發(fā)布時(shí)間：2018-03-21 03:57

  本文選題：銀行效率　切入點(diǎn)：網(wǎng)絡(luò)DEA方法　出處：《上海外國(guó)語(yǔ)大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：商業(yè)銀行作為我國(guó)金融業(yè)的重要組成部分，在金融市場(chǎng)中扮演著金融中介的角色，，其效率的高低直接影響到整個(gè)金融體系的資源配置能力和可持續(xù)發(fā)展能力，直接影響到我國(guó)國(guó)民經(jīng)濟(jì)的健康持續(xù)發(fā)展。銀行效率的提高是防范銀行風(fēng)險(xiǎn)、促進(jìn)銀行業(yè)可持續(xù)發(fā)展的關(guān)鍵，也是我國(guó)深化金融體制改革的核心。因此，準(zhǔn)確測(cè)度銀行效率、分析銀行效率的高低及其影響因素，從中探索中國(guó)銀行業(yè)的改革途徑，具有十分重要的理論價(jià)值和現(xiàn)實(shí)指導(dǎo)意義。 本文運(yùn)用基于儲(chǔ)蓄中間變量新視角的網(wǎng)絡(luò)DEA方法對(duì)我國(guó)14家主要商業(yè)銀行2000－2010年的技術(shù)效率和純技術(shù)效率進(jìn)行了測(cè)度，將儲(chǔ)蓄作為中間變量，既是投入也是產(chǎn)出，克服了傳統(tǒng)DEA方法在測(cè)度銀行效率時(shí)難以抉擇將儲(chǔ)蓄看做是投入還是產(chǎn)出的難題。實(shí)證結(jié)果顯示：四大國(guó)有商業(yè)銀行的技術(shù)效率不及股份制商業(yè)銀行，但是純技術(shù)效率并不比股份制商業(yè)銀行差，且表現(xiàn)很穩(wěn)定；同時(shí)，四大國(guó)有銀行的技術(shù)效率波動(dòng)較大，且易受到國(guó)家政策和金融危機(jī)的影響，并得出了股份制結(jié)構(gòu)改革確實(shí)促進(jìn)了我國(guó)商業(yè)銀行效率的提高這一結(jié)論。此外，基于我國(guó)商業(yè)銀行的效率排名和國(guó)有商業(yè)銀行效率較低的原因，提出了促進(jìn)我國(guó)銀行業(yè)效率提高的政策建議。
[Abstract]:As an important part of China's financial industry, commercial banks play a role as financial intermediaries in the financial market. The efficiency of commercial banks has a direct impact on the ability of resource allocation and sustainable development of the entire financial system. The improvement of bank efficiency is the key to prevent banking risks and promote the sustainable development of banking industry, and is also the core of deepening the reform of financial system in China. It is of great theoretical value and practical significance to analyze the bank efficiency and its influencing factors and to explore the reform approaches of China's banking industry. This paper measures the technical efficiency and pure technical efficiency of 14 major commercial banks in China from 2000 to 2010 by using the network DEA method based on the new perspective of savings intermediate variables. Taking savings as an intermediate variable, savings is both input and output. It overcomes the problem that the traditional DEA method is difficult to choose whether the savings are input or output in the measurement of bank efficiency. The empirical results show that the technical efficiency of the four state-owned commercial banks is less than that of the joint-stock commercial banks. However, the pure technical efficiency is no worse than that of the joint-stock commercial banks, and the performance is very stable. At the same time, the technical efficiency of the four state-owned banks fluctuates greatly and is vulnerable to the influence of national policies and financial crises. In addition, based on the ranking of efficiency of commercial banks in China and the low efficiency of state-owned commercial banks, the paper concludes that the reform of joint-stock structure has really promoted the efficiency of commercial banks in China. Some policy suggestions are put forward to promote the efficiency of banking industry in China.
【學(xué)位授予單位】：上海外國(guó)語(yǔ)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F224;F832.33

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