【作者】 李小龙；

【导师】 周鸿卫； 梁凌；

【作者基本信息】 湖南大学 ， 金融硕士（专业学位）， 2021， 硕士

【摘要】 随着近年来利率市场化和人民币国际化的推进、金融市场脱媒的深化以及信息科学技术的发展,中国商业银行的业务经营面临着巨大的机遇和挑战。由于存贷利差的逐渐缩小、国外银行市场的冲击以及国内银行市场日益激烈的竞争,商业银行不得不开拓创新,积极寻求表外业务的发展,只有那些具备强大创新能力的商业银行才有可能在激烈的市场竞争中存活下来,在这种情况下,关于银行业务创新的准确衡量显得越来越重要。本文的主要内容是关于银行业务创新活跃度的研究,研究的主要目的是对商业银行业务的创新活跃程度进行量化分析,构建一个能够反映银行业务创新活跃度的指数。本文首先使用三种不同的文本分析方法构建银行业务创新活跃度指数,构建好指数之后,使用stata软件对非利息收入占比(银行创新能力)和银行业务创新活跃度指数进行了实证分析,一方面确定了银行业务创新活跃度指数是可靠的,另一方面又通过实证结果筛选出了最优的构建指数的文本分析方法—Jaccard相似度。最后,本文使用基于Jaccard相似度的银行业务创新活跃度指数对20家商业银行2010-2019年的银行业务创新活跃度进行了综合的评价,结果显示:在整体水平上,商业银行的业务创新活跃度呈现稳定增长的态势;划分银行类型来看,国有银行业务创新活跃度在整体水平上最高,但增长速度最慢,城市商业银行业务创新活跃度在整体水平上最低,但增长速度最快,股份制商业银行业务创新活跃度增长速度较快,近年来有赶超国有银行的趋势;划分银行业务来看,商业银行个人金融业务、公司金融业务和金融市场业务增长态势大致相同,整体水平也相差不大。整体上来说,本文成功构建了能够反映银行业务创新活跃度的指数,为评价银行业务创新开辟了新的道路。更多还原

【Abstract】 With the advancement of China’s interest rate marketization and RMB internationalization,the deepening of financial disintermediation and the development of information science and technology in recent years,commercial banking operations in china are facing huge opportunities and challenges.Due to the gradual reduction of deposit and loan spreads,the impact of competition from foreign banks,and the increasingly fierce competition among domestic banks,commercial banks have to seek the development of off-balance-sheet businesses.Only those banks with strong innovation capabilities can achieve sustainable development in the fierce competition.In this case,the accurate measurement of banking business innovation is becoming more and more important.The main content of this article is the research on the activity of banking business innovation.The purpose of the research is to quantitatively analyze the activity of commercial banking business innovation and construct an index that can reflect the activity of banking business innovation.This article first uses three different text analysis methods to construct the index of activity of banking business innovation.After constructing the index,this article uses stata software to conduct an empirical analysis on the proportion of non-interest income and the index of activity of banking business innovation.On the one hand,it is determined that the index of activity of banking business innovation can reflect the innovation ability,and on the other hand,the best text analysis method-Jaccard similarity text analysis method is selected through the empirical results.Finally,this paper uses the index of activity of banking business innovation based on the Jaccard similarity calculation method to analyze the activity of banking business innovation of 20 commercial banks from2010 to 2019.The results show that the growth of the activity of business innovation of commercial banks at the overall level is roughly oblique and relatively stable;the overall level in state-owned banking business is the highest,but its growth rate is the slowest,and the overall level in city commercial banking business is the lowest,but the growth rate is the fastes,The business innovation activity of joint-stock commercial banks has grown rapidly,and there has been a trend of catching up with state-owned banks in recent years;The growth trend of personal finance business and corporate finance business is roughly the same as the growth trend of the financial market business,and the overall level of them is not much different.On the whole,this article successfully constructed an index that can reflect the bank’s innovation activity,and also opened up a new path for measuring the bank’s innovation.更多还原