本文關鍵詞：中國商業(yè)銀行效率測度及影響因素分析　出處：《廣東外語外貿(mào)大學》2013年碩士論文　論文類型：學位論文

  更多相關文章： 銀行效率 數(shù)據(jù)包絡分析方法 Malmquist指數(shù) Tobit模型

【摘要】：商業(yè)銀行是各國金融體系中最重要的組成部分，其經(jīng)營效率的高低不僅關系到全社會資源的優(yōu)化配置，還會影響到金融經(jīng)濟政策的傳遞和貫徹實施。對商業(yè)銀行效率的測度與比較以及對影響商業(yè)銀行效率的因素進行分析，對于尋找合理的提升商業(yè)銀行經(jīng)營效率和社會效益的方法，具有十分重要的意義。 本文利用2006~2011年我國16家商業(yè)銀行的數(shù)據(jù)從多個角度（盈利能力、業(yè)務擴張能力和綜合能力），采用數(shù)據(jù)包絡分析法對中國銀行業(yè)技術效率進行研究，并從動態(tài)角度利用Malmquist指數(shù)進行比較客觀的統(tǒng)計測度與評價。在定性分析影響我國商業(yè)銀行經(jīng)營效率的宏觀因素、行業(yè)因素和自身因素的基礎上，并以利潤數(shù)量DEA模型測度出來的技術效率作為因變量，運用Tobit回歸模型對影響因素進行回歸分析，探求導致各商業(yè)銀行經(jīng)營效率差異的主要原因。 研究結果顯示，從利潤DEA模型的測度結果總體上看，大型銀行在這段時間的平均盈利能力技術效率值始終要大于股份制銀行。中國銀行、建設銀行、招商銀行的表現(xiàn)很高且穩(wěn)定的技術效率。而從數(shù)量DEA的測度結果可以知道，股份制銀行的平均技術效率值都要優(yōu)于大型銀行，尤其是2011年。大型銀行在樣本前段時間的相對的低效率也在一定程度上反映出，大型銀行的機構龐大、冗員過多，其經(jīng)營規(guī)�；蛟S已超過自身最佳的經(jīng)營規(guī)模。綜合前面兩個模型的投入產(chǎn)出指標，建立利潤數(shù)量模型，我們發(fā)現(xiàn)股份制銀行在多數(shù)年份平均技術效率都要高于大型銀行。從單個銀行來看，浦發(fā)銀行和興業(yè)銀行在觀測樣本內(nèi)始終處于生產(chǎn)前沿面上，與他們在數(shù)量模型下測得的結果一致。從Tobit回歸模型的分析結果發(fā)現(xiàn)，不良貸款率、創(chuàng)新能力和已上市時間是影響銀行盈利效率的重要因素，，而總資產(chǎn)規(guī)模、存貸比對效率的影響并不顯著。其中不良貸款率的系數(shù)為負，已上市時間、總資產(chǎn)規(guī)模、存貸比和創(chuàng)新能力的系數(shù)正。也就是說，銀行總資產(chǎn)規(guī)模越大、上市時間越長、存貸比在限度內(nèi)越高、創(chuàng)新能力越強、不良貸款率越低，銀行的技術效率就越高
[Abstract]:Commercial banks are the most important part of the financial system in various countries. The operating efficiency of commercial banks is not only related to the optimal allocation of social resources. It will also affect the transmission and implementation of financial and economic policies. The measurement and comparison of the efficiency of commercial banks and the analysis of the factors affecting the efficiency of commercial banks. It is of great significance to find a reasonable way to improve the efficiency and social benefit of commercial banks. This paper uses the data of 16 commercial banks in China from 2006 to 2011 from several angles (profitability, business expansion ability and comprehensive ability). Data envelopment analysis is used to study the technical efficiency of China's banking industry. And from the dynamic point of view of the use of Malmquist index to more objective statistical measurement and evaluation in qualitative analysis of the impact of China's commercial banks operating efficiency of macro-factors. On the basis of industry factors and its own factors, and taking the technical efficiency measured by DEA model of profit quantity as dependent variable, Tobit regression model is used to analyze the influencing factors. To explore the main reasons leading to the differences in the operational efficiency of commercial banks. The results show that the average profitability of large banks in this period is always higher than that of joint-stock banks, Bank of China, China Construction Bank. The performance of China Merchants Bank is very high and stable technical efficiency, and from the quantitative DEA measurement results can be seen, the average technical efficiency of joint-stock banks are better than large banks. Especially in 2011, the relative inefficiency of the large banks in the period before the sample also reflects to some extent that the large banks have a large number of institutions and too many redundant staff. Its business scale may have exceeded its own optimal operating scale. Synthesizing the input and output indexes of the previous two models, the profit quantity model is established. We find that the average technical efficiency of joint-stock banks in most years is higher than that of large banks. From a single bank, Pudong Development Bank and Industrial Bank are always on the production front in the observed sample. From the analysis of Tobit regression model, it is found that non-performing loan ratio, innovation ability and listed time are the important factors that affect the profit efficiency of banks. The coefficient of non-performing loan ratio is negative, the time of listing, the total asset size, the ratio of deposit to loan and the coefficient of innovation ability are positive. The larger the total assets of the bank, the longer the listing time, the higher the deposit / loan ratio, the stronger the innovation ability and the lower the non-performing loan ratio, the higher the technical efficiency of the bank.
【學位授予單位】：廣東外語外貿(mào)大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F224;F832.33

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