本文選題：面板數(shù)據(jù) + 數(shù)據(jù)包絡(luò)分析��； 參考：《內(nèi)蒙古大學(xué)》2012年碩士論文

【摘要】：近年來(lái)由于受到國(guó)內(nèi)外金融環(huán)境的綜合影響,中國(guó)銀行業(yè)的競(jìng)爭(zhēng)日益加劇,商業(yè)銀行想要在激烈的競(jìng)爭(zhēng)中取勝,關(guān)鍵是要提高核心競(jìng)爭(zhēng)力,而效率正是銀行核心競(jìng)爭(zhēng)力的集中體現(xiàn)。對(duì)銀行效率進(jìn)行分析,有助于商業(yè)銀行更有針對(duì)性地采取措施改善經(jīng)營(yíng)管理,優(yōu)化資源配置,實(shí)現(xiàn)有效經(jīng)營(yíng)。 本文研究的主要內(nèi)容如下：第一,針對(duì)傳統(tǒng)DEA模型測(cè)算面板數(shù)據(jù)不滿(mǎn)足決策單元處于相同外部環(huán)境的問(wèn)題,本文提出了基于面板數(shù)據(jù)的銀行效率評(píng)價(jià)的非參數(shù)模型(M-BEE),并應(yīng)用該模型從靜態(tài)的角度分析被評(píng)價(jià)銀行在研究區(qū)間內(nèi)的綜合效率、純技術(shù)效率和規(guī)模效率。第二,針對(duì)傳統(tǒng)的Malmquist指數(shù)FGNZ分解模式錯(cuò)誤的定義了技術(shù)進(jìn)步和規(guī)模效率變化指數(shù)的問(wèn)題,本文選用Malmquist指數(shù)RD分解模式計(jì)算被評(píng)價(jià)銀行的全要素生產(chǎn)率,從動(dòng)態(tài)的角度分析中國(guó)商業(yè)銀行效率的跨期演變。第三,本文采用隨機(jī)效應(yīng)Tobit模型對(duì)影響中國(guó)商業(yè)銀行綜合效率、純技術(shù)效率和規(guī)模效率的微觀(guān)因素進(jìn)行定量分析,明確了影響商業(yè)銀行效率變化的關(guān)鍵因素。 研究結(jié)果表明2001-2009年間中國(guó)15家商業(yè)銀行的綜合效率總體上逐年上升,純技術(shù)效率呈先降后升再降的特征,規(guī)模效率緩慢上升,變化不顯著；全要素生產(chǎn)率改善且提高的主要?jiǎng)恿κ羌夹g(shù)進(jìn)步；未來(lái)提升銀行效率水平的主要途徑是降低經(jīng)營(yíng)成本、提高盈利能力和提升資產(chǎn)質(zhì)量。
[Abstract]:In recent years, due to the comprehensive influence of the financial environment at home and abroad, the competition of China's banking industry is increasingly intensified. In order to win in the fierce competition, the key is to improve the core competitiveness of commercial banks. Efficiency is the central embodiment of the core competitiveness of banks. The analysis of bank efficiency is helpful for commercial banks to take measures to improve management, optimize resource allocation and realize effective management. The main contents of this paper are as follows: first, aiming at the problem that the traditional DEA model does not satisfy the problem that the decision making unit is in the same external environment, In this paper, a non-parametric model of bank efficiency evaluation based on panel data is proposed. The model is applied to analyze the comprehensive efficiency, pure technical efficiency and scale efficiency of the evaluated bank in the study interval from the static point of view. Secondly, aiming at the problem of technical progress and scale efficiency change index of traditional Malmquist index FGNZ decomposition mode, this paper uses Malmquist index Rd decomposition mode to calculate the total factor productivity of the evaluated bank. This paper analyzes the intertemporal evolution of the efficiency of Chinese commercial banks from a dynamic point of view. Thirdly, this paper uses the stochastic effect Tobit model to quantitatively analyze the microcosmic factors that affect the comprehensive efficiency, pure technical efficiency and scale efficiency of Chinese commercial banks, and clarifies the key factors that affect the efficiency of commercial banks. The results show that from 2001 to 2009, the overall efficiency of 15 commercial banks in China has been increasing year by year, the pure technical efficiency has the characteristics of first decreasing and then descending, and the scale efficiency is rising slowly, but the change is not significant. The main driving force for the improvement of total factor productivity is technological progress, and the main way to improve the efficiency of banks in the future is to reduce operating costs, improve profitability and improve asset quality.
【學(xué)位授予單位】：內(nèi)蒙古大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.33;F224

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本文編號(hào)：1985870