【摘要】：上市銀行資產(chǎn)規(guī)模龐大,是我國(guó)銀行業(yè)的中堅(jiān)力量,其經(jīng)營(yíng)效率的高低對(duì)整個(gè)銀行業(yè)有重要影響。X-效率是企業(yè)管理水平的測(cè)度指標(biāo),對(duì)上市銀行進(jìn)行X-效率測(cè)度有重要意義。本文中x-效率是指除規(guī)模經(jīng)濟(jì)和范圍經(jīng)濟(jì)以外的所有技術(shù)效率和配置效率的綜合,故本文首先測(cè)度上市銀行的配置效率和純技術(shù)效率,然后對(duì)純技術(shù)效率值進(jìn)行環(huán)境變量和統(tǒng)計(jì)誤差調(diào)整得到純管理效率,從而得到最終的上市銀行X-效率。 本文分別使用了三種方式對(duì)上市銀行x-效率進(jìn)行測(cè)度。首先是基于投入導(dǎo)向模型,對(duì)上市銀行每一年分別進(jìn)行效率值測(cè)度；其次,將不同年份的同一銀行作為不同的決策單元,基于相同的效率前沿進(jìn)行效率值測(cè)度；最后,基于產(chǎn)出導(dǎo)向模型,在三階段DEA模型的第二階段,根據(jù)環(huán)境變量和統(tǒng)計(jì)誤差對(duì)上市銀行產(chǎn)出項(xiàng)進(jìn)行調(diào)整。三種方式x-效率測(cè)度值比較結(jié)果顯示,第三種方式的測(cè)度值與銀行人均利潤(rùn)、人均發(fā)放貸款的相關(guān)系數(shù)更高,更能準(zhǔn)確反映上市銀行的X-效率水平。測(cè)度結(jié)果顯示,我國(guó)上市銀行的成本效率、配置效率和技術(shù)效率及X-效率整體呈上升趨勢(shì)。股份制商業(yè)銀行、國(guó)有銀行以及城市商業(yè)銀行這三類上市銀行中,城商行配置效率和x-效率相對(duì)較高,股份制商業(yè)銀行的成本效率和技術(shù)效率,三類銀行之間的差異逐漸縮小。市場(chǎng)份額、政策環(huán)境等外部環(huán)境對(duì)上市銀行產(chǎn)生了差異化的影響,銀行上市年限的長(zhǎng)短對(duì)銀行效率的影響不顯著。 基于上市銀行x-效率測(cè)度值,本文從銀行治理視角、人力資源視角和技術(shù)創(chuàng)新視角尋找X-效率的影響因素。實(shí)證分析結(jié)果顯示上市銀行X-效率與銀行人力資源質(zhì)量有顯著的正相關(guān)性,與管理層薪酬的相關(guān)性不顯著且很小,上市銀行應(yīng)重視員工素質(zhì)水平,完善企業(yè)管理層的激勵(lì)機(jī)制。上市銀行X-效率與企業(yè)內(nèi)部薪酬差距比例、第一大股東持股比例均呈顯著的負(fù)相關(guān)性,說明較大的薪酬差距一定程度上影響了員工的工作努力程度,第一大股東持股比例過高對(duì)上市銀行存在一定不利影響。上市銀行X-效率值與銀行的非利息收入占比呈顯著的負(fù)相關(guān),或是因?yàn)殚L(zhǎng)期以來我國(guó)銀行業(yè)以信貸為主的收益模式。
[Abstract]:The large scale of assets of listed banks is the backbone of China's banking industry, and its operational efficiency has an important impact on the whole banking industry. X-efficiency is a measure of the level of enterprise management. It is of great significance to measure the X-efficiency of listed banks. In this paper, X-efficiency refers to the synthesis of all technical efficiency and allocation efficiency except economies of scale and economies of scope. Therefore, this paper first measures the allocation efficiency and pure technical efficiency of listed banks. Then the pure management efficiency is obtained by adjusting the environmental variables and statistical errors to the pure technical efficiency, and the final X-efficiency of the listed bank is obtained. This paper uses three ways to measure the x-efficiency of listed banks. The first is based on the input-oriented model to measure the efficiency of listed banks each year, secondly, the same bank in different years is regarded as different decision-making unit, and the efficiency value is measured based on the same efficiency frontier. Finally, based on the output-oriented model, in the second stage of the three-stage DEA model, the output items of listed banks are adjusted according to environmental variables and statistical errors. The comparison of the x-efficiency of the three ways shows that the X-efficiency of the listed bank can be accurately reflected by the correlation coefficient between the measurement value of the third way and the per capita profit of the bank, and the correlation coefficient of the per capita loan is higher than that of the other three modes. The measurement results show that the cost efficiency, allocation efficiency, technical efficiency and X-efficiency of listed banks in China are on the rise as a whole. Among the three kinds of listed banks: joint-stock commercial banks, state-owned banks and city commercial banks, the allocation efficiency and x-efficiency of urban commercial banks are relatively high, and the cost efficiency and technical efficiency of joint-stock commercial banks are relatively high. The differences among the three types of banks have gradually narrowed. The external environment, such as market share and policy environment, has a differential effect on the listed banks, and the length of the listed years of the banks has no significant effect on the efficiency of the banks. Based on the x-efficiency measurement value of listed banks, this paper tries to find out the influencing factors of X-efficiency from the perspective of bank governance, human resources and technological innovation. The results of empirical analysis show that the X-efficiency of listed banks has a significant positive correlation with the quality of human resources of banks, and the correlation between X-efficiency and management compensation is not significant and very small. Therefore, listed banks should attach importance to the level of staff quality. Perfect the incentive mechanism of enterprise management. The X-efficiency ratio of listed banks is negatively correlated with the ratio of compensation gap within the enterprise, and the proportion of the first largest shareholder is negatively correlated, which indicates that the greater pay gap has a certain impact on the level of employees' work effort. The proportion of the largest shareholders is too high to the listed banks have a certain adverse impact. The X-efficiency value of listed banks has a significant negative correlation with the ratio of non-interest income of banks, or because of the long-term credit-based income model in China's banking industry.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33;F224

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本文編號(hào)：2441555