本文選題：銀行業(yè)績(jī) + 銀行效率��； 參考：《西南財(cái)經(jīng)大學(xué)》2012年碩士論文

【摘要】：2005年至2008年間,是個(gè)特殊的時(shí)間段,金融危機(jī)席卷全球,并且直到現(xiàn)在都沒(méi)有結(jié)束的跡象。歐洲發(fā)生債務(wù)危機(jī),美國(guó)經(jīng)濟(jì)低谷徘徊,雖然都采取了一系列挽救經(jīng)濟(jì)政策,但頹勢(shì)仍在繼續(xù),中國(guó)也不能獨(dú)善其身。在這樣的環(huán)境下,作為虛擬經(jīng)濟(jì)的代表,中國(guó)銀行業(yè)將會(huì)有怎樣的表現(xiàn)?在這期間,中國(guó)四大國(guó)有銀行紛紛股份制改造,上市,極大的改變了中國(guó)銀行業(yè)的效率。那這是不是基于改制使中國(guó)銀行業(yè)效率的提高呢?本文以經(jīng)濟(jì)學(xué)和現(xiàn)代金融學(xué)理論為指導(dǎo),運(yùn)用DEA模型及專(zhuān)業(yè)軟件,定性分析與定量分析相結(jié)合,研究中國(guó)商業(yè)銀行效率問(wèn)題,及為提升中國(guó)商業(yè)銀行效率提供政策建議。最后通過(guò)分析,發(fā)現(xiàn)雖然這幾年中國(guó)經(jīng)濟(jì)不是很穩(wěn)定,銀行的效率得到了提高,但效率的提高不能完全歸功于改制上市。 本文采用數(shù)據(jù)包絡(luò)分析方法分析我國(guó)商業(yè)銀行效率,其結(jié)構(gòu)上可以分為六部分： 第一部分為緒論,主要介紹本文的研究背景,研究思路,研究創(chuàng)新及研究不足,總括本文的框架。 第二部分主要區(qū)分了銀行效率與銀行業(yè)績(jī)的區(qū)別,因?yàn)樵谶^(guò)去的研究中,容易把銀行業(yè)績(jī)包含在銀行效率中,其實(shí)這兩個(gè)是不同的概念,銀行業(yè)績(jī)反映了一個(gè)銀行的基本運(yùn)營(yíng)情況,包括銀行的資產(chǎn)管理能力,風(fēng)險(xiǎn)控制能力,中間業(yè)務(wù)和表外業(yè)務(wù)的發(fā)展能力,這些情況可以直接通過(guò)銀行的財(cái)務(wù)報(bào)表分析得出,是比較膚淺的指標(biāo),如果投資者,監(jiān)管者,高層管理者,政府決策者希望了解銀行的真正情況,就必須分析銀行的效率,這才是反映銀行運(yùn)營(yíng)的真正指標(biāo)。 在定義了銀行效率后,本文通過(guò)文獻(xiàn)綜述的方式分析了國(guó)內(nèi)外對(duì)銀行效率的研究,國(guó)外對(duì)銀行效率的研究比較早,也比較深入,他們不僅在理論上有所突破,并且已抽象出一些宏觀經(jīng)濟(jì)模型,但是在國(guó)內(nèi),雖然研究也比較早,但一般都是利用傳統(tǒng)理論的分析方法,研究不是很深入,直到2000年以后,才開(kāi)始利用西方比較成熟的分析范式研究中國(guó)銀行效率。 第三部分主要介紹了數(shù)據(jù)包絡(luò)分析方法,以及其在測(cè)度銀行效率方面的適用性。數(shù)據(jù)包絡(luò)分析方法作為一種非參數(shù)方法,可以看作是一種統(tǒng)計(jì)分析的全新方法,它是通過(guò)一組關(guān)于輸入一輸出的觀察值來(lái)估計(jì)有效生產(chǎn)前沿面,數(shù)據(jù)包絡(luò)分析方法在處理多輸入,多輸出的問(wèn)題的能力更為有效。而且,數(shù)據(jù)包絡(luò)分析方法不僅可以用線(xiàn)性規(guī)劃的方法來(lái)判斷決策單元對(duì)應(yīng)的點(diǎn)是否位于有效生產(chǎn)前沿面上,同時(shí)又可獲得許多有用的管理決策信息。因此,它比其它的一些方法(包括采用統(tǒng)計(jì)的方法)優(yōu)越,用處也更廣泛。在本文中,我們?cè)敿?xì)分析了數(shù)據(jù)包絡(luò)分析方法理論基礎(chǔ),特點(diǎn),及其在分析銀行效率時(shí)的步驟。接下來(lái),我們分析了數(shù)據(jù)包絡(luò)分析方法的在測(cè)度銀行效率方面的適用性,通過(guò)分析,我們發(fā)現(xiàn)：雖然數(shù)據(jù)包絡(luò)分析方法有居多缺點(diǎn),但不失為一種分析銀行效率的好方法,其優(yōu)點(diǎn)非常明顯,該方法不需要任何理論模型作為測(cè)度效率標(biāo)準(zhǔn),并可將營(yíng)運(yùn)、風(fēng)險(xiǎn)等因素加入指標(biāo)分析。這樣可以避免基準(zhǔn)的差異帶來(lái)的誤差。本文通過(guò)四個(gè)步驟來(lái)分析銀行效率：第一步：確定評(píng)價(jià)目的,數(shù)據(jù)包絡(luò)分析方法的重要問(wèn)題是確定評(píng)價(jià)目的。第二步是選取評(píng)價(jià)對(duì)象,第三步是投入,產(chǎn)出指標(biāo)的選擇,第四步是對(duì)結(jié)果進(jìn)行分析。 第四部分：由于在數(shù)據(jù)包絡(luò)分析中,相關(guān)投入,產(chǎn)出指標(biāo)的選擇非常重要,所以單獨(dú)列出一章來(lái)分析此問(wèn)題。首先,銀行效率研究指標(biāo)有其原則,如指標(biāo)要易于獲得,指標(biāo)要規(guī)范,全面,數(shù)據(jù)要易于獲得等,其次,在以往的研究中,指標(biāo)的選擇方法有很多,例如中介發(fā),生產(chǎn)法等,各方法都其優(yōu)勢(shì),及一些不足。國(guó)內(nèi)外的研究中都對(duì)此有不同程度的研究,本文在分析中發(fā)現(xiàn),有些數(shù)據(jù)難以找到,我們難以用單一的方法去分析,所以經(jīng)過(guò)綜合考慮,我們綜合以上方法的優(yōu)點(diǎn),缺點(diǎn),結(jié)合我國(guó)銀行的特點(diǎn),本文選取的投入指標(biāo)為存款,員工。產(chǎn)出的指標(biāo)為貸款,凈利息收入和凈利潤(rùn)。銀行是一個(gè)特殊的企業(yè),負(fù)債率較高,他是通過(guò)吸收存款,發(fā)放貸款來(lái)經(jīng)營(yíng),本文認(rèn)為,影響銀行效率的投入指標(biāo)為存款額,銀行員工。銀行是通過(guò)投入吸收來(lái)的存款去發(fā)放貸款,獲取利息,和進(jìn)行投資。銀行作為一個(gè)理性經(jīng)濟(jì)人,所以在發(fā)放貸款時(shí)需將把風(fēng)險(xiǎn)控制在最低范圍內(nèi),銀行通過(guò)發(fā)放貸款獲得收入的,不同銀行的貸款管理方法有所不同,風(fēng)險(xiǎn)控制方法各異,所以我們把銀行貸款作為產(chǎn)出指標(biāo)是合理的。至于銀行員工,應(yīng)該作為投入指標(biāo),銀行屬于服務(wù)業(yè),雖然現(xiàn)在銀行逐漸通過(guò)機(jī)器化的設(shè)備,及信息化去替代人工,但在銀行成本中,員工費(fèi)用仍是銀行重要的成本,并且員工素質(zhì)直接影響的效率。至于存款,存款在金融機(jī)構(gòu)的投入產(chǎn)出分類(lèi)中是最有爭(zhēng)議的,由于要支付儲(chǔ)戶(hù)存款利息,因此存款有投入特征,又是銀行進(jìn)行貸款投資的重要基礎(chǔ),故又有投入特性。這幾年我國(guó)的居民儲(chǔ)蓄存款一直居高不下,特別在我國(guó)不斷降低利率的情況下,居民存款還是不斷增加,總數(shù)已經(jīng)超過(guò)十萬(wàn)億元人民幣,這些存款一方面為銀行提供了充足的貸款資金,另一方面也給銀行帶來(lái)一定的利息壓力,但對(duì)銀行來(lái)說(shuō),可以看成是銀行通過(guò)支付利息及品牌,員工,獲得的存款,所以本文將存款作為投入項(xiàng)。 第五部分：通過(guò)數(shù)據(jù)包絡(luò)分析方法,對(duì)銀行效率進(jìn)行實(shí)證研究,本文選擇了十四家銀行作為研究對(duì)象,他們是中國(guó)銀行,中國(guó)農(nóng)業(yè)銀行,中國(guó)建設(shè)銀行,中國(guó)工商銀行,華夏銀行,上海浦發(fā)銀行,深圳發(fā)展銀行,興業(yè)銀行,中信銀行,招商銀行,光大銀行,交通銀行,民生銀行,寧波銀行,這些銀行都是上市銀行,數(shù)據(jù)比較容易獲得,通過(guò)分析,我們發(fā)現(xiàn)在金融危機(jī)的背景下,我國(guó)銀行效率都有所提高,這主要得益于中國(guó)良好的經(jīng)濟(jì)形勢(shì),及這些年的銀行的深入改革,雖然銀行效率都有所提高,但股份制銀行由于機(jī)制靈活,提高比較快。 