本文選題：商業(yè)銀行 + 帕累托效率　； 參考：《天津財(cái)經(jīng)大學(xué)》2012年碩士論文

【摘要】：金融危機(jī)對(duì)銀行業(yè)的影響是雙刃性的,對(duì)中國(guó)銀行業(yè)不例外,既有機(jī)遇也有挑戰(zhàn),但是目前看來(lái)對(duì)中國(guó)金融業(yè)的機(jī)遇是大于挑戰(zhàn)的,因?yàn)樵谌蚪鹑谠馐苤貏?chuàng)的情況下,中國(guó)金融業(yè)一枝獨(dú)秀的保持了較高的增長(zhǎng)能力,中國(guó)商業(yè)銀行的高利潤(rùn)業(yè)績(jī)使得中國(guó)金融業(yè)在全球金融市場(chǎng)大放光彩。然而恰恰正是因?yàn)檫@一奇特的現(xiàn)象引發(fā)了眾多學(xué)者對(duì)中國(guó)商業(yè)銀行利潤(rùn)效率的關(guān)注。 本文以中國(guó)商業(yè)銀行利潤(rùn)效率為研究對(duì)象,在對(duì)國(guó)內(nèi)外相關(guān)研究成果歸類梳理的基礎(chǔ)上,用隨機(jī)前沿方法(SFA)構(gòu)建了以商業(yè)銀行資本價(jià)格,人力資產(chǎn)價(jià)格以及可貸資金和非利息收入作為投入變量和產(chǎn)出變量的超越對(duì)數(shù)函數(shù),利用frontier4.1軟件分析了14家商業(yè)銀行的利潤(rùn)帕累托效率,同時(shí)也以動(dòng)態(tài)效率理論為基礎(chǔ)運(yùn)用Malmquist指數(shù)分析了利潤(rùn)的動(dòng)態(tài)效率。通過(guò)定量分析得出幾點(diǎn)結(jié)論：第一、商業(yè)銀行利潤(rùn)效率與其利潤(rùn)存在很大的反差；第二、商業(yè)銀行利潤(rùn)效率因結(jié)構(gòu)的不同存在較大差異；第三、雖然效率水平整體呈現(xiàn)上升趨勢(shì),但與最優(yōu)水平相比存在一定的漏出。在對(duì)結(jié)論進(jìn)一步分析的基礎(chǔ)上發(fā)現(xiàn)商業(yè)銀行高利潤(rùn)支撐因素主要有三個(gè)方面：第一是市場(chǎng)結(jié)構(gòu),依靠壟斷地位和未完全開放市場(chǎng)獲得便利與保護(hù),體現(xiàn)了市場(chǎng)結(jié)構(gòu)的保護(hù)效率；第二是盈利模式,依靠利差保護(hù)和規(guī)模保護(hù)確保了利潤(rùn),體現(xiàn)了模式效率；第三是投機(jī)因素,金融監(jiān)管滯后的短期投機(jī)效率支撐商業(yè)銀行在政策限制下仍能獲得部分高利潤(rùn)。在對(duì)支撐因素分析的過(guò)程中發(fā)現(xiàn)金融全球化,利率市場(chǎng)化等金融市場(chǎng)環(huán)境變化下使得上述商業(yè)銀行的支撐因素將不可持續(xù),進(jìn)而說(shuō)明商業(yè)銀行高利潤(rùn)對(duì)應(yīng)的效率是存在問(wèn)題的,據(jù)此本文從轉(zhuǎn)變盈利模式,拓展國(guó)際化發(fā)展,提升服務(wù)質(zhì)量,完善風(fēng)險(xiǎn)管理機(jī)制等方面提出相應(yīng)對(duì)策以實(shí)現(xiàn)商業(yè)銀行利潤(rùn)帕累托效率改進(jìn)。
[Abstract]:The impact of the financial crisis on the banking sector is double-edged, and it is no exception to the Chinese banking industry. There are both opportunities and challenges. But at present, the opportunities for the Chinese financial industry are greater than the challenges, because in the context of the global financial industry being severely hit, China's financial sector has maintained a high growth capacity, and the high profit performance of Chinese commercial banks has made the Chinese financial industry shine in the global financial market. However, it is precisely because of this strange phenomenon that many scholars pay attention to the profit efficiency of Chinese commercial banks. This paper takes the profit efficiency of Chinese commercial banks as the research object, on the basis of classifying the relevant research results at home and abroad, using the stochastic frontier method (SFAA) to construct the capital price of commercial banks. The price of human assets, loanable capital and non-interest income are regarded as the transcendental logarithmic functions of input and output variables, and the profit Pareto efficiency of 14 commercial banks is analyzed by using frontier4.1 software. On the basis of dynamic efficiency theory, the dynamic efficiency of profit is analyzed by using Malmquist index. Through quantitative analysis, several conclusions are drawn: first, the profit efficiency of commercial banks is very different from their profits; second, the profit efficiency of commercial banks is different because of the different structure; third, Although the efficiency level as a whole shows an upward trend, but there is a certain leakage compared with the optimal level. On the basis of further analysis of the conclusions, it is found that there are three main supporting factors for high profits of commercial banks: first, market structure, which relies on monopoly position and incomplete open market to obtain convenience and protection, embodies the efficiency of market structure protection; The second is profit mode, which relies on the protection of spread and scale to ensure profits, which reflects the efficiency of the model. The third is speculative factor. The short-term speculative efficiency of financial supervision lags behind to support commercial banks to obtain part of high profits under policy constraints. In the process of analyzing the supporting factors, it is found that the financial globalization, interest rate marketization and other financial market environment will make the supporting factors of the above commercial banks unsustainable, which further shows that there are problems in the efficiency corresponding to the high profits of the commercial banks. Based on this, this paper puts forward the corresponding countermeasures from the aspects of transforming profit mode, expanding international development, improving service quality and perfecting risk management mechanism in order to realize the improvement of profit Pareto efficiency of commercial banks.
【學(xué)位授予單位】：天津財(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

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本文編號(hào)：2045353