【摘要】：城市商業(yè)銀行經(jīng)組建發(fā)展以來,已經(jīng)在我國銀行業(yè)中占有一席之地。提高城市商業(yè)銀行的效率,也就意味著提高城市商業(yè)銀行競爭力。想要提高銀行的效率,即就是銀行輸出的投資少得到的收益高或者輸出固定即可獲得較高的產(chǎn)量。城市商業(yè)銀行效率的提高就意味著城市商業(yè)銀行競爭力的加強(qiáng)。城市商業(yè)銀行自20世紀(jì)90年代中期由農(nóng)村信用社或是城市信用社演變組建以來,已經(jīng)自2008年的136家增至2009年的140家,經(jīng)過這近十年的發(fā)展城市商業(yè)銀行的地位迅速提升,正逐漸成為我國銀行體系中的一支有生力量,但是城市商業(yè)銀行的規(guī)模遠(yuǎn)不及國有銀行,在政策扶持方面也不及農(nóng)信社,再加上大型商業(yè)銀行、股份制銀行和外資銀行多重競爭格局下,城市商業(yè)銀行的實力很有限,在日趨激烈的金融環(huán)境下,如何提高城市商業(yè)銀行的競爭力是迫在眉睫的問題。因此,我國城市商業(yè)銀行效率的研究是必要,這樣的研究在促進(jìn)我國城市商業(yè)銀行業(yè)的可持續(xù)發(fā)展的同時,對提高社會金融資源的利用水平也發(fā)揮著舉足輕重的作用。銀行效率提高即就是銀行控制成本能力增強(qiáng),如何提高成本控制能力是研究銀行效率的基礎(chǔ),因此我國城市商業(yè)銀行成本效率的研究意義重大。 目前為止有很多研究關(guān)于商業(yè)銀行成本效率的文獻(xiàn),我們歸納整理了已有文獻(xiàn)中提到的測算方法,對各種測算方法的使用范圍條件和優(yōu)劣點做了簡單的介紹,考慮到城市商業(yè)銀行發(fā)展規(guī)模和經(jīng)營狀況良莠不齊,經(jīng)過對比分析后采用SFA法來測算我國城市商業(yè)銀行的成本效率值。本文選用了隨機(jī)前沿法對我國22家城市商業(yè)銀行成本效率進(jìn)行了定量分析,用frontier4.1來測算這22家城市商業(yè)銀行20062009年度的各個城市商業(yè)銀行年成本效率值。 我們運用SFA方法來測算我國22家城市商業(yè)銀行的年成本效率,參考數(shù)據(jù)的時間范圍為各家城市商業(yè)銀行2006-2009年的財務(wù)數(shù)據(jù)。本文考慮到城市商業(yè)銀行的資產(chǎn)質(zhì)量,將不良貸款從真實財務(wù)數(shù)據(jù)中剔除得到了改進(jìn)樣本,這樣就一共得到了176組樣本,88組數(shù)據(jù)是原始樣本,其他88組是改進(jìn)樣本。本文從所選取的2006—2009年我國22家城市商業(yè)銀行的真實財務(wù)數(shù)據(jù)中的貸款項中剔除不良貸款,這樣以來就得到了改進(jìn)樣本數(shù)據(jù)。利用改進(jìn)樣本數(shù)據(jù)以及未剔除不良貸款的原始樣本數(shù)據(jù)運用SFA法測算城市商業(yè)銀行的成本效率,是文章一個創(chuàng)新之處,即考慮了城市商業(yè)銀行的資產(chǎn)質(zhì)量,不良貸款會影響城市商業(yè)銀行成本效率的實證分析結(jié)果。這樣不僅擴(kuò)充了城市商業(yè)銀行的樣本量,檢驗貸款質(zhì)量對城市商業(yè)銀行成本效率的影響,而且解決了城市商業(yè)銀行成本效率計算結(jié)果離散度小的問題,可以更好的反映城市商業(yè)銀行成本效率�；赟FA方法對我國城市商業(yè)銀行成本效率的測算結(jié)果看,城市商業(yè)銀行改進(jìn)樣本的成本效率要明顯低于原始樣本,銀行資產(chǎn)質(zhì)量即不良貸款率對中國城市商業(yè)銀行的成本效率有負(fù)面影響,我們在考慮了城市商業(yè)銀行不良貸款之后,得到了改進(jìn)樣本的成本效率即實際效率和由原始樣本計算得到的成本效率,結(jié)果發(fā)現(xiàn)前者要明顯低于后者。在2006年到2009年期間,原始樣本和改進(jìn)樣本的城市商業(yè)銀行成本效率間下降的幅度分別為,2006的10.3%,2007年的13.4%。2008年的11.3%以及2009年的8.3%,除了07年和08年的下降幅度較大之外,不良貸款率對城商行成本效率的影響較穩(wěn)定總體有縮小的趨勢。同時實證結(jié)果表明,資產(chǎn)質(zhì)量對城市商業(yè)銀行的成本效率是負(fù)相關(guān)的,從圖上看無論是原始樣本還是改進(jìn)樣本,兩個樣本的成本效率值都是逐年增加的,且原始樣本和改進(jìn)樣本的城市商業(yè)銀行成本效率問的差距也在縮小(08年除外)。由此可見,近年來我國城市商業(yè)銀行在優(yōu)化資源配置,加強(qiáng)成本控制方面已經(jīng)取得一定成效。此外,本文還做了區(qū)域性城市商業(yè)銀行成本效率的研究,這是眾多文獻(xiàn)鮮有涉及的,大部分文獻(xiàn)都是從銀行的產(chǎn)權(quán)結(jié)構(gòu)或者是銀行規(guī)模入手,考慮到我國城市商業(yè)銀行規(guī)模參差不齊,單.純按銀行規(guī)�；蛘弋a(chǎn)權(quán)結(jié)構(gòu)來做實證分析不能真實表現(xiàn)區(qū)域性城市商業(yè)銀行的成本效率。從實證結(jié)果可以看到我國東部地區(qū)的城市商業(yè)成本效率顯著高于其他地區(qū),中部西部以及東北地區(qū)的城市商業(yè)銀行的成本效率雖然不高但也是在逐漸提升的。 然后,我們在得到城市商業(yè)銀行年成本效率值的基礎(chǔ)上,對城市商業(yè)銀行成本效率的影響因素進(jìn)行分析。本文在以往學(xué)者研究銀行成本效率影響因素的基礎(chǔ)上,結(jié)合我國城市商業(yè)銀行實際,考慮到商業(yè)銀行成本效率雖然受宏觀經(jīng)濟(jì)、政治環(huán)境和監(jiān)管制度的變化的影響,但是由于這些因素很難量化,實證研究比較困難,本文側(cè)重分析城市商業(yè)銀行自身特征對其成本效率的影響。我們選取了銀行規(guī)模,銀行產(chǎn)權(quán)結(jié)構(gòu)、業(yè)務(wù)創(chuàng)新、銀行穩(wěn)定、資產(chǎn)質(zhì)量和資源配置共6個方面影響因素來考察各因素對城市商業(yè)銀行成本效率的影響。在研究分析城市商業(yè)銀行成本效率影響因素時,本文利用城市商業(yè)銀行的權(quán)益資本比率來替代資本充足率。資本充足率是一個很好量化銀行穩(wěn)定性的指標(biāo),但是一般情況下,我們無法得到我國城市商業(yè)銀行的業(yè)務(wù)數(shù)據(jù)以及銀行資產(chǎn)分配結(jié)構(gòu)數(shù)據(jù)和其他重要數(shù)據(jù),所以我們無法通過計算準(zhǔn)確得到銀行的資本充足率,所以我們不選用城市商業(yè)銀行的資本充足率,而是以城市商業(yè)銀行的股權(quán)資本比例替換。 實證結(jié)果表明,銀行規(guī)模對城市商業(yè)銀行的成本效率有積極的作用,這與其他研究所做的結(jié)果吻合,說明銀行擴(kuò)張規(guī)模,一定程度上是有益于銀行成本效率的。