第六部分：是政策建議,銀行效率的提高是一個(gè)過(guò)程,但這些措施將有助于銀行效率的提高：首先要進(jìn)一步深化銀行改革,提高員工素質(zhì),優(yōu)化所有權(quán)結(jié)構(gòu),優(yōu)化資產(chǎn)結(jié)構(gòu),提高管理水平,加強(qiáng)信息化等。 本文結(jié)論如下： (1)銀行的上市提高了整體效率 商業(yè)銀行的紛紛上市,特別是大型銀行的上市,極大的提高了中國(guó)銀行業(yè)的效率,在2005年,中國(guó)建設(shè)銀行上市,在2006年,中國(guó)銀行,中國(guó)工商銀行上市,2007年交通銀行上市,還有很多小的股份制銀行的上市。上市改變了銀行的性質(zhì),提高了管理水平,權(quán)責(zé)更加明確,效率得到了較大的提高。這說(shuō)明我們國(guó)家對(duì)四大國(guó)有銀行的改革措施是對(duì)的,有利于我國(guó)銀行業(yè)長(zhǎng)足發(fā)展。 (2)經(jīng)濟(jì)波動(dòng)對(duì)中國(guó)銀行效率影響不大 在2005年至2008年間,中國(guó)經(jīng)濟(jì)發(fā)展經(jīng)歷了較大的波動(dòng),既有國(guó)內(nèi)原因,也有國(guó)際原因,但對(duì)中國(guó)銀行業(yè)效率影響較小,中國(guó)的銀行通過(guò)內(nèi)部改革,克服了困難,獲得了發(fā)展。 (3)全球性的金融危機(jī)對(duì)中國(guó)影響較小 這次全球性的金融危機(jī)由金融衍生品引起的,而我們國(guó)家銀行金融衍生品發(fā)展比較之后,損失相對(duì)較小。所以這次金融危機(jī)對(duì)中國(guó)的影響較小。 由于數(shù)據(jù)資料的缺失及對(duì)相關(guān)知識(shí)缺乏,商業(yè)銀行一些投入要素的價(jià)格不易獲得,因此本文計(jì)算了商業(yè)銀行的技術(shù)效率、純技術(shù)效率和規(guī)模效率,對(duì)于其綜合效率有待于后進(jìn)一步研究。
[Abstract]:From 2005 to 2008, it was a special period of time, the financial crisis swept the world, and there was no sign of the end. Europe has a debt crisis, the American economy is wandering, although a series of economic policies have been taken, but the declining trend is still continuing, and China can not take its own good. In this environment, as a virtual Jing. What is the performance of China's banking industry? During this period, the four state-owned banks in China have been reformed and listed, which greatly changed the efficiency of the Chinese banking industry. Is this the improvement of the efficiency of China's banking industry based on restructuring? This article, guided by the theory of economics and modern finance, uses the DEA model and its specialization. Industry software, qualitative analysis and quantitative analysis are combined to study the efficiency of Chinese commercial banks and provide policy suggestions for improving the efficiency of China's commercial banks. Finally, through analysis, it is found that although China's economy is not very stable in recent years, the efficiency of the bank has been improved, but the efficiency can not be fully attributed to the reform and listing.
This paper uses data envelopment analysis to analyze the efficiency of China's commercial banks. Its structure can be divided into six parts.
The first part is the introduction, which mainly introduces the research background, research ideas, research innovation and research deficiencies, and summarizes the framework of this article.
The second part mainly distinguishes the difference between the efficiency of the bank and the performance of the bank, because in the past, the performance of the bank is easily included in the efficiency of the bank. In fact, the two are different concepts. The performance of the bank reflects the basic operation of a bank, including the management ability of the bank, the ability of risk control, the intermediary business and the table. The development ability of external business can be obtained through the analysis of the financial statements of the bank. It is a superficial indicator. If investors, supervisors, senior managers and government decision-makers want to know the real situation of the bank, it is necessary to analyze the efficiency of the bank, which is the real indicator of the operation of the bank.
After defining the efficiency of the bank, this paper analyzes the research on bank efficiency at home and abroad through literature review. The research on bank efficiency is earlier and more in-depth abroad. They not only have a breakthrough in theory, but also have abstracted some macro economic models, but they are in the country, although the research is relatively early, but they are generally good. The study of traditional theory is not very thorough. Only after 2000 did the western mature analysis paradigm be used to study the efficiency of Chinese banks.
