發(fā)布時間：2018-02-08 21:03

  本文關(guān)鍵詞： 商業(yè)銀行效率 DEA模型 Malmquist TFP指數(shù)　出處：《華東交通大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：效率是銀行競爭力的集中體現(xiàn)，較低的銀行效率代表著較弱的競爭力，同時造成了巨大的社會浪費。所以我們應(yīng)該提高我國商業(yè)銀行的效率，結(jié)合我國的實際情況，對我國不同規(guī)模的商業(yè)銀行進行效率研究，找出銀行與銀行之間存在的效率差異，再著手找出影響效率的因素，了解這些因素是以何種方式、何種程度影響著我國不同規(guī)模的商業(yè)銀行，最后再有針對性的提出改進措施和解決方法。 本文首先以我國上市銀行資產(chǎn)規(guī)模和機構(gòu)總數(shù)為劃分依據(jù)，結(jié)合SPSS聚類分析將我國16家上市銀行劃分為大、中、小商業(yè)銀行。再運用DEA方法，構(gòu)造了MalmquistTFP指數(shù)模型對我國不同規(guī)模的商業(yè)銀行2007-2012年的靜態(tài)效率和動態(tài)效率變化進行度量，在此基礎(chǔ)上構(gòu)造了基于面板數(shù)據(jù)的計量經(jīng)濟模型并分別對我國不同規(guī)模商業(yè)銀行效率影響因素進行分析。結(jié)果表明：在研究時期內(nèi)，我國大、中、小型商業(yè)銀行中，，中型商業(yè)銀行的技術(shù)效率水平最高，小型商業(yè)銀行的技術(shù)效率水平次之，大型商業(yè)銀行技術(shù)效率水平最低。而Malmquist TFP生產(chǎn)率增長指數(shù)中型商業(yè)銀行最高，大型商業(yè)銀行次之，小型商業(yè)銀行最低。影響因素方面，M2增長率、非利息收入占比、不良貸款率和總資產(chǎn)收益率都對我國商業(yè)銀行具有確定性影響。資產(chǎn)市場占比和資本充足率方面，都對我國大型商業(yè)銀行具有顯著的負面影響，對我國小型商業(yè)銀行具有顯著的正面影響；成本收入比方面，對我國中型商業(yè)銀行具有顯著的正面影響，對我國小型商業(yè)銀行具有顯著地負面影響；流動性方面，對我國大型商業(yè)銀行具有顯著的負面影響，而對中、小商業(yè)銀行不具有顯著影響。 本文共有六章。第一章為導(dǎo)論，主要介紹了本研究的背景與意義、國內(nèi)外研究綜述、主要內(nèi)容方法與框架、創(chuàng)新與不足；第二章為商業(yè)銀行效率度量的理論基礎(chǔ)及模型，主要介紹了商業(yè)銀行效率的相關(guān)概念、測度方法以及DEA和Malmquist TFP指數(shù)模型；第三章確定投入產(chǎn)出指標，運用DEA模型對我國不同規(guī)模的商業(yè)銀行效率進行靜態(tài)分析；第四章運用Malmquist TFP指數(shù)方法對我國不同規(guī)模的商業(yè)銀行效率進行動態(tài)研究；第五章對影響我國不同規(guī)模商業(yè)銀行效率水平的因素進行了差異分析，首先是詳細介紹了哪些因素會對銀行效率產(chǎn)生影響，然后，結(jié)合各個銀行的技術(shù)效率值，通過構(gòu)建面板數(shù)據(jù)模型分別對我國不同規(guī)模的商業(yè)銀行進行回歸分析，找到影響因素對其不同的影響方式和影響程度；第六章為結(jié)論，得出本文研究的主要結(jié)論和如何提升中國商業(yè)銀行效率。
[Abstract]:Efficiency is the concentrated embodiment of bank competitiveness, low bank efficiency represents weak competitiveness, and at the same time it causes huge social waste. Therefore, we should improve the efficiency of commercial banks in our country, combining with the actual situation of our country. This paper studies the efficiency of commercial banks of different sizes in our country, finds out the differences of efficiency between banks and banks, and then starts to find out the factors that affect the efficiency, and to find out how these factors are used. To what extent does it affect the commercial banks of different sizes in our country, and finally puts forward the improvement measures and solutions. In this paper, based on the asset size and total number of institutions of listed banks in China, 16 listed banks in China are divided into large, medium and small commercial banks based on SPSS cluster analysis. Then the DEA method is used. MalmquistTFP index model is constructed to measure the changes of static and dynamic efficiency of commercial banks of different sizes in China from 2007 to 2012. On this basis, the econometric model based on panel data is constructed and the factors influencing the efficiency of commercial banks of different sizes in China are analyzed respectively. The results show that: in the period of research, large, medium and small commercial banks in China, The technical efficiency level of medium-sized commercial banks is the highest, that of small commercial banks is the second, and that of large commercial banks is the lowest. The Malmquist TFP productivity growth index is the highest for medium-sized commercial banks, followed by large commercial banks. Small commercial banks have the lowest. Influence factors such as M2 growth rate, non-interest income ratio, non-performing loan ratio and total asset return rate all have deterministic effects on Chinese commercial banks. Both have a significant negative impact on large commercial banks in China, have a significant positive impact on small commercial banks in China, and have a significant positive impact on medium-sized commercial banks in China in terms of cost-income ratio. It has a significant negative impact on the small commercial banks of our country, liquidity has a significant negative impact on the large commercial banks in China, but not on the small and medium-sized commercial banks. There are six chapters in this paper. The first chapter is the introduction, which mainly introduces the background and significance of this research, the domestic and foreign research review, the main content method and framework, innovation and insufficiency; the second chapter is the theoretical basis and model of efficiency measurement of commercial banks. This paper mainly introduces the related concepts of commercial bank efficiency, measurement method and DEA and Malmquist TFP index model, the third chapter determines the input-output index, and uses DEA model to analyze the efficiency of commercial banks of different scales in China. Chapter 4th uses Malmquist TFP index method to study the efficiency of commercial banks of different scales in China, Chapter 5th analyzes the factors affecting the efficiency level of commercial banks of different scales in China. First of all, it introduces in detail which factors will have an impact on the efficiency of banks. Then, combined with the technical efficiency of each bank, the panel data model is constructed to analyze the different scale commercial banks in China. Chapter 6th is the conclusion, the main conclusions of this paper and how to improve the efficiency of commercial banks in China.
【學(xué)位授予單位】：華東交通大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33;F224;F272.5

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本文編號：1496267