本文關(guān)鍵詞：基于SFA的中國(guó)上市銀行股權(quán)結(jié)構(gòu)與效率的關(guān)系研究　出處：《合肥工業(yè)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 上市銀行 效率 股權(quán)結(jié)構(gòu) 隨機(jī)前沿

【摘要】：股權(quán)結(jié)構(gòu)是公司治理的重要內(nèi)容，并通過(guò)治理機(jī)制影響銀行效率，上市銀行的股權(quán)結(jié)構(gòu)與其效率息息相關(guān)，二者關(guān)系一直是備受關(guān)注的課題。隨著我國(guó)金融體制改革的不斷深入，上市銀行的股權(quán)結(jié)構(gòu)有所改善，但是仍然存在“一股獨(dú)大、國(guó)有股控股、股權(quán)高度集中”的特征。十二五規(guī)劃和十八大報(bào)告都明確提出“深化金融體制的改革，優(yōu)化結(jié)構(gòu)，拓展深度，提高效益”。股權(quán)結(jié)構(gòu)成為了銀行深化改革的關(guān)鍵。因此，對(duì)我國(guó)上市銀行的股權(quán)結(jié)構(gòu)與銀行效率的關(guān)系進(jìn)行實(shí)證研究具有重要意義。 論文通過(guò)對(duì)國(guó)內(nèi)外銀行效率和股權(quán)結(jié)構(gòu)的研究成果進(jìn)行了梳理，，界定了銀行效率和股權(quán)結(jié)構(gòu)的概念，闡述了股權(quán)結(jié)構(gòu)與效率的理論。以2007-2011年14家上市銀行為研究對(duì)象，深入分析了樣本銀行的股權(quán)結(jié)構(gòu)特征。在此基礎(chǔ)上，提出了研究假設(shè)，構(gòu)建了基于SFA(Stochastic Frontier Analysis)的銀行效率測(cè)度模型和回歸模型，分別從股權(quán)性質(zhì)、股權(quán)集中度和股權(quán)制衡三個(gè)維度研究股權(quán)結(jié)構(gòu)與銀行效率的關(guān)系，實(shí)證結(jié)果表明：股權(quán)結(jié)構(gòu)是銀行效率的重要影響因素；外資股持股比例與銀行效率正相關(guān)，國(guó)有股持股比例與銀行效率負(fù)相關(guān)；股權(quán)集中度與銀行效率存在倒“U”型關(guān)系；此外，我們還發(fā)現(xiàn)股權(quán)制衡與銀行效率呈倒“U”型關(guān)系。 根據(jù)實(shí)證分析結(jié)果提出了上市銀行股權(quán)結(jié)構(gòu)的調(diào)整路徑：國(guó)有股減持過(guò)程中，應(yīng)該采取國(guó)有股相對(duì)控股、相對(duì)集中的策略；適當(dāng)放寬合格境外投資者的持股限制，鼓勵(lì)外資長(zhǎng)期持股；繼續(xù)積極引進(jìn)多元化的投資主體。
[Abstract]:The ownership structure is an important part of corporate governance, and the influence of governance mechanisms is closely related to bank efficiency, ownership structure and efficiency of listed banks, the relationship between the two has been a topic of concern. As China's financial system reform, the ownership structure of listed banks has improved, but there are still "the dominance of state-owned stock holdings, characteristics of the highly concentrated ownership". In 12th Five-Year eighteen planning and report clearly put forward the reform, deepen the financial system to optimize the structure, expand the depth and improve the efficiency. The ownership structure has become the key to deepen the reform of the bank. Therefore, the empirical research on the relationship between ownership structure and bank efficiency of China's listed banks. Is of great significance.
This paper reviews the research achievements of domestic and foreign bank efficiency and equity structure, defines the concept of bank efficiency and equity structure, expounds the theory of ownership structure and efficiency. In 2007-2011 14 listed banks as the research object, this paper analyses the characteristics of ownership structure of the sample banks. On this basis, put forward the research hypothesis is established based on the SFA (Stochastic Frontier Analysis) the bank efficiency measurement model and regression model, respectively, from the nature of equity, the relationship between ownership concentration and equity balance three dimensions of ownership structure and bank efficiency, the empirical results show that ownership structure is an important factor affecting the efficiency of commercial banks; foreign banks and shareholding proportion the efficiency is positively related to the proportion of state-owned shares and bank efficiency are negatively correlated; ownership concentration and bank efficiency is inverted "U" type of relationship; in addition, we also found that The balance of equity and the efficiency of the bank have an inverted "U" relationship.
According to the results of empirical analysis put forward the path to adjust the ownership structure of Listed Banks: the reduction of state-owned shares of state-owned shares should take relative holding, the relative concentration of the strategy; appropriate to relax the shareholding limit of qualified foreign investors, encourage foreign investment in long-term holdings; continue to actively introduce diversified investors.

【學(xué)位授予單位】：合肥工業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F224

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