銀行穩(wěn)定性總體而言對城市商業(yè)銀行的成本效率影響不大,實證結(jié)果系數(shù)為負(fù)說明銀行單純的滿足資本充足率,維持較高的權(quán)益比不益于城市商業(yè)銀行成本控制。銀行的貸存比率與城商行的成本效率是負(fù)相關(guān)關(guān)系,表明銀行貸存比越高,城市商業(yè)銀行的成本效率就越低。這就要求城市商業(yè)銀行制定適當(dāng)?shù)馁J存比率,合理配置銀行資源,優(yōu)化成本控制。產(chǎn)權(quán)結(jié)構(gòu)對城市商業(yè)銀行成本效率的影響很小,也相當(dāng)不顯著,我國現(xiàn)在只有3家城市商業(yè)銀行上市,其余絕大多數(shù)是還沒上市的,所以樣本的限制使得結(jié)果并不顯著,但是不能表明產(chǎn)權(quán)結(jié)構(gòu)對我國城市商業(yè)銀行成本效率沒有影響。創(chuàng)新率對城市商業(yè)銀行成本效率有著顯著的積極影響,這也說明了城市商業(yè)銀行開拓新業(yè)務(wù)占領(lǐng)市場,使用新技術(shù),開發(fā)使用各種利民便民的金融服務(wù),城市商業(yè)銀行通過業(yè)務(wù)創(chuàng)新來提升銀行成本效率。同時,銀行資產(chǎn)質(zhì)量對城商行成本效率的影響不顯著,但模型回歸分析所得的系數(shù)為負(fù)表明了城市商業(yè)銀行的成本效率與銀行不良貸款率有著負(fù)效應(yīng),這也說明了我們在考慮了不良貸款率時,城市商業(yè)銀行的成本效率顯著降低的這一事實。所以要想提高我國城市商業(yè)銀行的成本效率,就要從減少壞賬,控制銀行貸款質(zhì)量這方而來加強(qiáng)。此外,本文還考察了信息技術(shù),銀行監(jiān)管和員工素質(zhì)這些不易量化的影響因素。 最后,根據(jù)實證分析,筆者對如何有效改善我國城市商業(yè)銀行成本效率提出了相應(yīng)的政策建議,例如城市商業(yè)銀行應(yīng)該控制減少壞賬、提高銀行貸款質(zhì)量,優(yōu)化城市商業(yè)銀行產(chǎn)權(quán)結(jié)構(gòu)等共四個方面來提高銀行效率。
[Abstract]:Since the establishment and development of the city commercial bank, it has occupied a place in the banking industry of our country. To improve the efficiency of the city commercial bank means to improve the competitiveness of the city commercial bank. The improvement of the efficiency of the city commercial banks means the enhancement of the competitiveness of the city commercial banks.The city commercial banks have increased from 136 in 2008 to 140 in 2009 since they were established by the rural credit cooperatives or the city credit cooperatives in the mid-1990s. But the scale of city commercial banks is far less than that of state-owned banks and rural credit cooperatives. In addition, the strength of city commercial banks is very limited under the multi-competitive situation of large commercial banks, joint-stock banks and foreign banks, and the increasingly fierce financial environment. Therefore, it is necessary to study the efficiency of urban commercial banks in China. Such research plays an important role in promoting the sustainable development of urban commercial banks and improving the utilization level of social financial resources. High is the bank's ability to control costs, how to improve the cost control ability is the basis of the study of bank efficiency, so the study of the cost efficiency of China's urban commercial banks is of great significance.
Up to now, there are a lot of literatures about the cost efficiency of commercial banks. We have summarized and sorted out the measurement methods mentioned in the existing literatures, and introduced the conditions and advantages and disadvantages of various measurement methods. Considering the scale of development and the good and bad situation of urban commercial banks, we adopted SFA after comparative analysis. This paper uses stochastic frontier method to quantitatively analyze the cost efficiency of 22 city commercial banks in China, and uses frontier 4.1 to measure the annual cost efficiency of 22 city commercial banks in 2006-2009.
