發(fā)布時(shí)間：2018-06-14 06:42

  本文選題：X效率 + 商業(yè)銀行�。� 參考：《吉林大學(xué)》2008年博士論文

【摘要】： 本文以商業(yè)銀行為研究對(duì)象,重點(diǎn)是對(duì)中國(guó)商業(yè)銀行X效率和中國(guó)農(nóng)業(yè)銀行分支機(jī)構(gòu)X效率進(jìn)行實(shí)證研究。首先采用DEA方法測(cè)度中國(guó)商業(yè)銀行成本效率、技術(shù)效率,運(yùn)用Malmquist指數(shù)研究效率演進(jìn)趨勢(shì),利用Panel Data分析效率影響因素;其次采用SFA方法,使用Battese and Coelli(1995)模型、超越對(duì)數(shù)生產(chǎn)函數(shù)實(shí)證研究中國(guó)商業(yè)銀行成本效率,并對(duì)兩種方法實(shí)證結(jié)論及方法適用性進(jìn)行了比較研究;最后利用橫截面數(shù)據(jù)對(duì)中國(guó)農(nóng)業(yè)銀行分支機(jī)構(gòu)成本效率、利潤(rùn)效率實(shí)證分析。實(shí)證結(jié)果表明:(1)中國(guó)商業(yè)銀行成本效率呈波段上升趨勢(shì),股份制銀行歷史平均成本效率高于國(guó)有商業(yè)銀行,但低于股改后的國(guó)有商業(yè)銀行;(2)存貸比率和不良貸款率對(duì)商業(yè)銀行成本效率影響最為顯著;(3)中國(guó)農(nóng)業(yè)銀行分支機(jī)構(gòu)X效率水平與地區(qū)經(jīng)濟(jì)發(fā)展水平高度正相關(guān),地區(qū)經(jīng)濟(jì)越發(fā)達(dá),分支機(jī)構(gòu)效率越高;(4)老工業(yè)基地省份和農(nóng)業(yè)大省的分支行X效率不僅低于最優(yōu)的發(fā)達(dá)經(jīng)濟(jì)省份分行,還低于老少邊窮等經(jīng)濟(jì)欠發(fā)達(dá)省份分行,其原因存量貸款量多質(zhì)差占很大解釋成份;(5)在個(gè)體效率排名上,DEA、SFA研究方法殊途同歸,但測(cè)度結(jié)果存異,SFA方法更適合處理樣本資產(chǎn)規(guī)模差異較大情況、更適合研究演進(jìn)趨勢(shì)。
[Abstract]:This paper focuses on the X efficiency of China Commercial Bank and the X efficiency of Agricultural Bank of China. First, we use DEA method to measure the cost efficiency and technical efficiency of Chinese commercial banks, use Malmquist index to study the trend of efficiency evolution, and use Panel data to analyze the influencing factors of efficiency; secondly, we use the method of SFAs to use Battese and Coellion 1995) model. The empirical study on the cost efficiency of China's commercial banks is carried out by transcending logarithmic production function, and the empirical conclusions and applicability of the two methods are compared. Finally, the cross-sectional data is used to analyze the cost efficiency of the branches of Agricultural Bank of China. Positive analysis of profit efficiency. The empirical results show that the cost efficiency of Chinese commercial banks is on the rise, and the historical average cost efficiency of joint-stock banks is higher than that of state-owned commercial banks. However, the savings and loan ratio and non-performing loan ratio of state-owned commercial banks after stock reform have the most significant impact on the cost efficiency of commercial banks. 3) the X efficiency level of branches of Agricultural Bank of China is highly positively correlated with the level of regional economic development. The more developed the regional economy, the higher the efficiency of the branches. (4) the branch X efficiency of the old industrial base provinces and the major agricultural provinces is not only lower than the branches of the best developed economic provinces, but also lower than the branches of the economically underdeveloped provinces, such as the old and the poor. The reason is that the quantity of stock loan is much explained by multi-quality difference) in the rank of individual efficiency, the method of DEAA SFA is the same way, but the method of SFA is more suitable to deal with the large difference of sample asset size, and is more suitable for studying the trend of evolution.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2008
【分類(lèi)號(hào)】：F224;F832.2

【引證文獻(xiàn)】

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2 徐輝;李健;鐘惠波;;銀行效率與不良貸款沖擊效應(yīng)的實(shí)證研究——基于SFA測(cè)度分析的應(yīng)用[J];金融評(píng)論;2012年03期

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本文編號(hào)：2016502