本文選題：商業(yè)銀行　切入點(diǎn)：經(jīng)營(yíng)效率　出處：《山東財(cái)經(jīng)大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：近年來，對(duì)商業(yè)銀行效率的研究成為國(guó)際金融界和各監(jiān)管當(dāng)局研究的重點(diǎn)，銀行業(yè)的經(jīng)營(yíng)效率是銀行競(jìng)爭(zhēng)力的綜合表現(xiàn)，是經(jīng)濟(jì)發(fā)展內(nèi)在質(zhì)量的體現(xiàn)。銀行經(jīng)營(yíng)效率的高低直接影響整個(gè)金融體系的資源配置能力，對(duì)穩(wěn)定經(jīng)濟(jì)運(yùn)行有著重要作用，提高經(jīng)營(yíng)效率是銀行防范風(fēng)險(xiǎn)和可持續(xù)發(fā)展的關(guān)鍵，是金融市場(chǎng)穩(wěn)定發(fā)展的保證。自2000來，我國(guó)商業(yè)銀行既經(jīng)歷著自身體制的改革又經(jīng)歷著外在經(jīng)營(yíng)環(huán)境的改變，雖然效率水平有了一定的提高，但是同國(guó)外一流銀行相比仍存在較大差距，基于要在金融一體化不斷加快的國(guó)際金融市場(chǎng)上搏得一席之地的現(xiàn)實(shí)需要，對(duì)我國(guó)商業(yè)銀行經(jīng)營(yíng)效率進(jìn)行測(cè)度分析探索有效的改進(jìn)措施具有十分重要的意義。 在上述背景下，本文回顧梳理了國(guó)內(nèi)外大量相關(guān)研究文獻(xiàn)，對(duì)現(xiàn)有的研究成果進(jìn)行了歸納總結(jié)，并對(duì)銀行經(jīng)營(yíng)效率理論進(jìn)行了闡述，在解釋銀行效率的涵義給出效率分類的同時(shí)闡述了商業(yè)銀行經(jīng)營(yíng)效率分析的理論基礎(chǔ)，并從宏觀、中觀和微觀三個(gè)方面分析影響商業(yè)銀行經(jīng)營(yíng)效率的具體因素，，之后詳細(xì)介紹了本文采用的實(shí)證模型，并進(jìn)行了實(shí)證分析。 為了能反映我國(guó)商業(yè)銀行經(jīng)營(yíng)的整體狀況，文章選取了我國(guó)12家總資產(chǎn)額、存貸款額之和占我國(guó)商業(yè)銀行總和的80%左右，管理能力和管理水平也能較好地代表我國(guó)銀行業(yè)的總體水平的較有影響力的國(guó)有控股和非國(guó)有控股商業(yè)銀行為研究樣本，在傳統(tǒng)DEA模型的基礎(chǔ)上引入超效率DEA模型和Malmquist指數(shù)模型，并引入對(duì)比實(shí)證，首先從商業(yè)銀行經(jīng)營(yíng)的最終目標(biāo)-盈利性的角度重新界定銀行投入和產(chǎn)出變量后進(jìn)行效率測(cè)評(píng)分析，然后引入風(fēng)險(xiǎn)投入指標(biāo)（貸款損失準(zhǔn)備金）進(jìn)行對(duì)比分析，一方面克服了傳統(tǒng)的DEA模型無法解決同為DEA有效的決策單元之間的評(píng)價(jià)，另一方面將動(dòng)態(tài)效率與靜態(tài)效率結(jié)合橫向和縱向地來分析我國(guó)商業(yè)銀行在整個(gè)樣本期間的效率變化狀況，且將難以量化的風(fēng)險(xiǎn)因素也納入了指標(biāo)體系。 通過研究，發(fā)現(xiàn)我國(guó)商業(yè)銀行效率在2000-2010年整體趨勢(shì)向上，國(guó)有控股商業(yè)銀行與非國(guó)有控股商業(yè)銀行還存在一定的差距，但這種差距在不斷縮小。我國(guó)商業(yè)銀行效率在2006年以前大幅提升，主要緣于股份制改革和外資銀行的進(jìn)入加劇了金融市場(chǎng)競(jìng)爭(zhēng)，在2007年金融危機(jī)之際，效率水平明顯波動(dòng)向下，但是之后迅速回升，這充分說明了我國(guó)商業(yè)銀行具有一定的穩(wěn)定性能夠有效抵御外界的沖擊。另外研究結(jié)果還顯示，我國(guó)國(guó)有控股商業(yè)銀行2002年以前技術(shù)效率無效主要緣于規(guī)模效率無效，2002年之后純技術(shù)效率無效成為制約主因，而非國(guó)有控股商業(yè)銀行則主要經(jīng)歷了規(guī)模收益遞增、不變到遞減的狀態(tài)，但是其純技術(shù)效率值較高，在進(jìn)行改革的過程中必須分而治之。同時(shí)對(duì)比實(shí)證還表明風(fēng)險(xiǎn)對(duì)商業(yè)銀行經(jīng)營(yíng)效率的測(cè)評(píng)具有顯著影響，必須充分考慮風(fēng)險(xiǎn)因素以便準(zhǔn)確評(píng)價(jià)銀行效率。針對(duì)實(shí)證結(jié)果，文章給出了相應(yīng)的提高我國(guó)商業(yè)銀行經(jīng)營(yíng)效率的對(duì)策建議，包括深化改革、建立高效的監(jiān)管機(jī)制、優(yōu)化規(guī)模、提高資本充足率、技術(shù)創(chuàng)新以及加強(qiáng)風(fēng)險(xiǎn)管理等。在文章最后，對(duì)全文進(jìn)行了總結(jié)，并對(duì)不足之處進(jìn)行了未來展望。
[Abstract]:In recent years, the research on the efficiency of commercial banks has become the focus of international finance and the regulatory authorities of the banks' efficiency is the comprehensive performance of banking competitiveness, is also the intrinsic quality of economic development. The bank operating efficiency directly affects the allocation of resources of the whole financial system, has an important effect on the stability of economic operation that is the key to improve the operating efficiency of bank risk prevention and sustainable development, to ensure the stable development of the financial market. Since 2000, China's commercial banks are experiencing self system reform and experiencing the external business environment changes, although the efficiency level has been improved, but compared with the foreign banks still have a large class the gap between reality, need to constantly accelerate the financial integration of the international financial market make a space for one person based on the operating efficiency of China's commercial banks were measured It is of great significance to explore the effective improvement measures by the degree analysis.
