本文關(guān)鍵詞： 商業(yè)銀行 技術(shù)效率 影響因素 數(shù)據(jù)包絡(luò)分析 結(jié)構(gòu)方程模型　出處：《哈爾濱工業(yè)大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：我國銀行業(yè)經(jīng)歷了三十余年的發(fā)展，取得了一系列的成就，也存在諸多不足，比如缺乏創(chuàng)新，抗風(fēng)險(xiǎn)能力不足等。2006年12月中國銀行業(yè)完全對外開放，競爭越來越激烈。面對這種局面，銀行要想長遠(yuǎn)的生存發(fā)展下去，就必須提高效率。 商業(yè)銀行效率的研究已有四十余年的歷史，從研究規(guī)模效率、范圍效率到技術(shù)效率、成本效率和利潤效率，從財(cái)務(wù)指標(biāo)分析法到前沿分析法，從效率的測算到效率的影響因素分析，銀行效率的研究理論和研究方法不斷的發(fā)展和完善。國內(nèi)外的銀行效率研究存在的一個主要問題就是投入產(chǎn)出結(jié)構(gòu)對效率的測算存在極大的影響，分析認(rèn)為銀行的投入產(chǎn)出極其多樣化，目前已有的投入產(chǎn)出結(jié)構(gòu)都僅僅只是對銀行業(yè)務(wù)某一個方面的反映，缺乏全面性。為了解決這個問題，本研究將銀行真實(shí)的且無法被觀測到的技術(shù)效率作為潛變量，根據(jù)三種不同的投入產(chǎn)出結(jié)構(gòu)計(jì)算的技術(shù)效率值作為其觀測變量，使用結(jié)構(gòu)方程建�？疾炝撕暧^環(huán)境和內(nèi)部管理因素對技術(shù)效率的影響作用。 本研究收集了17家大中型銀行2006-2011年的數(shù)據(jù)，使用數(shù)據(jù)包絡(luò)分析分別測算了生產(chǎn)法、運(yùn)作法和資產(chǎn)法下的技術(shù)效率。通過對效率值和效率排序的一致性分析，證實(shí)了投入產(chǎn)出結(jié)構(gòu)對效率測算的影響。從宏觀和微觀角度共選取了16個影響因素，建立Tobit回歸模型，發(fā)現(xiàn)同一個影響因素對根據(jù)不同投入產(chǎn)出結(jié)構(gòu)計(jì)算的效率值的影響作用不一致，進(jìn)一步說明了投入產(chǎn)出結(jié)構(gòu)對影響因素分析結(jié)果造成了影響。對16個影響因素進(jìn)行因子分析，共提取了五個公因子，分別為資產(chǎn)結(jié)構(gòu)，穩(wěn)定性，風(fēng)險(xiǎn)規(guī)避能力，，創(chuàng)新能力和宏觀環(huán)境，結(jié)構(gòu)方程建模結(jié)果表明資產(chǎn)結(jié)構(gòu)和穩(wěn)定性對銀行技術(shù)效率具有顯著的正向影響。 本研究解決了投入產(chǎn)出結(jié)構(gòu)對技術(shù)效率分析存在影響的問題，這個思路同樣可以用于研究銀行的成本效率和利潤效率，根據(jù)影響因素分析的結(jié)果提出了商業(yè)銀行技術(shù)效率提高的政策建議，可以作為銀行管理人員制定決策時(shí)的參考。
[Abstract]:China's banking industry has experienced more than 30 years of development, has made a series of achievements, but also has many shortcomings, such as lack of innovation, insufficient ability to resist risks, etc. In December 2006, China's banking sector was completely opened to the outside world. Competition is getting fiercer. In the face of this situation, banks must improve their efficiency if they want to survive and develop in the long run. The efficiency of commercial banks has been studied for more than 40 years, from scale efficiency, scope efficiency to technical efficiency, cost efficiency and profit efficiency, from financial index analysis to frontier analysis. From the measurement of efficiency to the analysis of factors affecting efficiency, The research theories and methods of bank efficiency have been developed and perfected continuously. One of the main problems in the research of bank efficiency at home and abroad is that the structure of input-output has a great influence on the measurement of efficiency. The analysis shows that the input-output structure of the banks is extremely diversified, and that the existing input-output structure is only a reflection of one aspect of the banking business and lacks comprehensiveness. In order to solve this problem, In this study, the real and unobservable technical efficiency of the bank is taken as the latent variable, and the technical efficiency calculated according to three different input-output structures is regarded as the observation variable. The effects of macro environment and internal management factors on technical efficiency were investigated by using structural equation modeling. This study collected data of 17 large and medium-sized banks from 2006 to 2011, and calculated the technical efficiency of production method, operation method and asset law by using data envelopment analysis. The influence of input-output structure on efficiency measurement is confirmed. A total of 16 factors are selected from macro and micro angles to establish Tobit regression model. It is found that the effect of the same influencing factor on the efficiency value calculated according to the different input-output structure is inconsistent, which further explains the influence of the input-output structure on the result of the analysis of the influencing factors. Five common factors, namely, asset structure, stability, risk aversion ability, innovation ability and macro environment, are extracted. The results of structural equation modeling show that asset structure and stability have significant positive effects on the technical efficiency of banks. This study solves the problem that the input-output structure has influence on the technical efficiency analysis. This idea can also be used to study the cost efficiency and profit efficiency of banks. Based on the analysis of the influencing factors, the paper puts forward some policy suggestions for improving the technical efficiency of commercial banks, which can be used as a reference for bank managers to make decisions.
【學(xué)位授予單位】：哈爾濱工業(yè)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.33

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