本文選題：技術(shù)效率 + 純技術(shù)效率��； 參考：《山東財經(jīng)大學(xué)》2013年碩士論文

【摘要】：目前，中國商業(yè)銀行以傳統(tǒng)的存貸款業(yè)務(wù)為主，利息收入占收入來源的絕大多數(shù)。而國外商業(yè)銀行在傳統(tǒng)存貸款業(yè)務(wù)的基礎(chǔ)上，大力發(fā)展非利息收入業(yè)務(wù)，非利息收入占比達到40%以上。隨著金融全球化，中國金融體制改革的不斷推進及銀行業(yè)的全面對外開放，中國商業(yè)銀行傳統(tǒng)的存貸款業(yè)務(wù)受到嚴重沖擊，越來越多的商業(yè)銀行開始重視發(fā)展非利息收入業(yè)務(wù)。 首先，本文運用描述性統(tǒng)計方法，對目前國內(nèi)外商業(yè)銀行收入結(jié)構(gòu)進行分析，并用定性分析法研究了二者之間存在差異的原因。其次，利用前沿效率分析法中的超效率DEA模型，對中國商業(yè)銀行的經(jīng)營效率（包括技術(shù)效率、純技術(shù)效率和規(guī)模效率）進行測算。并在此基礎(chǔ)上利用面板數(shù)據(jù)模型，建立回歸方程，測算利息收入，非利息收入、非利息收入的不同組成部分及其他控制變量對商業(yè)銀行經(jīng)營效率的影響。最后，，根據(jù)實證結(jié)果，提出促進商業(yè)銀行改善收入結(jié)構(gòu)，提高經(jīng)營效率的政策建議。 通過實證分析，得出：第一，利息收入與商業(yè)銀行經(jīng)營效率正相關(guān)，非利息收入與商業(yè)銀行經(jīng)營效率負相關(guān)，其中非利息收入對技術(shù)效率和純技術(shù)效率的負面影響較為顯著。第二，資產(chǎn)占比與商業(yè)銀行的技術(shù)效率和規(guī)模效率負相關(guān)，與純技術(shù)效率正相關(guān)。第三，資本增長率對商業(yè)銀行經(jīng)營效率沒有顯著性影響。第四，資產(chǎn)費用率與商業(yè)銀行的技術(shù)效率和純技術(shù)效率負相關(guān)，與規(guī)模效率具有不顯著的正相關(guān)。第五，存貸比對商業(yè)銀行技術(shù)效率的影響不顯著，但與純技術(shù)效率正相關(guān)，與規(guī)模效率負相關(guān)。第六，從整體來看，手續(xù)費及傭金收入可以促進商業(yè)銀行提高經(jīng)營效率。投資收入和其他收入與商業(yè)銀行經(jīng)營效率負相關(guān)。 本文的創(chuàng)新點主要表現(xiàn)在以下兩個方面：第一，使用技術(shù)效率、純技術(shù)效率及規(guī)模效率作為衡量商業(yè)銀行經(jīng)營效率的標準，并在此基礎(chǔ)上研究商業(yè)銀行收入結(jié)構(gòu)與經(jīng)營效率的關(guān)系。第二，運用三種效率的超效率DEA值作為被解釋變量，商業(yè)銀行非利息收入的不同組成部分作為解釋變量，建立面板數(shù)據(jù)模型進行歸回分析。
[Abstract]:At present, the traditional deposit and loan business is the main business of Chinese commercial banks, and interest income accounts for the vast majority of income sources. On the basis of traditional deposit and loan business, foreign commercial banks vigorously develop non-interest income business, which accounts for more than 40% of non-interest income. With the financial globalization, the continuous promotion of China's financial system reform and the overall opening up of the banking sector, the traditional deposit and loan business of Chinese commercial banks has been seriously affected, and more and more commercial banks have begun to attach importance to the development of non-interest income business. First of all, this paper uses descriptive statistical method to analyze the income structure of commercial banks at home and abroad, and uses qualitative analysis method to study the reasons for the difference between the two. Secondly, the operational efficiency of Chinese commercial banks (including technical efficiency, pure technical efficiency and scale efficiency) is measured by using the super-efficiency DEA model of frontier efficiency analysis. On the basis of this, the regression equation is established by using panel data model, and the effects of different components of interest income, non-interest income, non-interest income and other control variables on the operating efficiency of commercial banks are calculated. Finally, according to the empirical results, the paper puts forward some policy suggestions to promote commercial banks to improve their income structure and management efficiency. Through empirical analysis, it is concluded that: first, interest income is positively related to commercial bank operating efficiency, and non-interest income is negatively related to commercial bank operating efficiency, in which non-interest income has a significant negative impact on technical efficiency and pure technical efficiency. Second, the proportion of assets is negatively correlated with the technical efficiency and scale efficiency of commercial banks, and is positively correlated with pure technical efficiency. Third, the growth rate of capital has no significant effect on the operating efficiency of commercial banks. Fourthly, the asset expense rate is negatively correlated with the technical efficiency and pure technical efficiency of commercial banks, but has no significant positive correlation with the scale efficiency. Fifth, the ratio of deposit to loan has no significant effect on the technical efficiency of commercial banks, but it is positively related to pure technical efficiency and negatively related to scale efficiency. Sixth, from the overall point of view, fees and commissions can promote the efficiency of commercial banks. Investment income and other income are negatively correlated with commercial bank operating efficiency. The innovations of this paper are as follows: first, using technical efficiency, pure technical efficiency and scale efficiency as the standard to measure the operational efficiency of commercial banks. On this basis, the relationship between income structure and operating efficiency of commercial banks is studied. Secondly, using the DEA value of three kinds of efficiency superefficiency as the explanatory variable and the different components of non-interest income of commercial banks as explanatory variables, the panel data model is established for regression analysis.
【學(xué)位授予單位】：山東財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33

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