CAJ | 학술논문

商业银行绩效一直以来是衡量发展中国家以间接融资主导型金融市场发展程度的一个关键性指标. 从银行产业层面研究商业周期波动对大中型商业银行绩效的影响关系,运用2007~2013年间12家国内大中型商业银行的面板数据,通过滞后的GDP增长率对银行资产报酬率影响的实证研究,分析商业周期变化对银行绩效产生的效应. 研究表明,中国大中型银行绩效具有较弱的顺周期变动效应,显著程度远低于市场经济成熟国家. 同时,不良贷款率对银行绩效影响较为显著,说明我国商业银行仍处于以贷款为盈利增长引擎的发展阶段. 因此,应进一步加速中国市场化改革进程,商业银行及时关注商业周期和风险资产变化,把握宏观经济传导机制并适时调整和优化银行经营战略,做好压力测试,防范系统性金融风险.
상업은행적효일직이래시형량발전중국가이간접융자주도형금융시장발전정도적일개관건성지표. 종은행산업층면연구상업주기파동대대중형상업은행적효적영향관계,운용2007~2013년간12가국내대중형상업은행적면판수거,통과체후적GDP증장솔대은행자산보수솔영향적실증연구,분석상업주기변화대은행적효산생적효응. 연구표명,중국대중형은행적효구유교약적순주기변동효응,현저정도원저우시장경제성숙국가. 동시,불량대관솔대은행적효영향교위현저,설명아국상업은행잉처우이대관위영리증장인경적발전계단. 인차,응진일보가속중국시장화개혁진정,상업은행급시관주상업주기화풍험자산변화,파악굉관경제전도궤제병괄시조정화우화은행경영전략,주호압력측시,방범계통성금융풍험.
Commercial banks' performance has been a key indicator in measuring degree of loan dominated in-direct financial market in developing countries.This paper studies impacts of business cycle fluctuations on perform-ance of large and medium size commercial banks.We analyze effects of business cycle fluctuations on banks' per-formance, using panel data of 12 domestic large and medium size banks from 2007 to 2013, through lag GDP growth' s impact on banks' return on total assets( ROE) by means of empirical analysis.Study shows that China' s large and medium size banks' performance has weak pro-cyclical effects, whose degree of significance is far lower than mature market economy countries.At the same time, banks' performance is significantly influenced by the non-performing loan ratio( NPLR).Study also shows that commercial banks of our country are still at the stage when loan is main engine.Therefore, the author suggests that we should further accelerate the development of mar-ket-oriented reform process.And commercial banks should pay more attention to business cycle and risky assets fluctuations, that we should grasp macroeconomic transmission mechanism , timely adjust and optimize strategy, prepare for stress testing and prevent systemic financial risks.