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  本文關鍵詞：基于非期望產(chǎn)出的我國商業(yè)銀行效率研究　出處：《安徽財經(jīng)大學》2014年碩士論文　論文類型：學位論文

  更多相關文章： 銀行效率 非期望產(chǎn)出 SBM-Window Analysis 面板Tobit模型

【摘要】：隨著經(jīng)濟一體化,世界各國之間的經(jīng)濟合作越來越緊密,貿(mào)易也越來越頻繁,合作交流的同時,競爭也越來越激烈,對于銀行業(yè)來說,更是如此。在如此激烈的競爭中,要立于不敗之地,提高自身的效率顯得尤為重要。首先找到自身的缺陷所在,然后,對癥下藥,才是良方。 對于效率評價模型而言,指標的選取至關重要,本文在選取指標時,收集我國16家商業(yè)銀行2004-2012年資產(chǎn)負債表和現(xiàn)金流量表的數(shù)據(jù),基于現(xiàn)金增加值的思想,確定投入產(chǎn)出指標,保證了指標選取的客觀性。另外,作為銀行,由于其金融產(chǎn)品有其特殊性,風險與利潤共存,因此在衡量效率的框架中,必須把風險納入進去。本文在建立模型的過程中,將經(jīng)營活動中產(chǎn)生的不良貸款作為非期望產(chǎn)出,建立SBM視窗分析模型,動態(tài)分析了我國商業(yè)銀行的效率,并且與不考慮非期望產(chǎn)出的模型相比,結果發(fā)現(xiàn)考慮非期望產(chǎn)出后,銀行的效率會降低,說明非期望產(chǎn)出對銀行的效率是有影響的,在評價銀行效率時,考慮非期望產(chǎn)出更為合理。在此基礎上,本文進一步用Malmquist指數(shù)分析法,對我國商業(yè)銀行效率進行差異性分析,結果表明,我國商業(yè)銀行效率的低下,主要是由于技術進步不足導致的,因此技術進步是影響我國商業(yè)銀行效率的不容忽視的因素。最后,重新收集數(shù)據(jù),從規(guī)模、創(chuàng)新、穩(wěn)定性、盈利能力、配置、公司治理以及股權結構等七個方面去考察影響銀行效率的因素,利用面板Tobit模型對我國商業(yè)銀行效率的影響因素進行分析,結果表明,商業(yè)銀行的創(chuàng)新程度、銀行的穩(wěn)定性都能對商業(yè)銀行的效率產(chǎn)生正面的積極影響,公司的代理成本,對銀行的效率所起到的作用是負向的,因此商業(yè)銀行應該嚴格控制成本管理,不斷提高自身的創(chuàng)新能力,不斷增強自身的穩(wěn)定性。
[Abstract]:With the economic integration, the economic cooperation between countries in the world is becoming closer and closer, and trade is becoming more and more frequent. At the same time, cooperation and exchange, competition is becoming more and more fierce, for the banking industry. In such a fierce competition, in order to be invincible, it is particularly important to improve their own efficiency. First, to find their own defects, then, the right remedy, is the right prescription. For the efficiency evaluation model, the selection of indicators is very important. This paper collects the data of the balance sheet and cash flow statement of 16 commercial banks in China for 2004-2012. Based on the idea of added value of cash, the input-output index is determined to ensure the objectivity of index selection. In addition, as a bank, because of its special financial products, risk and profit coexist. Therefore, in the framework of measuring efficiency, we must take risk into account. In the process of establishing the model, this paper takes the non-performing loans generated in the business activities as the non-expected output, and establishes the SBM window analysis model. Dynamic analysis of the efficiency of commercial banks in China, and compared with the model without considering the non-expected output, the results show that the efficiency of the banks will be reduced when the non-expected output is taken into account. It shows that the non-expected output has an impact on the efficiency of the bank, and it is more reasonable to consider the non-expected output when evaluating the efficiency of the bank. On this basis, this paper further uses the Malmquist index analysis method. The difference analysis of the efficiency of commercial banks in China shows that the low efficiency of commercial banks in China is mainly due to the lack of technological progress. Therefore, technological progress is a factor that can not be ignored to affect the efficiency of commercial banks in China. Finally, re-collect data from scale, innovation, stability, profitability, allocation. Seven aspects of corporate governance and equity structure to investigate the factors affecting the efficiency of banks, using panel Tobit model to analyze the factors affecting the efficiency of commercial banks in China, the results show that. The degree of innovation of commercial banks and the stability of banks can have a positive impact on the efficiency of commercial banks. The agency costs of companies play a negative role in the efficiency of banks. Therefore, commercial banks should strictly control cost management, improve their innovation ability and enhance their stability.
【學位授予單位】：安徽財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33;F224

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本文編號：1436947