本文關(guān)鍵詞： 農(nóng)村商業(yè)銀行 效率 DEA Malmquist　出處：《湘潭大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：改革開放以來，我國(guó)經(jīng)濟(jì)迅猛發(fā)展，但是在這一過程中，我國(guó)城鄉(xiāng)二元經(jīng)濟(jì)結(jié)構(gòu)矛盾也越來越凸顯，貧富差距逐漸拉大，對(duì)我國(guó)社會(huì)穩(wěn)定和發(fā)展造成了嚴(yán)重影響。在這種背景下，相對(duì)落后的農(nóng)村經(jīng)濟(jì)發(fā)展問題也越來越亟待解決。農(nóng)村商業(yè)銀行作為農(nóng)村金融體系中資金融通的重要一員，其對(duì)促進(jìn)農(nóng)村經(jīng)濟(jì)的發(fā)展至關(guān)重要。因此研究如何提高農(nóng)村商業(yè)銀行的經(jīng)營(yíng)效率，進(jìn)而保證其健康可持續(xù)的發(fā)展，為農(nóng)村經(jīng)濟(jì)貢獻(xiàn)更大的力量顯得尤為重要。效率問題一直是經(jīng)濟(jì)學(xué)研究的核心問題，它代表著個(gè)體，企業(yè)乃至整個(gè)社會(huì)資源配置的優(yōu)化程度。商業(yè)銀行的效率提高對(duì)保證其可持續(xù)發(fā)展非常重要。 本論文以我國(guó)農(nóng)村商業(yè)銀行的經(jīng)營(yíng)效率作為研究對(duì)象，試圖在效率理論的研究基礎(chǔ)上通過實(shí)證分析從監(jiān)管、盈利以及風(fēng)險(xiǎn)的角度探討我國(guó)農(nóng)村商業(yè)銀行的效率問題，以期為我國(guó)農(nóng)村商業(yè)銀行提高效率提出有用的建議。理論方面，本文首先闡述了研究的背景和意義，并介紹了國(guó)內(nèi)外對(duì)銀行業(yè)效率問題的研究現(xiàn)狀；其次，本文闡述了農(nóng)村商業(yè)銀行的概況，，介紹了農(nóng)村金融體系中的三類主要金融機(jī)構(gòu)及其聯(lián)系和區(qū)別；接著，本文分析了農(nóng)村商業(yè)銀行的效率內(nèi)涵及相關(guān)問題的主要研究方法；最后，本文根據(jù)實(shí)證分析結(jié)果對(duì)如何提高農(nóng)村商業(yè)銀行經(jīng)營(yíng)效率提出了政策建議。 實(shí)證方面，本文分為兩個(gè)步驟。首先，利用基于DEA方法的Malmquist指數(shù)對(duì)我國(guó)2007-2011年間16家農(nóng)村商業(yè)銀行效率值進(jìn)行了測(cè)度，并對(duì)比分析了我國(guó)農(nóng)村商業(yè)銀行之間的效率情況，以及隨著時(shí)間變化我國(guó)農(nóng)村商業(yè)銀行效率值的變化趨勢(shì)。結(jié)果發(fā)現(xiàn)我國(guó)農(nóng)村商業(yè)銀行之間效率差別較大以及金融危機(jī)期間我國(guó)農(nóng)村商業(yè)銀行效率值波動(dòng)較大的特點(diǎn)；然后，本文以Malmquist全要素生產(chǎn)率指數(shù)作為分析農(nóng)村商業(yè)銀行效率問題的因變量，通過建立回歸模型實(shí)證分析了盈利能力、政府監(jiān)管以及風(fēng)險(xiǎn)因素對(duì)我國(guó)農(nóng)村商業(yè)銀行效率的影響。結(jié)果表明：第一，農(nóng)村商業(yè)銀行抗風(fēng)險(xiǎn)能力較弱，在金融危機(jī)期間效率值發(fā)生了較大波動(dòng)；第二，政府監(jiān)管與農(nóng)村商業(yè)銀行的效率之間存在負(fù)相關(guān)關(guān)系，這表明政府的監(jiān)管限制了農(nóng)村商業(yè)銀行業(yè)務(wù)發(fā)展，降低了其效率。第三，盈利能力與農(nóng)村商業(yè)銀行效率之間存在一定正相關(guān)關(guān)系，但是，凈利差對(duì)銀行效率的貢獻(xiàn)為負(fù)；第四，風(fēng)險(xiǎn)因素與農(nóng)村商業(yè)銀行效率之間為正相關(guān)關(guān)系。本文最后根據(jù)相關(guān)理論和實(shí)證分析的相關(guān)結(jié)論，從監(jiān)管、風(fēng)險(xiǎn)管理、經(jīng)營(yíng)方式等方面對(duì)提升我國(guó)農(nóng)村商業(yè)銀行效率提出了政策建議。
[Abstract]:Since the reform and opening up, China's economy has developed rapidly, but in this process, the contradiction between urban and rural dual economic structure is becoming more and more prominent, and the gap between rich and poor is gradually widening. Has had a serious impact on the stability and development of our society. The relatively backward rural economic development problem is more and more urgent to be solved. Rural commercial banks as an important member of the rural financial system in the financing. It is very important to promote the development of rural economy. Therefore, this paper studies how to improve the management efficiency of rural commercial banks to ensure their healthy and sustainable development. It is particularly important to contribute more to the rural economy. Efficiency is always the core issue of economic research, which represents the individual. The efficiency of commercial banks is very important to ensure their sustainable development. This paper takes the management efficiency of rural commercial banks in China as the research object, and tries to analyze the supervision through empirical analysis on the basis of efficiency theory. This paper discusses the efficiency of rural commercial banks in China from the perspective of profit and risk in order to put forward some useful suggestions for improving the efficiency of rural commercial banks in China. In theory, this paper first describes the background and significance of the research. And introduced the domestic and foreign research status of banking efficiency; Secondly, this paper describes the general situation of rural commercial banks, introduces the three main types of financial institutions in the rural financial system and their connections and differences; Then, this paper analyzes the efficiency of rural commercial banks and the main research methods of related issues; Finally, according to the results of empirical analysis, this paper puts forward policy recommendations on how to improve the efficiency of rural commercial banks. Empirical aspects, this paper is divided into two steps. First. This paper uses Malmquist index based on DEA method to measure the efficiency of 16 rural commercial banks in China from 2007 to 2011. The efficiency of rural commercial banks in China is compared and analyzed. And the change trend of efficiency value of rural commercial banks in China with time. The results show that the efficiency difference between rural commercial banks in China is great and the efficiency value of rural commercial banks fluctuates greatly during the financial crisis. Point; Then, this paper takes the Malmquist total factor productivity index as the dependent variable to analyze the efficiency of rural commercial banks, and empirically analyzes the profitability through the establishment of regression model. The effects of government supervision and risk factors on the efficiency of rural commercial banks in China. The results show that: first, the ability of rural commercial banks to resist risks is weak, and the efficiency value fluctuates greatly during the financial crisis; Second, there is a negative correlation between government supervision and the efficiency of rural commercial banks, which indicates that government supervision restricts the development of rural commercial banks and reduces their efficiency. There is a positive correlation between profitability and the efficiency of rural commercial banks, but the contribution of net interest margin to bank efficiency is negative; 4th, the risk factors and the efficiency of rural commercial banks is a positive correlation. Finally, according to the relevant theoretical and empirical analysis of the relevant conclusions, from supervision, risk management. This paper puts forward some policy suggestions on how to improve the efficiency of rural commercial banks in China.
【學(xué)位授予單位】：湘潭大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.35

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