We use the SFA method to calculate the annual cost efficiency of 22 urban commercial banks in China. The reference data range is the financial data of each urban commercial bank from 2006 to 2009. Considering the asset quality of urban commercial banks, this paper excludes non-performing loans from the real financial data and gets the improved samples. Among 176 samples, 88 are original samples, and the other 88 are improved samples. This paper eliminates non-performing loans from the loan items in the real financial data of 22 urban commercial banks in China from 2006 to 2009, and thus obtains the improved sample data. This data uses SFA method to calculate the cost efficiency of urban commercial banks, which is an innovation of this paper. It considers the asset quality of urban commercial banks, and the empirical analysis results show that non-performing loans will affect the cost efficiency of urban commercial banks. The cost efficiency of urban commercial banks can be better reflected by solving the problem that the calculation result of the cost efficiency of urban commercial banks is less discrete. The quality of bank assets, i.e. the non-performing loan rate, has a negative impact on the cost efficiency of China's urban commercial banks. After considering the non-performing loans of urban commercial banks, we obtain the cost efficiency of improved samples, i.e. the actual efficiency and the cost efficiency calculated from the original samples. The results show that the former is significantly lower than the latter. In 2009, the decrease of cost efficiency between the original sample and the improved sample was 10.3% in 2006 and 13.4% in 2007, 11.3% in 2008 and 8.3% in 2009, respectively. The empirical results show that asset quality is negatively correlated with the cost efficiency of urban commercial banks. The cost efficiency values of both the original samples and the improved samples increase year by year, and the gap between the original samples and the improved samples is narrowing (except in 2008). It can be seen that in recent years, urban commercial banks in China have achieved some results in optimizing the allocation of resources and strengthening cost control. In addition, this paper has also done a study on the cost efficiency of regional urban commercial banks, which is rarely involved in many literature, most of the literature is from the bank property rights structure or Bank size, taking into account. The scale of urban commercial banks in our country is uneven, and the empirical analysis based on the bank scale or property right structure can not really show the cost efficiency of regional urban commercial banks. Although the cost efficiency of commercial banks is not high, it is also gradually improving.
Then, on the basis of getting the annual cost-efficiency value of city commercial banks, we analyze the influencing factors of city commercial banks'cost-efficiency. Based on the previous scholars' research on the influencing factors of city commercial banks'cost-efficiency, this paper considers that although the cost-efficiency of city commercial banks is affected by macro-economy, government and government, and combines with the reality of city commercial banks in China. However, it is difficult