本文選題：效率 + 數據包絡分析法(DEA)　； 參考：《西南財經大學》2012年碩士論文

【摘要】：作為我國金融領域名副其實的主力軍,商業(yè)銀行的發(fā)展很大程度影響著我國經濟的發(fā)展。商業(yè)銀行的經營管理過程中,銀行的效率問題顯得十分關鍵。在目前的市場經濟條件下,對于銀行而言,經營績效的提高是增強其競爭力的基礎,從本質上來說,最為有效和正確的經營策略是能提高商業(yè)銀行的相對效率。商業(yè)銀行效率不僅表現了自身的營運業(yè)績,也決定了其競爭力,而且對一國的整體經濟運行有著不容忽視的影響。隨著我國經濟的不斷發(fā)展,在更為激烈的競爭環(huán)境中,銀行業(yè)想要保持不斷增長,那么就需要不斷地提高銀行的競爭力,從本質上來說,即是要不斷提高銀行效率。 研究銀行的效率問題,首先要通過一定的方法進行比較研究,然后找出影響效率的原因,進而提出解決的辦法和改進的措施。所以可以通過對商業(yè)銀行經營管理戰(zhàn)略的改善使商業(yè)銀行效率得到提高,有針對性和有效地提高其競爭力,讓商業(yè)銀行在現今的金融環(huán)境中更加的商業(yè)化和國際化,最終使我國經濟的可持續(xù)發(fā)展得以實現。這也正是研究商業(yè)銀行效率的目的,同時也體現出通過研究得出相應的政策建議具有一定的理論依據和現實意義。同時這也正是本文選題的意義所在。 本文在對國內外現有文獻及研究成果進行收集、學習和總結之后,選定了非參數法中的數據包絡分析法作為研究的基本方法(具體是采用的投入導向模型)。同時,為了滿足DEA方法的運用法則要求,得出更為準確合理的數據和結論,本文引入了典型相關分析方法得出綜合變量,在保留初定投入產出變量指標所含信息的同時,達到降維的目的。我國商業(yè)銀行,特別是國有控股商業(yè)銀行在股份制改革上市后,近年來在經營的各個方面都有了很大的提高,不僅在綜合效率還是規(guī)模效率上都有了長足的進步。本文在對我國十五家上市商業(yè)銀行,同時國有控股商業(yè)銀行和股份制商業(yè)銀行在績效和運營效率方面仍有區(qū)別。2008年至2010年的原始數據進行綜合變量的變換后,進行相對效率的測量,實證結果顯示,我國國有控股商業(yè)銀行在進行了股份制改革上市以后,綜合效率、純技術效率以、規(guī)模效率值都有所提高,并且在所研究的三年里有了不俗的表現,說明了近幾年,我國國有控股商業(yè)銀行在經營策略和管理模式上都有了較大的改善,整體績效也有了較大的突破。由此可見,現代商業(yè)銀行想要繼續(xù)持續(xù)發(fā)展,應該實現股份制改革的同時進行市場化的經營。當然,國有控股商業(yè)銀行績效的突飛猛進,不僅僅歸功于其內部優(yōu)化,更大的原因在于政策支持,包括宏觀調控、政策措施實施的實行使銀行貸存款利息收支比、存貸比等指標變動,因此,保持宏觀經濟環(huán)境的穩(wěn)定也十分重要。 實證的比較分析中,我們可以發(fā)現,近幾年,特別是股份制改革后,我國國有控股商業(yè)銀行的綜合效率無效,越來越大程度來自于規(guī)模無效,說明股改促使了純技術效率的提高,另一方面說明了我國國有控股商業(yè)銀行的一大問題是機構和員工的冗余現象,需優(yōu)化人員配置以提高規(guī)模效率。另外股份制商業(yè)銀行因為綜合效率相對國有控股商業(yè)銀行來說相對較高,其中規(guī)模效率亦具有較大優(yōu)勢。同時,我國股份制商業(yè)銀行基本都處于規(guī)模報酬不變或者遞增的狀態(tài),所以可以通過提高要素的投入特別是加大資金投入,得到更高的產出,從而實現規(guī)模經濟,提高綜合經營效率。 本文在對商業(yè)銀行效率進行相對比較研究之后,對其影響因素也進行了分析。研究發(fā)現,產權結構的劃分、經營管理模式、不良資產比重、資本充足率及自身的金融創(chuàng)新能力對我國商業(yè)銀行的經營效率有著重大影響。并針對這些問題提出了政策性建議：明細產權結構,創(chuàng)新經營管理模式,提高資本充足率,提高資產配置效率,加大金融創(chuàng)新,精簡機構及加大股份制商業(yè)銀行資金投入等。 本文的研究思路遵循從理論到模型再到實證,從商業(yè)銀行效率的基礎理論出發(fā),首先對DEA方法的理論基礎、CCR和BCC模型的推導及應用方法進行了深入探討,由此表明DEA方法在研究商業(yè)銀行效率時,有著其他方法不能相比的優(yōu)點。模型中的權數的產生過程沒有人為的主觀成分,而是由數學規(guī)劃而得,結果更加客觀。另外,DEA模型不會因為輸入和輸出的單位不同而使測度結果收到影響。同時對典型相關分析的相關理論,包括其數學描述、解答算法典型相關分析的假設檢驗都進行了詳細描述。本文在研究方法的最大創(chuàng)新即是將綜合變量與DEA方法結合在一起,然后將前述研究方法運用于實證中。具體而言,在本文研究所選定的十五家上市商業(yè)銀行的效率問題中,DEA方法在結合典型相關分析方法時,應用步驟如下：首先,為了對我國商業(yè)銀行效率進行更為準確合理地研究,在選取投入和產出變量指標時,綜合全國商業(yè)銀行經營現狀、相對重要性,同時考慮到所選指標對商業(yè)銀行投入產出真實情況的解釋度和數據的可得性,選取能充分反映我國商業(yè)銀行運營績效并較容易獲得數據的投入和產出指標,爭取能最大地體現出其科學性和效率評價的全面性；然后,運用典型相關分析方法,從原始的投入和產出指標變量中選取出綜合變量,其特征是具有高度的相關性,從而減少模型中投入和產出指標變量,不僅能保留原始指標對商業(yè)銀行效率的解釋能力,而且達到了降維的目的,同時滿足了DMU與變量數目的要求——DMU個數應該大于投入和產出變量數目之和的兩倍。