本文選題：成本效率 + Malmquist指數(shù)��； 參考：《山東大學(xué)》2015年碩士論文

【摘要】：近年來,資產(chǎn)證券化給我國(guó)金融業(yè)帶來巨大的機(jī)遇和挑戰(zhàn)。作為金融業(yè)的核心機(jī)構(gòu),商業(yè)銀行的高效運(yùn)行,有利于我國(guó)金融業(yè)發(fā)展和穩(wěn)定。我國(guó)全國(guó)性商業(yè)銀行、地方性商業(yè)銀行由于成立背景、發(fā)展年限、發(fā)展地域等方面的不同,不僅效率存在很大差異,而且影響效率的因素也不同。本文通過對(duì)全國(guó)性商業(yè)銀行和地方性商業(yè)銀行效率的比較研究,深入探討兩類商業(yè)銀行效率的影響因素,并據(jù)此提出相應(yīng)的針對(duì)性建議,有助于各類銀行在經(jīng)營(yíng)過程中根據(jù)自身特點(diǎn)有的放矢,制定發(fā)展戰(zhàn)略。首先,本文對(duì)選題意義和文章結(jié)構(gòu)展開論述。其次,本文根據(jù)全國(guó)性商業(yè)銀行和地方性商業(yè)銀行的發(fā)展現(xiàn)狀及特點(diǎn),研究全國(guó)性商業(yè)銀行和地方性商業(yè)銀行的不同,并初步探討其差異對(duì)銀行效率的影響。再次,本文從靜態(tài)和動(dòng)態(tài)兩方面研究銀行效率。具體來說,靜態(tài)上,基于DEA方法對(duì)我國(guó)全國(guó)性商業(yè)銀行、地方性商業(yè)銀行的成本效率進(jìn)行測(cè)度并比較；動(dòng)態(tài)上,基于Malmquist指數(shù)分析分別對(duì)不同類型的效率變化進(jìn)行比較研究。再次,本文選取2009年-2013年9家全國(guó)性商業(yè)銀行、11家地方性商業(yè)銀行的面板數(shù)據(jù)建立回歸模型,以銀行成本效率為被解釋變量,以所有者權(quán)益/總資產(chǎn)、員工數(shù)量、核心資本充足率、凈貸款/存款及短期資金、平均資產(chǎn)回報(bào)率、其他營(yíng)業(yè)收入/平均資產(chǎn)為解釋變量,從資產(chǎn)結(jié)構(gòu)、銀行規(guī)模、風(fēng)控能力、配置能力、盈利能力、創(chuàng)新能力六個(gè)方面分別深入探討其對(duì)不同類型銀行效率的影響。最后,本文根據(jù)上述理論研究及實(shí)證結(jié)果,結(jié)合我國(guó)國(guó)情及金融市場(chǎng)發(fā)展現(xiàn)狀,分別對(duì)全國(guó)性商業(yè)銀行及地方性商業(yè)銀行提出有針對(duì)性的發(fā)展建議。本文研究結(jié)論如下所示：(1)我國(guó)商業(yè)銀行總體效率與銀行規(guī)模、盈利能力正相關(guān)；(2)我國(guó)全國(guó)性商業(yè)銀行效率與銀行規(guī)模、盈利能力正相關(guān)；(3)我國(guó)地方性商業(yè)銀行效率與股東權(quán)益在總資產(chǎn)中占比、銀行規(guī)模負(fù)相關(guān),與風(fēng)控能力及盈利能力正相關(guān)。
[Abstract]:In recent years, asset securitization has brought great opportunities and challenges to our financial industry. As the core organization of the financial industry, the efficient operation of commercial banks is conducive to the development and stability of our financial industry. The national commercial banks and local commercial banks in China are different in terms of setting up background, years of development and development regions, which not only have great differences in efficiency, but also have different factors affecting efficiency. Through the comparative study of the efficiency of national commercial banks and local commercial banks, this paper probes into the influencing factors of the efficiency of the two kinds of commercial banks, and puts forward corresponding suggestions accordingly. It is helpful for all kinds of banks to formulate development strategy according to their own characteristics. First of all, this paper discusses the significance of the topic and the structure of the article. Secondly, according to the development status and characteristics of national commercial banks and local commercial banks, this paper studies the differences between national commercial banks and local commercial banks, and preliminarily discusses the influence of the differences on the efficiency of banks. Thirdly, this paper studies bank efficiency from static and dynamic aspects. Specifically, statically, the cost efficiency of national commercial banks and local commercial banks is measured and compared based on DEA method. Dynamically, different types of efficiency changes are compared based on Malmquist index analysis. Thirdly, the panel data of 9 national commercial banks and 11 local commercial banks from 2009 to 2013 are selected to establish a regression model. The cost efficiency of the banks is taken as the explanatory variable, the owner's equity / total assets, and the number of employees. Core capital adequacy ratio, net loan / deposit and short-term funds, average return on assets, other operating income / average assets as explanatory variables, from asset structure, bank size, risk control ability, allocation capacity, profitability, The influence of innovation ability on the efficiency of different types of banks is discussed in detail in six aspects. Finally, according to the above theoretical research and empirical results, combined with the situation of our country and the current situation of the financial market development, this paper puts forward targeted development suggestions to the national commercial banks and local commercial banks respectively. The conclusion of this study is as follows: 1) the overall efficiency of commercial banks in China is positively related to the scale of banks, and the profitability of commercial banks is positively related to the scale of banks in China. The efficiency of local commercial banks in China accounts for the proportion of shareholders' equity in total assets, and the scale of banks is negatively correlated with risk control ability and profitability.
【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】：2015
【分類號(hào)】：F832.33

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本文編號(hào)：1855201