The third part mainly introduces the method of data envelopment analysis and its applicability in measuring the efficiency of the bank. As a nonparametric method, DEA can be regarded as a new method of statistical analysis. It is used to estimate the effective production frontiers and data envelopment by a set of observations on the input output. The analysis method is more effective in dealing with multiple input and multiple output problems. In addition, the data envelopment analysis method can not only use the linear programming method to determine whether the corresponding points of the decision unit are located on the effective production front, but also obtain a lot of useful management decision information. Therefore, it is compared with other methods (including the other methods). In this paper, we analyze the theoretical basis of the data envelopment analysis (DEA), the characteristics, and the steps in the analysis of the efficiency of the bank. Then, we analyze the applicability of the data envelopment analysis method to measure the efficiency of the bank. Through analysis, we find that although the data are data The method of enveloping analysis has many disadvantages, but it is a good method to analyze bank efficiency. Its advantages are very obvious. This method does not need any theoretical model as a measure efficiency standard, and can add operation, risk and other factors to the index analysis. This can avoid the error caused by the difference of the benchmark. This paper is analyzed by four steps. Bank Efficiency: the first step is to determine the purpose of evaluation. The important problem of the method of data envelopment analysis is to determine the purpose of evaluation. The second step is to select the evaluation object, the third step is the input, the selection of the output index, and the fourth step is the analysis of the results.
The fourth part: because in the data envelopment analysis, the selection of the related input and output index is very important, so a separate chapter is listed to analyze the problem. First, the index of the efficiency of the bank has its principle, such as the index should be easily obtained, the index should be standardized, comprehensive, and the data are easy to obtain. Secondly, in the previous research, the choice of the index There are many methods, such as intermediaries, production methods, and other methods, their advantages, and some shortcomings. In the domestic and foreign research, there are different degrees of research. In this paper, we find that some data are difficult to find, we are difficult to use a single method to analyze it, so we have integrated the advantages and disadvantages of the above methods. According to the characteristics of China's Bank, the investment index selected in this paper is deposit, employee. The index of output is loan, net interest income and net profit. The bank is a special enterprise with high debt rate. He is by absorbing deposits and issuing loans to operate. In this paper, the input index of bank efficiency is deposit, bank employees. As a rational economic person, the bank needs to control the risk to the minimum, and the bank can obtain the income by issuing the loan. The loan management method of the different banks is different and the risk control method is different, so we take the loan. Bank loan as an indicator of output is reasonable. As for the bank employees, the bank should be an investment index, the bank belongs to the service industry. Although the bank is now gradually through the machine and information to replace the labor, the cost of the bank is still the important cost of the bank, and the efficiency of the employee's quality is directly affected. Money and deposit are the most controversial in the