其中在確定最終綜合變量時,考慮到由典型相關分析方法通過原始投入產出變量算得的綜合變量指標數值有的為負數,但是因為DEA模型的輸入和輸出變量都嚴格要求是正數,同時原始輸入輸出指標變量的單位不統(tǒng)一,所以應該對所得出的綜合變量進行一定的修正,即將X和Y分別進行正態(tài)離差標準化,記作X*、y*；最后,將上一步所求得的綜合變量運用在DEA方法模型中,來測度和判斷出每一個決策單元(DMU)是不是為DEA有效。主要是運用投入引導型CCR和BCC模型,通過SPSS統(tǒng)計分析軟件,測度和評價每個DMU在一定的產出條件下,投入最小化的能力,還有決策單元是不是在最適規(guī)模下進行運營。 本文的具體研究思路體現在論文框架上為： 第一部分,導論。這一部分主要包括研究背景與選題意義、國外和國內有關商業(yè)銀行效率的文獻綜述以及研究思路和研究內容。國內外學者對商業(yè)銀行經營效率的研究取得較為顯著的成果,通過對其整理和總結,梳理出比較有代表性的方法和結論,為后文的研究作鋪墊。 第二部分,商業(yè)銀行效率理論及DEA模型的理論介紹。對商業(yè)銀行效率的含義、類型以及現狀都進行了詳細介紹。同時對DEA方法中主要的兩個模型——CCR和BCC模型相關理論包括其特點和使用情況進行介紹。 第三部分,對選定的我國共15家上市的商業(yè)銀行之效率進行實證比較研究。此部分與第四部分是本論文的核心內容。首先通過研究國內外文獻,根據投入和產出的相關界定,為了更好反映商業(yè)銀行的產出和投入的情況,并考慮到數據的易得性,先選取九個投入和產出變量指標,然后簡述典型相關分析方法的理論細想過程,并通過運用典型相關分析分別根據原始數據算出投入和產出的綜合變量,然后將所得的綜合變量結合DEA方法對其分別進行CCR和BCC模型的分析,并得出相關結論,對所研究的十五家上市商業(yè)銀行分別進行分析,然后主要對國有控股商業(yè)銀行和股份制商業(yè)銀行的效率進行比較分析。 第四部分,分析影響我國國有控股商業(yè)銀行和股份制商業(yè)銀行運營效率的原因并提出針對性的提高效率的建議：明晰產權結構,創(chuàng)新經營管理模式；處理好呆、壞賬,降低不良資產比例；精簡機構；提高資產配置率；促進金融創(chuàng)新；加大資金的注入等方面。 第五部分,結論部分。就之前的研究思路、方法及研究結果進行了相應的總結。 總之,在通過對國內外相關文獻進行整理、學習和研究,發(fā)現國內外學者對商業(yè)銀行效率問題已經有廣泛且相對成熟的研究,研究內容也涉及成本、Malmquist指數、技術效率等多方面。本文在對國內外現有文獻及研究成果進行收集、學習和總結之后,借鑒了相應的研究方法并且從我國商業(yè)銀行的現狀出發(fā),嘗試將典型相關分析而得的綜合變量與非參數法中的數據包絡分析法(DEA)結合運用于所選的十五家上市商業(yè)銀行的效率研究中,并針對實證結果總結出影響商業(yè)銀行效率的原因,同時針對這些問題嘗試著提出相關政策建議,希望能為我國商業(yè)銀行效率進一步的研究盡一份綿薄之力。
[Abstract]:As the main force of our country's financial field, the development of commercial banks greatly affects the development of our country's economy. In the process of business management, the efficiency of the bank is very critical. Under the current market economy conditions, the improvement of the performance of the business is the basis for enhancing its competitiveness. In essence, the most effective and correct management strategy is to improve the relative efficiency of commercial banks. The efficiency of commercial banks not only shows their own operating performance, but also determines their competitiveness, and has an unneglecting influence on the overall economic operation of a country. With the continuous development of our economy, the competition ring is more intense. In the environment, if the banking industry wants to keep growing, then it is necessary to continuously improve the competitiveness of banks. In essence, it is to continuously improve the efficiency of banks.
