【作者】 张莹；

【导师】 董瑞芝； 栾志玉；

【作者基本信息】 中国石油大学（华东） ， 工业工程， 2013， 硕士

【摘要】 目前，银行上市融资已是普遍现象，我国各大银行的资本来源也呈现多元化趋势，尤其是随着金融业开放程度的提高和股权分置改革以后，国有股独大的现象逐渐削弱，外国战略投资、境内机构法人股、社会公众股等种类和比重增加，我国上市商业银行的股权结构多样化。在此趋势下，银行内部应具有怎样的股权结构才能对绩效产生正面的影响，是研究的主要内容。主要采用实证分析的方法，从定性分析和定量分析两个主要方面进行分析。将股权结构从股权属性、股权集中度、股权流通性三个方面对股权结构进行划分。首先从国内外研究现状和基本理论出发，结合国内外学者对世界银行业股权结构与绩效关系的研究成果，并对相关理论，如公司治理理论、资本结构理论、利益相关者理论、委托代理理论和两权分离理论进行梳理，从定性的角度分析股权结构对绩效的影响机理。其次，以我国2007—2011年的14家上市商业银行的绩效和股权结构原始数据为依据，对我国银行的股权结构与绩效的特征进行描述性分析，得出我国国有股份制商业银行与其他商业银行在股权集中度、属性、绩效方面均有差异。并根据我国具体情况提出研究假设。再次，为更加全面、科学的衡量银行绩效水平，提取了全面衡量绩效水平的赢利水平、长期发展能力、抗风险能力等的12个指标，如加权净资产收益率（扣除非经常性损益）、资产负债率、拨备覆盖率、资本充足率、不良贷款率等，运用SPSS软件的主成分分析法对其进行处理，得出综合绩效作为衡量银行总体绩效水平的指标。最后，将数据借助eviews进行处理，将股权结构的三个方面与综合绩效分别进行回归，得出赫芬达尔指数与银行绩效的倒“U”字关系、前五大股东持股比例与绩效的反比例关系、流通性与绩效的正相关关系以及外资股与绩效的“U”字形关系的实证结果，并有针对性地提出建议对策。更多还原

【Abstract】 Now, bank financing is a common phenomenon, our country each big bank’s capitalsource also showed a trend of diversification, especially with the improvement of financialindustry open degree, and after the equity division reform, state-owned shares alone bigphenomenon gradually weakening, foreign strategic investment, domestic institutional legalperson share, social public offerings such as type and density increase, the diversification ofChina’s listed equity structure of commercial Banks. Under this trend, within Banks shouldhave what kind of ownership structure can be a positive influence on performance, is the maincontent of this research.This paper mainly adopts the method of empirical analysis, from two main aspects ofqualitative analysis and quantitative analysis were analyzed. Ownership structure from equityattributes and ownership concentration and equity liquidity, equity structure is divided in threeaspects. First embarks from the domestic and foreign research present situation and the basictheory, combined with domestic and foreign scholars to the world bank ownership structureand performance relation of research results, and the related theory, such as corporategovernance theory, capital structure theory, stakeholder theory, principal-agent theory and tworights separation theory to comb, from the Angle of the qualitative analysis of the effect ofownership structure on performance mechanism. Secondly, with China’s14listed commercialBanks in2007-2011performance and ownership structure of the original data as the basis, toour country bank ownership structure and performance characteristics of descriptive analysis,concluded that China’s state-owned joint-stock commercial Banks and other commercialBanks in terms of ownership concentration, properties, performance differences. Andaccording to the specific situation in our country are put forward in this paper, the researchhypothesis. Again, for a more comprehensive, scientific measure of bank performance, thispaper extracts the profit level of the overall measure of performance and long-term development ability, the ability to resist risk, etc.12indicators, such as weighted return on netassets (excluding non-recurring profit and loss), asset-liability ratio, provision coverage,capital adequacy ratio and non-performing loan ratio, using principal component analysis ofSPSS software to deal with it, draw a comprehensive performance as a measure of Banks’overall performance level indicators. Finally, the data with the aid of eviews, three aspects ofownership structure and comprehensive performance respectively through regression, Hectorfanta, index and inverted "U" relationship between bank performance, the performance of thetop five shareholders’ shareholding and inverse proportion, the positive correlationrelationship between capital and liquidity, and performance and the performance of the "U"glyph relations empirical results, and proposed countermeasures.更多还原