本文選題：商業(yè)銀行 + 效率測度��； 參考：《中國海洋大學(xué)》2013年碩士論文

【摘要】：金融業(yè)是現(xiàn)代經(jīng)濟(jì)的核心產(chǎn)業(yè)，是推動國民經(jīng)濟(jì)發(fā)展的關(guān)鍵，是實(shí)現(xiàn)經(jīng)濟(jì)全球化的保障。商業(yè)銀行作為金融業(yè)的支柱，其發(fā)展水平和規(guī)模決定著整個金融行業(yè)的興衰。當(dāng)前隨著我國銀行業(yè)改革的深入和外資銀行的全面進(jìn)入，中國銀行業(yè)面臨著巨大的機(jī)遇和挑戰(zhàn)，單純依賴存貸利差的盈利模式是不可持續(xù)的。提高商業(yè)銀行效率，降低銀行風(fēng)險，提高銀行核心競爭力是促進(jìn)商業(yè)銀行發(fā)展的關(guān)鍵和核心。銀行效率反映了商業(yè)銀行的資源配置情況，是對所有投入產(chǎn)出項目進(jìn)行綜合評價的結(jié)果，既包括了各項財務(wù)報表所反映的業(yè)績，，也包括了無法進(jìn)行財務(wù)分析的經(jīng)營結(jié)果。因此，銀行效率指標(biāo)可以衡量銀行的核心競爭能力和未來的可持續(xù)發(fā)展能力，進(jìn)行銀行效率分析的本身就是衡量銀行績效的一種有效方法。在當(dāng)前利率市場化改革加劇，商業(yè)銀行不良貸款持續(xù)反彈，銀行競爭激烈的背景下，以我國商業(yè)銀行效率為研究課題進(jìn)行深入的研究，力圖在理論和實(shí)踐方面進(jìn)行一些探索性的工作，為提高我國商業(yè)銀行效率提供一些意見和建議，促進(jìn)我國商業(yè)銀行效率和綜合競爭力的提升。 本文在介紹了商業(yè)銀行效率的涵義、分類和分析原理以及前沿效率的測度模型基礎(chǔ)上構(gòu)建了三階段DEA模型，根據(jù)已有研究的相關(guān)經(jīng)驗(yàn)和商業(yè)銀行的經(jīng)營特點(diǎn)，選擇員工人數(shù)、固定資產(chǎn)凈值、營業(yè)支出和利息支出作為商業(yè)銀行的投入變量，而選擇凈利潤作為產(chǎn)出變量，考慮不良貸款這一非期望產(chǎn)出，綜合評價了我國商業(yè)銀行2004-2011年的效率情況。進(jìn)一步剔除產(chǎn)權(quán)結(jié)構(gòu)、設(shè)立年限和分支機(jī)構(gòu)數(shù)等外部環(huán)境因素對商業(yè)銀行效率的影響，經(jīng)比較發(fā)現(xiàn)調(diào)整后的國有商業(yè)銀行的效率得到明顯提升，而股份制商業(yè)銀行效率前后變化不大。在對商業(yè)銀行效率評價的基礎(chǔ)上，以商業(yè)銀行效率值為被解釋變量，選擇合適的指標(biāo)來表示商業(yè)銀行的盈利能力、配置能力、創(chuàng)新能力和人力資源情況，并將其作為解釋變量，對影響商業(yè)銀行效率的因素進(jìn)行面板Tobit回歸分析，分析結(jié)果表明：盈利能力對我國商業(yè)銀行具有顯著的正向影響；配置能力對股份制商業(yè)銀行效率有顯著正向影響，但是對整體的正向影響不顯著；創(chuàng)新能力對商業(yè)銀行效率的影響不明確；商業(yè)銀行人才結(jié)構(gòu)對商業(yè)銀行效率影響復(fù)雜，對國有銀行有顯著的正向影響，而對股份制商業(yè)銀行具有顯著的負(fù)向影響。因此本文認(rèn)為商業(yè)銀行需要深化商業(yè)銀行產(chǎn)權(quán)制度改革，健全現(xiàn)代企業(yè)管理制度；提高資產(chǎn)質(zhì)量，降低不良貸款率，嚴(yán)控經(jīng)營風(fēng)險；大力發(fā)展中間業(yè)務(wù)，提高銀行創(chuàng)新能力，改善資產(chǎn)盈利結(jié)構(gòu)；加強(qiáng)內(nèi)部人力資源管理，提高人力資源質(zhì)量。
[Abstract]:The financial industry is the core industry of the modern economy, the key to promote the development of the national economy and the guarantee of the economic globalization. As the pillar of the financial industry, the development level and the scale of the commercial banks determine the prosperity and decline of the whole financial industry. Facing great opportunities and challenges, it is not sustainable to rely solely on the profit pattern of the deposit and loan difference. It is the key and core of the development of commercial banks to improve the efficiency of commercial banks, reduce the risk of banks and improve the core competitiveness of the banks. The efficiency of the bank reflects the allocation of the capital of commercial banks and is the entry to all input and output projects. The result of the comprehensive evaluation includes both the performance reflected in the financial statements and the results that cannot be carried out in the financial analysis. Therefore, the bank efficiency index can measure the core competitiveness of the bank and the future sustainable development ability. The analysis of bank efficiency is an effective way to measure the performance of the bank itself. In the context of the Intensifying Reform of the current interest rate marketization, the continuous rebound of non-performing loans of commercial banks and the fierce competition of the banks, the research on the efficiency of the commercial banks in China is carried out in depth, trying to carry out some exploratory work in theory and practice, and provide some suggestions and suggestions to improve the efficiency of the commercial banks in China. The promotion of China's commercial banks' efficiency and comprehensive competitiveness.
This paper introduces the meaning of the efficiency of commercial banks, the principle of classification and analysis and the measurement model of the frontier efficiency, and builds the three stage DEA model. According to the related experience of the existing research and the business characteristics of the commercial banks, the number of employees, the net fixed assets, the operating expenses and the interest expenses are used as the input variables of the commercial banks. While choosing net profit as an output variable and considering the undesirable output of non-performing loans, it comprehensively evaluates the efficiency of China's commercial banks for 2004-2011 years, and further eliminates the effect of external environmental factors such as property right structure, setting up years and branches on the efficiency of commercial banks. After comparison, the state-owned commercial banks are found to be adjusted. The efficiency has been significantly improved, while the efficiency of the joint-stock commercial banks has changed little. On the basis of the efficiency evaluation of commercial banks, the commercial bank's efficiency value is interpreted as the variable, and the appropriate indicators are selected to express the profitability, configuration, innovation and human resources of the commercial banks, and take it as an explanatory variable. The factors of the efficiency of commercial banks are analyzed by panel Tobit regression analysis. The results show that profitability has a significant positive impact on China's commercial banks, and the allocation ability has a significant positive impact on the efficiency of the joint-stock commercial banks, but the positive effect on the whole is not significant; the influence of innovation ability on commercial bank efficiency is unclear. It is true that the commercial bank's talent structure has a complicated influence on the efficiency of commercial banks, has a significant positive impact on the state-owned banks, and has a significant negative impact on the joint-stock commercial banks. Therefore, this paper thinks that commercial banks need to deepen the reform of the property rights system of commercial banks, improve the management system of modern enterprises, improve the quality of assets and reduce the bad loans. In order to improve the management of human resources and improve the quality of human resources, we should vigorously develop intermediate business, improve the innovation ability of the bank, improve the structure of the profit of the assets, and improve the management risk.
【學(xué)位授予單位】：中國海洋大學(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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