input-output classification of financial institutions. Due to the interest of depositors, the deposit has the characteristics of investment, and it is also an important basis for the bank to invest in loans. Therefore, the savings deposits of our country have been high in the last few years, especially in the case of continuous reduction of interest rates in our country, Resident deposits are still increasing, and the total amount has exceeded one hundred thousand billion yuan. These deposits, on the one hand, provide sufficient loan funds for the banks, on the other hand, bring some interest pressure to the banks, but for the banks, they can be regarded as banks by paying interest and brand, employees, and deposits. For input.
The fifth part: through the method of data envelopment analysis, the paper makes an empirical study on the efficiency of the bank. This paper chooses fourteen banks as the research object. They are Bank of China, China Agricultural Bank, China Construction Bank, ICBC, Huaxia Bank, Shanghai Pudong Development Bank, Shenzhen Development Bank, Xingye bank, CITIC Bank, China Merchants Bank, The Bank of Guangda, the Bank of communications, the Minsheng Bank, the Bank of Ningbo, are all the listed banks, and the data are easy to obtain. Through the analysis, we find that in the context of the financial crisis, the efficiency of our banks has been improved, which is mainly due to the good economic situation in China, and the deepening reform of the banks in these years, although the efficiency of the bank is all It has been improved, but joint-stock banks have been quicker because of flexible mechanism.
The sixth part: it is a policy proposal, the improvement of the efficiency of the bank is a process, but these measures will help improve the efficiency of the bank. First, we should further deepen the reform of the bank, improve the quality of the employees, optimize the ownership structure, optimize the structure of assets, improve the management level, and strengthen the information.
The conclusion of this paper is as follows:
(1) the listing of banks improves the overall efficiency
The listing of commercial banks, especially the listing of large banks, greatly improved the efficiency of China's banking industry. In 2005, China Construction Bank was listed, in 2006, the Bank of China, the ICBC listed, the Bank of communications listed in 2007, and many small joint-stock banks were listed. The listing of the bank has changed the nature of the bank and improved the management of the bank. This shows that our country's reform measures for the four major state-owned banks are right, which is conducive to the rapid development of China's banking industry.
(2) economic fluctuation has little effect on the efficiency of China's Bank
From 2005 to 2008, China's economic development experienced great fluctuations, both domestic and international reasons, but had little impact on the efficiency of China's banking industry. China's banks had overcome difficulties and developed through internal reform.
(3) the global financial crisis has little impact on China
The global financial crisis is caused by financial derivatives, and our national bank financial derivatives are relatively small after the development of financial derivatives, so the financial crisis has less impact on China.
Because of the lack of data and the lack of relevant knowledge, the price of some input elements of commercial banks is not easy to obtain. Therefore, this paper calculates the technical efficiency of commercial banks, pure technical efficiency and scale efficiency. The comprehensive efficiency of commercial banks need to be further studied.
【學(xué)位授予單位】：西南財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.33;F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 趙旭,凌亢;影響我國(guó)銀行業(yè)效率因素的實(shí)證研究[J];決策借鑒;2001年02期