to quantify these factors and make empirical research. This paper focuses on the impact of the characteristics of city commercial banks on their cost efficiency. We select six aspects: bank size, bank property structure, business innovation, bank stability, asset quality and resource allocation. In this paper, we use the ratio of equity to capital of city commercial banks to replace the ratio of capital adequacy. The ratio of capital adequacy is a good index to quantify the stability of banks, but in general, we do not have it. So we can not get the capital adequacy ratio accurately by calculating. So we do not choose the capital adequacy ratio of city commercial banks, but replace it with the equity capital ratio of city commercial banks.
The empirical results show that bank size has a positive effect on the cost efficiency of urban commercial banks, which is consistent with the results of other research institutes. It shows that bank expansion is beneficial to the cost efficiency of banks to a certain extent. Negative shows that banks simply satisfy the capital adequacy ratio and maintain a higher equity ratio is not conducive to the cost control of city commercial banks. Ratio, rational allocation of banking resources, optimization of cost control. Property rights structure on the cost efficiency of city commercial banks is very small, but also quite insignificant, China's only three city commercial banks listed, the rest of the majority is not listed, so the sample restrictions make the results not significant, but can not show that property rights structure on me. Innovation rate has a significant positive impact on the cost efficiency of city commercial banks, which also shows that city commercial banks open up new business to occupy the market, use new technology, develop and use a variety of convenient financial services, and city commercial banks improve the cost efficiency of banks through business innovation. At the same time, the impact of bank asset quality on the cost efficiency of city commercial banks is not significant, but the negative coefficient of regression analysis indicates that the cost efficiency of city commercial banks has a negative effect on the non-performing loan rate of banks, which also shows that when we consider the non-performing loan rate, the cost efficiency of city commercial banks is significantly reduced. So if we want to improve the cost efficiency of our city commercial banks, we should strengthen it by reducing bad debts and controlling the quality of bank loans.
Finally, according to the empirical analysis, the author puts forward corresponding policy recommendations on how to effectively improve the cost efficiency of urban commercial banks in China, such as urban commercial banks should control and reduce bad debts, improve the quality of bank loans, and optimize the property rights structure of urban commercial banks to improve bank efficiency in four aspects.
【學(xué)位授予單位】：西南財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F830.42;F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 潘正彥;對我國銀行業(yè)市場結(jié)構(gòu)與市場績效的實證分析[J];金融論壇;2004年06期

