈利能力。本文选取信贷资产证券化发行规模排名靠前的10家城商行面板数据进行了实证研究。实证结果表明,信贷资产证券化业务并未显著提升城商行单位资产经营获利能力,与普遍观点不一致。究其原因,通过城商行信贷资产证券化案例梳理分析,发现城商行推动信贷资产证券化业务的最大动机并非是增加盈利,而是基于可持续运营、维护品牌声誉的考虑。

我国五大商业银行绿色信贷对盈利能力的影响研究

绿色信贷业务已成为商业银行重要的信贷业务,环境因素开始被纳入其审核及评估范围。在此背景下,绿色信贷业务对商业银行盈利能力的影响关乎其落实绿色信贷政策的积极性。基于此,本文围绕绿色信贷业务对银行盈利能力的影响展开研究。本文选取我国五家具有代表性的国有商业银行2007—2021年的绿色信贷相关数据,并使用STATA20.0进行多元回归分析。实证结果显示,绿色信贷比和我国五大商业银行的盈利能力呈正相关,目前绿色信贷业务给我国五大行带来的盈利增幅较低。最后,本文分别从政府层面和商业银行层面提出推进绿色信贷发展的对策建议,以供参考。

数字化转型能提升农村商业银行的盈利能力吗

基于2015—2021年江苏省县域47家农村商业银行全机构调查数据,构建农村商业银行数字化转型评价指标体系,考察数字化转型对农村商业银行盈利能力的影响。研究发现:整体上,数字化转型通过“降本增效”渠道提升农村商业银行盈利能力。考虑了数字化转型成本和收入的阶段性特征,面板门槛模型检验发现,数字化转型与农村商业银行盈利能力之间呈现先抑制后促进的非线性关系。异质性分析表明,数字化转型对小规模农村商业银行盈利能力的提升作用主要体现在同期,且影响逐渐减弱,而对大规模农村商业银行盈利能力的提升作用主要体现在长期,且影响逐渐增强。进一步讨论发现,相较于处于低数字接入水平地区的农村商业银行,数字化转型对处于高数字接入水平地区的农村商业银行盈利能力有显著提升作用。研究结论对于推动农村金融高质量和可持续发展具有一定的政策启示。

金融科技对商业银行盈利能力的影响研究

随着科学技术的迅速发展,应用新型技术已成为商业银行升级转型、创新发展的关键。商业银行运用科技手段使自身的金融服务产品更为精细化、场景化和智能化,从而提升利润水平。为探讨金融科技对商业银行盈利能力的影响,以2011—2021年11家商业银行的数据为样本进行实证分析。实证结果表明,商业银行的金融科技水平与其盈利能力正相关,金融科技的发展提升了商业银行的盈利能力。鉴于此,商业银行应与金融科技融合发展,转变其原有的经营模式,优化业务流程,以获取更为可观的经济效益。

商业银行ESG表现对盈利能力的影响研究

运用我国上市商业银行2009年第1季度至2022年第4季度的季度数据,研究了商业银行ESG表现对盈利能力的影响及其作用机制。研究结果表明:商业银行ESG表现能够显著提升盈利能力。作用机制检验结果表明,商业银行的ESG表现可通过降低付息成本和改善资产质量来提升盈利能力。进一步研究发现,商业银行ESG表现的三个支柱(环境、社会、治理)对盈利能力的影响具有显著差异,治理表现提升了商业银行的盈利能力,而现阶段环境表现在一定程度上降低了商业银行盈利能力,社会表现对商业银行盈利能力未表现出显著影响。商业银行ESG表现对盈利能力的提升作用在全国性商业银行以及存贷比较低、储蓄存款占比较高的商业银行中更显著。

商业银行盈利能力影响因素研究分析

商业银行在国民经济金融生活中扮演重要角色,盈利能力对商业银行来说至关重要,而诸多微观、中观甚至宏观因素都会对其产生不同的影响。因此,文章基于13家上市商业银行2016—2021年的相关数据,探讨影响商业银行盈利能力的因素。