Under the above background, this paper reviews the relevant research literature at home and abroad, the existing research results are summarized, and the bank efficiency theory was expounded, the meaning of the bank efficiency classification efficiency are given and explained the basic theory of commercial bank business efficiency analysis, and from the macro, specific meso and micro factors analysis of three aspects affect the operational efficiency of commercial banks, then introduces the empirical model used in this paper, and the empirical analysis.
In order to reflect the overall situation of China's commercial banks, the paper selected China's 12 total assets, loan amount and the sum of China's commercial banks accounted for about 80%, the overall level of management ability and management level can also be a good representative of China's banking industry are more influential in the state-controlled and non state holding commercial banks as the research sample, the introduction of super efficiency DEA model and Malmquist index model based on the traditional DEA model, and introduced a comparative empirical analysis of efficiency evaluation, the ultimate goal - the first from the commercial bank profitability point of bank re define the input and output variables, then introduce the risk index of the investment (loan loss reserves) a comparative analysis, overcome the traditional DEA model can not solve the same between the DEA effective decision unit evaluation, on the other hand, the dynamic efficiency and static efficiency. The efficiency changes of China's commercial banks during the whole sample period are analyzed both horizontally and vertically, and the risk factors which are difficult to quantify are also included in the index system.
Through the study, found that the efficiency of China's commercial banks in 2000-2010 years the overall upward trend, there is still a gap between state-owned commercial banks and state-owned commercial banks, but the gap is shrinking. The efficiency of China's commercial banks increase significantly in 2006, mainly due to the stocksystem reform and the entry of foreign banks has exacerbated the financial the market competition in the 2007 financial crisis, the efficiency level fluctuated significantly down, but then quickly rebounded, this fully shows that China's commercial banks have a certain stability, can effectively resist the external impact. The results also showed that the state-owned commercial banks before 2002 invalid due toTechnical efficiency invalid scale efficiency in 2002 after the pure technical efficiency isbecome restrict factor, and non-state-owned commercial banks have experienced increasing returns to scale, the same to the The state of decline, but the pure technical efficiency is high, in the reform process must divide and rule. At the same time the empirical comparison also shows that risk has a significant impact on the evaluation of the efficiency of commercial banks, must fully consider the risk factors for the accurate evaluation of bank efficiency. According to the empirical results, this paper gives the corresponding countermeasures and suggestions to improve the management efficiency the Commercial Bank of our country, including deepening reform, establish efficient supervision mechanism, optimize the scale, improve the capital adequacy ratio, technological innovation and strengthen risk management. In the end, a summary of the text, and the deficiency of the future.

【學(xué)位授予單位】：山東財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.33;F224

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