發(fā)布時間：2021-11-27 10:54

　　該研究估算了 2011到2016年間印尼商業(yè)銀行的技術(shù)效率變化情況。運(yùn)用數(shù)據(jù)包絡(luò)分析和Malmquist指數(shù)對印尼證券交易所上市的20家商業(yè)銀行的數(shù)據(jù)進(jìn)行評價。文中運(yùn)用了以投入為導(dǎo)向型的BCC模型對這20家公司的效率進(jìn)行評價。本研究的輸入變量是總存款,利息支出和人事及管理費(fèi)用。而輸出變量是貸款和利息總收入。結(jié)果表明,2011-2016年印尼銀行業(yè)技術(shù)效率普遍較低,每年平均得分分別為92.1%%,93.6%,93.8%,95.3%,93.9%和91.8%。從各年的效率水平來看,最高的年份為2014年,最低為2016年。Malmquist指數(shù)年度平均值的結(jié)果表明,大多數(shù)銀行的效率變化已經(jīng)下降60%。但大多數(shù)銀行的技術(shù)效率變化已經(jīng)提高了 60%。純技術(shù)效率提高60%,規(guī)模效率提高40%,全要素生產(chǎn)率提高40%。在得出的Malmquist法分析結(jié)果中看出,很明顯大多數(shù)商業(yè)銀行都經(jīng)歷了技術(shù)進(jìn)步。然而,研究期間的效率提高是由于技術(shù)效率的提高而不是技術(shù)進(jìn)步的提高。Malmquist指數(shù)分析公司的全要素生產(chǎn)率結(jié)果表明,大多數(shù)商業(yè)銀行表現(xiàn)出生產(chǎn)率變化,其中得分記錄了生產(chǎn)率變化的惡化情況。技術(shù)效率變化得分... 

【文章來源】：大連海事大學(xué)遼寧省 211工程院校

【文章頁數(shù)】：111 頁

【學(xué)位級別】：碩士

【文章目錄】：
摘要
Abstract
Dissertation
Chapter One Introduction
    1.1 Research Background and Meanings
        1.1.1 Research Background
        1.1.2 Research Meanings
    1.2 Literature Review
    1.3 Scope and Method of the Research
    1.4 Contribution of the Research
Chapter Two Relative Theory
    2.1 Definition of Commercial Bank
    2.2 Definition of Efficiency
    2.3 Efficiency Measurement Methods
    2.4 Comparison of Different Efficiency Measurement Methods
        2.4.1 Ratio Analysis
        2.4.2 Stochastic Frontier Analysis(SFA)
        2.4.3 Distribution Free Approach (DFA)
        2.4.4 Thick Frontier Approach (TFA)
        2.4.5 Theoritical Framework
Chapter Three Research Methodology
    3.1 Data Envelopment Analysis
        3.1.1 CCR Model
        3.1.2 BCC Model
        3.1.3 Additive Model
        3.1.4 SBM Model
        3.1.5 Malmquist Index
    3.2 Efficiency Measurement Concepts
    3.3 Input and Output Variables in Banking Efficiency Measurement
Chapter Four Empirical Study
    4.1 Data and Sample
        4.1.1 Data and Sample Collection Method
        4.1.2 Data Process
    4.2 Empirical Study Results
        4.2.1 Input and Output Statistics Result
        4.2.2 Efficiency Result
    4.3 Input and Output Statistics Discussion
        4.3.1 Input Variable-Total Deposit
        4.3.2 Input Variable-Interest Expense
        4.3.3 Input Variable-Personnel and Administrative Expense
        4.3.4 Output Variable-Total Loan
        4.3.5 Output Variable-Interest Income
    4.4 Commercial Banks Technical Efficiency Result
    4.5 Malmquist Index Result
        4.5.1 Malmquist Index Summary of Annual Means
        4.5.2 Malmquist Index Summary of Firm Means
        4.5.3 Empirical Study Result Theory Comparison
Chapter Five Conclusion and Recommendation
    5.1 Conclusion
    5.2 Recommendations
References
Appendix A Results from DEAP Version 2.1
Appendix B Input and Output Variable Data
Acknowledgement
Introduction to the Writer and Scientific Research Achievements during Master's DegreeStudy
詳細(xì)摘要



本文編號：3522137