2 譚政勛;我國商業(yè)銀行效率的影響因素:產(chǎn)權(quán)制度還是市場結(jié)構(gòu)[J];當(dāng)代財經(jīng);2005年11期

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

4 奚君羊,曾振宇;我國商業(yè)銀行的效率分析——基于參數(shù)估計的經(jīng)驗研究[J];國際金融研究;2003年05期

5 張超,顧鋒,邸強(qiáng);基于隨機(jī)前沿方法的我國商業(yè)銀行成本效率測度研究[J];經(jīng)濟(jì)問題探索;2005年06期

6 徐傳諶,鄭貴廷,齊樹天;我國商業(yè)銀行規(guī)模經(jīng)濟(jì)問題與金融改革策略透析[J];經(jīng)濟(jì)研究;2002年10期

7 遲國泰,孫秀峰,蘆丹;中國商業(yè)銀行成本效率實證研究[J];經(jīng)濟(jì)研究;2005年06期

8 徐傳諶;齊樹天;;中國商業(yè)銀行X-效率實證研究[J];經(jīng)濟(jì)研究;2007年03期

9 張健華;我國商業(yè)銀行的X效率分析[J];金融研究;2003年06期

10 闞超,王付彪,沈謙,陳永春;我國商業(yè)銀行規(guī)模經(jīng)濟(jì)實證研究(1992-2003)[J];金融研究;2004年11期

相關(guān)博士學(xué)位論文 前3條

1 劉宗華;中國銀行業(yè)的規(guī)模經(jīng)濟(jì)和范圍經(jīng)濟(jì)研究[D];復(fù)旦大學(xué);2004年

2 齊樹天;中國商業(yè)銀行X效率問題研究[D];吉林大學(xué);2007年

3 趙石磊;中國商業(yè)銀行X效率實證研究[D];吉林大學(xué);2008年

相關(guān)碩士學(xué)位論文 前5條

1 鄧臻昌;基于DFA的我國商業(yè)銀行成本效率與利潤效率研究[D];湖南大學(xué);2007年

2 陳軍偉;基于SFA法的我國已上市股份制商業(yè)銀行技術(shù)效率研究[D];中國海洋大學(xué);2008年

3 哈青梅;基于DEA對我國績優(yōu)證券公司X效率的實證研究[D];西安電子科技大學(xué);2009年

4 侯寧;1995-2007年中國商業(yè)銀行成本效率的實證研究[D];山東理工大學(xué);2009年

5 趙仲良;基于SFA法的商業(yè)銀行成本效率研究[D];浙江工商大學(xué);2010年

，

本文編號：2228960