【摘要】：經(jīng)濟(jì)學(xué)研究的核心問題包含效率,效率也是商業(yè)銀行的經(jīng)營和管理中追求的目標(biāo)之一。商業(yè)銀行的效率是商業(yè)銀行在業(yè)務(wù)活動(dòng)中投入與產(chǎn)出或成本與收益之間的對(duì)比關(guān)系。銀行業(yè)的效率不僅是銀行本身的經(jīng)營績效的表現(xiàn),也反映了的銀行的競爭力,同時(shí)也代表了一個(gè)國家經(jīng)濟(jì)發(fā)展的內(nèi)在質(zhì)量。長遠(yuǎn)來看,效率決定了銀行業(yè)的最終發(fā)展。而治理結(jié)構(gòu)是否會(huì)影響效率,如何影響效率,本文從這一視角對(duì)其進(jìn)行了研究。 本文采用規(guī)范研究和實(shí)證研究相結(jié)合的研究方法,首先,基于內(nèi)部治理結(jié)構(gòu)理論深入分析了其與效率的關(guān)系；其次,選擇合適的投入產(chǎn)出變量,運(yùn)用DEA可變規(guī)模報(bào)酬模型檢驗(yàn)我國商業(yè)銀行技術(shù)效率,運(yùn)用LINGO軟件計(jì)算得出投入變量的影子價(jià)格,基于技術(shù)效率和影子價(jià)格得出銀行經(jīng)濟(jì)效率；最后,結(jié)合股權(quán)結(jié)構(gòu)、董事會(huì)特征、高級(jí)管理層激勵(lì)三方面的內(nèi)部治理狀況與其效率進(jìn)行回歸分析,實(shí)證回歸分析我國商業(yè)銀行內(nèi)部治理結(jié)構(gòu)與其經(jīng)濟(jì)效率之間的關(guān)系,基于內(nèi)部治理結(jié)構(gòu)角度提出提升我國商業(yè)銀行效率的政策和建議。 數(shù)據(jù)包絡(luò)分析(Data Envelopment Analysis)是一種測(cè)度效率的非參數(shù)方法,該方法利用線性規(guī)劃的方法,可以評(píng)價(jià)各個(gè)子決策單元對(duì)于主決策單元的貢獻(xiàn),從而可以比較決策單元之間的相對(duì)效率。本文選取2006——2010年季度數(shù)據(jù),進(jìn)行技術(shù)效率、影子價(jià)格、效率(經(jīng)濟(jì)效率)的測(cè)算,并對(duì)治理結(jié)構(gòu)因素與測(cè)算出的經(jīng)濟(jì)效率進(jìn)行回歸分析。通過理論闡釋和實(shí)證分析,筆者得出股權(quán)集中度,尤其是第—大股東持股比例與銀行效率呈現(xiàn)顯著的負(fù)相關(guān)關(guān)系；管理層持股比例的增加可以顯著促進(jìn)銀行效率的提升；董事會(huì)規(guī)模與銀行效率之間存在倒U型關(guān)系：董事會(huì)的獨(dú)立性越高,股權(quán)制衡度越高,銀行效率越高。而董事會(huì)的勤勉度無助于銀行效率的提高。最后,本文基于三個(gè)方便,即股權(quán)結(jié)構(gòu)、經(jīng)理層激勵(lì)、董事會(huì)特征提出提高我國銀行效率的政策建議
[Abstract]:The core problem of economic research includes efficiency, which is also one of the goals pursued by commercial banks in operation and management. The efficiency of commercial banks is the comparative relationship between input and output, cost and income in the business activities of commercial banks. The efficiency of the banking industry is not only the performance of the bank itself, but also reflects the competitiveness of the bank, but also represents the internal quality of a country's economic development. In the long run, efficiency determines the final development of the banking industry. Whether the governance structure will affect the efficiency and how to affect the efficiency, this paper studies it from this perspective. This paper combines normative research with empirical research. Firstly, based on the theory of internal governance structure, the relationship between efficiency and efficiency is deeply analyzed. Secondly, the appropriate input-output variables are selected. Using the DEA variable scale reward model to test the technical efficiency of commercial banks in China, using LINGO software to calculate the shadow price of input variables, based on the technical efficiency and shadow price to obtain the economic efficiency of the bank; finally, combined with the equity structure, The relationship between the internal governance structure and the economic efficiency of commercial banks in China is analyzed by regression analysis on the characteristics of the board of directors, the incentive of senior management and the efficiency of the internal governance, and the empirical regression analysis of the relationship between the internal governance structure and its economic efficiency. Based on the internal governance structure, this paper puts forward some policies and suggestions to improve the efficiency of Chinese commercial banks. Data Envelopment Analysis (Data Envelopment Analysis) is a nonparametric method for measuring efficiency. By using linear programming method, the contribution of each sub-decision making unit to the main decision making unit can be evaluated, and the relative efficiency of the decision making unit can be compared. This paper selects the quarterly data from 2006 to 2010 to calculate the technical efficiency, shadow price and efficiency (economic efficiency), and makes regression analysis on the factors of governance structure and the calculated economic efficiency. Through theoretical explanation and empirical analysis, the author draws the conclusion that the ownership concentration, especially the proportion of the largest shareholder has a significant negative correlation with the bank efficiency, the increase of the management share holding ratio can significantly promote the bank efficiency. The relationship between board size and bank efficiency is inversely U-shaped: the higher the independence of the board, the higher the equity balance, the higher the bank efficiency. And the diligence of the board does not help to improve the efficiency of banks. Finally, based on three conveniences, that is, equity structure, manager incentive and board characteristics, this paper puts forward some policy suggestions to improve the efficiency of Chinese banks.
【學(xué)位授予單位】：東北財(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;F224

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本文編號(hào)：2200272