2 張宗益,吳俊;銀行效率研究中的前沿分析方法及其比較[J];經(jīng)濟(jì)學(xué)動(dòng)態(tài);2003年04期

3 張健華;我國(guó)商業(yè)銀行效率研究的DEA方法及1997-2001年效率的實(shí)證分析[J];金融研究;2003年03期

4 趙旭;國(guó)有商業(yè)銀行效率的實(shí)證分析[J];經(jīng)濟(jì)科學(xué);2000年06期

5 李曉慶,劉湘斌;我國(guó)商業(yè)銀行效率測(cè)度及影響因素分析[J];上海財(cái)經(jīng)大學(xué)學(xué)報(bào);2005年04期

6 鄭錄軍,曹廷求;我國(guó)商業(yè)銀行效率及其影響因素的實(shí)證分析[J];金融研究;2005年01期

7 陳敬學(xué),李玲,楊文成;我國(guó)商業(yè)銀行效率問(wèn)題與改革策略透析[J];金融論壇;2004年12期

8 彭琦 ,鄒康 ,趙子銥;1993-2003年中國(guó)銀行業(yè)效率的實(shí)證分析——基于DEA測(cè)度技術(shù)的運(yùn)用[J];經(jīng)濟(jì)評(píng)論;2005年04期

9 謝朝華,陳學(xué)彬;論銀行效率的結(jié)構(gòu)性基礎(chǔ)[J];金融研究;2005年03期

10 王聰,鄒朋飛;中國(guó)商業(yè)銀行規(guī)模經(jīng)濟(jì)與范圍經(jīng)濟(jì)的實(shí)證分析[J];中國(guó)工業(yè)經(jīng)濟(jì);2003年10期

，

本文編號(hào)：2055421