【摘要】：21世紀(jì)以來,中國商業(yè)銀行發(fā)生了巨大的變化,在國際舞臺上的地位進(jìn)一步上升。特別是金融危機(jī)之后,由于中國商業(yè)銀行受到的沖擊較小,而成為全球?qū)W術(shù)界和金融界研究的焦點。目前,對中國商業(yè)銀行的研究主要是分別從效率與風(fēng)險兩個角度進(jìn)行,而提高效率和管理風(fēng)險是商業(yè)銀行需要同時追求的目標(biāo),因此,將中國商業(yè)銀行的效率與風(fēng)險結(jié)合起來研究,才能體現(xiàn)中國商業(yè)銀行經(jīng)營的真實狀況,得到的結(jié)論才能為中國商業(yè)銀行的發(fā)展提供有幫助的建議。在與國際比較的基礎(chǔ)上,通過對中國商業(yè)銀行效率與風(fēng)險問題的深入探討,力圖進(jìn)一步構(gòu)建和完善中國商業(yè)銀行管理體系,為金融管理者制定決策提供可靠依據(jù)。 論文圍繞中國商業(yè)銀行的效率與風(fēng)險進(jìn)行了一系列的研究。首先以銀行信用風(fēng)險及銀行效率相關(guān)理論為基礎(chǔ),綜合運用定性分析與定量分析的方法,對我國商業(yè)銀行的信用風(fēng)險與效率之間的關(guān)系進(jìn)行了深入研究,首先通過對我國商業(yè)銀行效率與風(fēng)險相關(guān)的理論進(jìn)行回顧分析,接著明確了我國商業(yè)銀行發(fā)展的現(xiàn)狀,然后對我國商業(yè)銀行的風(fēng)險與效率關(guān)系建立模型進(jìn)行估算,然后利用計算得出的效率值,重點對影響我國商業(yè)銀行效率的風(fēng)險管理因素(包括不良貸款率、資本充足率、貸存比、流動性比率)進(jìn)行了實證分析。實證結(jié)果表明：不良貸款率與銀行效率顯著負(fù)相關(guān),貸存比與銀行效率正相關(guān),而資本充足率、流動性比率沒有通過顯著性檢驗。最后對如何讓加強(qiáng)我國商業(yè)銀行風(fēng)險管理進(jìn)而提高銀行效率進(jìn)行分析,并提出改進(jìn)信用風(fēng)險管理、提高銀行效率的相關(guān)政策建議。
[Abstract]:Since the 21 st century, China's commercial banks have undergone tremendous changes and their position on the international stage has risen further. Especially after the financial crisis, due to the small impact on Chinese commercial banks, it has become the focus of global academic and financial research. At present, the research on Chinese commercial banks is mainly carried out from the two angles of efficiency and risk, and improving efficiency and managing risks are the goals that commercial banks should pursue simultaneously. Only by combining the efficiency and risk of Chinese commercial banks can the real situation of Chinese commercial banks be reflected, and the conclusions can provide helpful suggestions for the development of Chinese commercial banks. On the basis of comparison with other countries, this paper tries to further construct and perfect the management system of Chinese commercial banks by deeply discussing the efficiency and risk of Chinese commercial banks, and provides a reliable basis for financial managers to make decisions. This paper focuses on the efficiency and risk of Chinese commercial banks. Firstly, based on the theory of bank credit risk and bank efficiency, the relationship between credit risk and efficiency of commercial banks in China is studied by using qualitative analysis and quantitative analysis. First of all, by reviewing and analyzing the theory of efficiency and risk of commercial banks in China, then defining the current situation of the development of commercial banks in China, and then estimating the model of the relationship between risk and efficiency of commercial banks in our country. Then, by using the calculated efficiency value, the paper makes an empirical analysis of the risk management factors (including non-performing loan ratio, capital adequacy ratio, loan-to-deposit ratio, liquidity ratio) that affect the efficiency of commercial banks in China. The empirical results show that the non-performing loan ratio has a significant negative correlation with the bank efficiency, while the loan-to-deposit ratio is positively related to the bank efficiency, while the capital adequacy ratio and liquidity ratio have not passed the significance test. Finally, this paper analyzes how to strengthen the risk management of commercial banks in China and then improves the efficiency of the banks, and puts forward some policy suggestions on how to improve the credit risk management and improve the efficiency of the banks.
【學(xué)位授予單位】：東華大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.33;F224

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