农村商业银行支农力度对其盈利能力的影响研究

基于2014-2021年我国59家农村商业银行的面板数据,运用固定效应模型分析农村商业银行加大支农力度对其盈利能力的影响及其异质性,并使用调节效应模型探讨利率市场化在这两者间的作用。研究结果显示,农村商业银行加大支农力度能够提高其盈利能力,且这种正面效应存在明显的规模异质性和地区异质性,在较大规模的农商行或东部地区的农商行中这种效应更加显著;利率市场化的加深在农村商业银行支农力度促进其盈利能力的过程中具有正向调节作用。

中国商业银行盈利分析

本文的主要目标是考察影响中国商业银行盈利水平的决定因素问题。研究银行业间绩效的差异多大程度上由银行内部因素决定,外部环境因素对银行机构的绩效是否存在显著影响。在此目标下,本文选择银行资产利润率为银行盈利水平的测度变量,分析银行机构的个体特征变量、宏观经济变量和金融结构变量对银行盈利的影响。

收入结构和融资模式对商业银行盈利和风险的影响

以1997-2010年144家中国商业银行为样本,研究了非利息收入份额和非存款融资份额对银行盈利能力及抗风险能力的影响。首先采用非平衡面板数据发现银行规模、权益资本比、资产增长率对非利息收入和非存款融资有显著作用。其次,采用广义矩估计法考察了非利息收入和非存款融资对银行盈利和风险的影响。研究表明,非利息收入和非存款融资对中国银行业的盈利能力有显著正相关,还能有效地分散风险;GDP增长率、通货膨胀率和存贷款基准利差等外部宏观环境也显著影响着银行的盈利和风险水平。中国银行业应在发展利息收入的同时,进一步开拓非利息收入业务和非存款融资渠道,提高经营水平构建多渠道盈利的模式。

商业银行分理处效率对效益的影响程度分析

在运用数据包络分析方法对商业银行分理处进行效益和效率的评价的基础上,提出分析效率对盈利性影响程度的方法,通过对某商业银行支行的12个分理处的实证分析,初步证明了该方法的有效性。

基于泰尔指数的盈利能力差异性测度研究

盈利能力是商业银行稳健性的重要保证。资产收益率(ROA)是衡量商业银行盈利能力的一个重要指标,但其无法直接衡量不同类型银行间盈利能力的差异性,也无法直接体现盈利能力差异不同影响因素的贡献度。基于此,本文的主要工作是在资产收益率的基础上,利用泰尔指数构造了单位资产收益率泰尔指数(ROUAT)与人均收益率泰尔指数(ROPPT)两个指标,用来测度商业银行盈利能力的差异性,并对中国13家上市商业银行2006~2015年的财务数据进行实证。实证结果表明:国有控股银行盈利能力的组内差异远大于股份制银行的组内差异,也大于国有控股银行和股份制银行的组间差异。通过对单位资产收益率泰尔指数(ROUAT)与人均收益率泰尔指数(ROPPT)对比,进一步发现人均收益率差异比单位资产收益率差异表现更为突出,说明现阶段银行的员工人数比银行的总资产对银行盈利能力的影响大。本文的主要贡献是利用泰尔指数和资产收益率构造了单位资产收益率泰尔指数和人均收益率泰尔指数两个指标,解决了不同分组下的商业银行的盈利能力差异性的测度问题,解决了差异性影响因素的贡献度问题,盈利能力差异性的测度为相关部门的政策制定提供参考。

开展绿色信贷会影响商业银行盈利水平吗?

绿色信贷借助金融的力量对产业结构进行绿色调整,相比于原来直接进行行政调控与通过税收调控,绿色信贷更具灵活性、针对性,更符合市场调控的原则。而银行开展绿色信贷的直接动力来源于其对自身盈利能力的影响。理论上,银行开展绿色信贷会提高其营业成本,从而降低其盈利能力,但增加贷款总额将提高其盈利能力。本文以2009年—2014年,中国银行等14家银行为样本,从银行放贷成本的角度分析开展绿色信贷对商业银行盈利水平的影响。实证结果表明,银行开展绿色信贷会增加其单位业务及管理费用,而单位业务及管理费用的增加会导致其单位营业利润的降低,但单位贷款额的增加会提高其单位营业利润,即在核心资本净额不变的情况下,开展绿色信贷会造成银行营业利润的降低,但扩大贷款总额能抵消开展绿色信贷带来的利润损失。