In order to study the efficiency of the bank, we should make a comparative study by means of a certain method, then find out the reasons for the efficiency, and then put forward the solutions and measures to improve it. So we can improve the efficiency of commercial banks by improving the management strategy of commercial banks, and improve their competitiveness effectively and pertinence. The commercial banks are more commercialized and internationalized in the present financial environment, and finally the sustainable development of our economy is realized. This is also the purpose of studying the efficiency of commercial banks. It also shows that it has a certain theoretical basis and practical significance to get the corresponding policy suggestions through research. The meaning of it.
After studying and summarizing the existing literature and research results at home and abroad, the data envelopment analysis method in non parametric method is selected as the basic method of research (specifically the input oriented model). At the same time, in order to meet the application rules of the DEA method, more accurate and reasonable data and conclusions are obtained. With the typical correlation analysis method, the comprehensive variable is obtained, while the information contained in the initial input-output variable index is retained and the purpose of reducing the dimension is achieved. In recent years, the commercial banks of China, especially the state-owned holding commercial banks, have been greatly improved in all aspects of their operation after the stock system reform and listing, not only in the comprehensive efficiency or in the comprehensive efficiency. The scale efficiency has made great progress. In this paper, the relative efficiency is measured after the transformation of the original data from.2008 to 2010 in the performance and operation efficiency of fifteen listed commercial banks in China, while the state-owned holding commercial banks and the joint-stock commercial banks are still different in performance and operation efficiency. The empirical results show that China is in China. After the reform and listing of the shareholding system, the state-owned holding commercial banks have improved the comprehensive efficiency, pure technical efficiency, and the scale efficiency value. In the past three years, the state-owned holding commercial banks have shown a good performance. It shows that in recent years, the state-owned holding commercial banks have greatly improved their management strategy and management mode, and the overall performance of the commercial banks in recent years. Therefore, it can be seen that the modern commercial banks want to continue to develop and carry out the market-oriented operation at the same time. Of course, the rapid progress of the performance of the state-owned holding commercial banks is not only due to its internal optimization, but also the big reason for the policy support, including macro regulation and policy measures. The implementation of the implementation of the bank loan deposit interest ratio, loan to deposit ratio and other indicators change, therefore, to maintain the stability of the macroeconomic environment is also very important.
In the comparative analysis, we can find that in recent years, especially after the reform of the shareholding system, the comprehensive efficiency of the state-owned holding commercial banks in China is invalid, and more and more come from the ineffectiveness of the scale. It shows that the stock reform has promoted the improvement of the pure technical efficiency. On the other hand, the major problem of the state-owned holding commercial banks in China is the organization and the organization. The redundancy of employees needs to be optimized to improve the scale efficiency. In addition, the shareholding commercial banks are relatively higher than the state-owned holding commercial banks, and the scale efficiency also has great advantages. At the same time, the stock commercial banks in China are basically in a state of constant or increasing scale reward. In order to achieve the scale economy and improve the efficiency of comprehensive operation, we should increase input of factors, especially increase capital investment, and achieve higher output.
After a comparative study of the efficiency of commercial banks, the influence factors are also analyzed. It is found that the division of the property right structure, the management mode, the proportion of non - performing assets, the capital adequacy ratio and their own financial innovation ability have a great influence on the business efficiency of the commercial banks in China. The policy suggestions are: the structure of the property right, the mode of innovation and management, the improvement of the capital adequacy ratio, the improvement of the efficiency of asset allocation, the increase of financial innovation, the streamlining of the institutions and the increase of the capital investment of the joint-stock commercial banks.
Based on the basic theory of commercial banks' efficiency, the theoretical basis of the DEA method, the derivation and application of the CCR and BCC models are discussed in depth from the theory to the model and the basis of the basic theory of commercial banks' efficiency. Thus, it is shown that the DEA method has the advantages that other methods can not compare when studying the efficiency of commercial banks. The process of generating weight is not subjective, but it is obtained by mathematical programming, and the result is more objective. In addition, the DEA model will not affect the measurement result because of the different units of input and output. Meanwhile, the related theory of canonical correlation analysis, including its mathematical description, and the hypothesis test of the canonical correlation analysis of the algorithm. The biggest innovation in this paper is to combine the integrated variables with the DEA method, and then apply the previous research method to the empirical. Specifically, in the efficiency problem of the fifteen listed commercial banks selected in this study, the DEA method is applied in combination with the canonical correlation analysis method. The following is as follows: first, in order to make a more accurate and reasonable study of the efficiency of the commercial banks in China, when selecting the input and output variables, the relative importance of the operation status of the national commercial banks is integrated, and the degree of interpretation and the availability of the actual situation of the input and output of commercial banks are taken into consideration, and the selection can be fully reversed. The operation performance of China's commercial banks and the input and output indicators of data are easier to obtain, so as to maximize the comprehensiveness of their scientific and efficiency evaluation. Then, using the canonical correlation analysis method, the comprehensive variation is selected from the original input and output index variables, which is characterized by a high degree of relevance and thus reduced. The input and output index variables in the small model can not only preserve the explanatory power of the original index to the efficiency of commercial banks, but also achieve the purpose of reducing the dimension of the DMU and the number of variables. The number of DMU should be two times greater than the sum of the number of input and output variables. The comprehensive variable index value calculated by the original input-output variable is negative, but because the input and output variables of the DEA model are strictly required, and the unit of the original input and output index variable is not unified, it should be modified to a certain number of integrated variables, forthcoming X and Y. The normalization of normal deviations is carried out, and X*, y* are recorded. Finally, the comprehensive variables obtained in the last step are used in the DEA method model to measure and determine whether each decision unit (DMU) is valid for DEA. The main is to use the input guided CCR and BCC model, and to measure and evaluate each DMU through SPSS statistical analysis software. Under the production condition, the ability of input minimization and whether the decision making unit is operating on the optimal scale.
The specific research ideas in this paper are embodied in the framework of the paper.
The first part, introduction. This part mainly includes the research background and the significance of the topic, the literature review on the efficiency of commercial banks abroad and at home, and the research ideas and research contents. The domestic and foreign scholars have made more remarkable achievements in the research of commercial banks' operating efficiency. Methods and conclusions, paving the way for the later study.
In the second part, the theory of commercial bank efficiency and the theoretical introduction of DEA model are introduced. The meaning, type and current situation of commercial bank efficiency are introduced in detail. At the same time, the main two models in the DEA method, CCR and BCC model related theories, including their characteristics and usage are introduced.
The third part makes an empirical study on the efficiency of the selected 15 listed commercial banks in China. This part and the fourth part are the core content of this paper. First, through the study of the literature at home and abroad, according to the definition of input and output, to better reflect the situation of commercial banks' output and input, and to take into account the data easily. Nine input and output variables are selected first, and then the theoretical thinking process of the canonical correlation analysis method is briefly described. By using the canonical correlation analysis, the integrated variables of input and output are calculated according to the original data. Then the integrated variables are combined with the DEA method to analyze the CCR and BCC models respectively, and the results are obtained. Related conclusions, analysis of the fifteen listed commercial banks respectively, and then compare the efficiency of state-owned holding commercial banks and joint-stock commercial banks.
The fourth part analyzes the causes of the operating efficiency of state-owned holding commercial banks and joint-stock commercial banks and puts forward some suggestions for improving efficiency: clear property rights structure, innovative management mode, deal with good, bad debts, reduce the proportion of bad assets; reduce the structure of the machine; improve the allocation rate of assets; and promote financial innovation; Increase the injection of funds and other aspects.
The fifth part, the conclusion part, summarizes the previous research ideas, methods and research results.
In a word, through the collation of relevant literature at home and abroad, learning and research, it is found that scholars at home and abroad have widely and relatively mature research on the efficiency of commercial banks. The research content also involves cost, Malmquist index, technical efficiency and many other aspects. After the conclusion, using the relevant research methods and starting from the current situation of commercial banks in China, we try to combine the comprehensive variables of the typical correlation analysis with the non parametric method of data envelopment analysis (DEA) in the efficiency study of the fifteen listed commercial banks, and summarize the effect of the effect of the commercial banks. At the same time, we try to put forward relevant policy recommendations for these problems, hoping to make a modest contribution to further research on the efficiency of China's commercial banks.
【學位授予單位】：西南財經大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F224;F832.33

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