【摘要】：隨著世界經(jīng)濟(jì)一體化和金融全球化的深入發(fā)展，商業(yè)銀行作為金融體系的核心，其國際化經(jīng)營已經(jīng)成為不可逆轉(zhuǎn)的潮流。效率，是經(jīng)濟(jì)學(xué)研究的核心問題之一，也是衡量銀行競爭力的重要指標(biāo)，效率的提高對于推動銀行的可持續(xù)發(fā)展至關(guān)重要。因此，研究如何在國際化經(jīng)營過程中實現(xiàn)商業(yè)銀行效率的提升具有十分重要的現(xiàn)實意義。而我國商業(yè)銀行目前正處于國際化經(jīng)營的重要階段，更加需要處理好國際化經(jīng)營與效率之間的關(guān)系。 本論文以我國商業(yè)銀行的國際化經(jīng)營與銀行效率為研究對象，試圖在理論研究的基礎(chǔ)上通過實證分析的方法從國際化經(jīng)營的視角來探討我國商業(yè)銀行的效率問題，以期為我國商業(yè)銀行在國際化經(jīng)營中實現(xiàn)效率的提高提出有用的建議。理論方面，首先從研究的背景和意義出發(fā)，介紹了國內(nèi)外相關(guān)研究狀況；其次，在闡述了商業(yè)銀行國際化的內(nèi)涵和理論依據(jù)的基礎(chǔ)上，描述并分析了我國商業(yè)銀行國際化經(jīng)營的現(xiàn)狀；第三，對效率及商業(yè)銀行效率的內(nèi)涵和進(jìn)行了界定，并介紹了銀行效率的幾種分析方法；最后，詳細(xì)闡述了商業(yè)銀行國際化經(jīng)營對銀行效率產(chǎn)生影響的途徑。 實證方面，本文主要分為兩部分。首先，利用基于數(shù)據(jù)包絡(luò)法的Malmquist指數(shù)對我國2004-2011年間14家商業(yè)銀行的效率值進(jìn)行了測度，在選取樣本時區(qū)分了參與國際化經(jīng)營和未參與或初步參與國際化經(jīng)營兩類銀行，并對二者的效率值進(jìn)行了對比分析，結(jié)果發(fā)現(xiàn)前者的平均效率值要高于后者，通過對Malmquist指數(shù)的分解發(fā)現(xiàn)技術(shù)進(jìn)步指數(shù)對銀行業(yè)效率的貢獻(xiàn)率較高；然后，本文以Malmquist指數(shù)作為商業(yè)銀行效率的考察指標(biāo)，通過建立模型實證分析了我國商業(yè)銀行的國際化經(jīng)營對效率的影響，結(jié)果表明：國際化經(jīng)營確實對銀行的效率具有重要的影響。其中，，海外資產(chǎn)占比和海外凈利息收入占比均與銀行效率呈顯著負(fù)相關(guān)關(guān)系，這說明，國際化經(jīng)營中單純的規(guī)模擴(kuò)張和對傳統(tǒng)業(yè)務(wù)的過度依賴會對銀行效率產(chǎn)生消極影響；而海外利潤占比則與銀行效率存在顯著正相關(guān)關(guān)系，這表明國際化經(jīng)營中盈利能力的提升對銀行效率具有積極作用。文章的最后根據(jù)相關(guān)理論研究和實證分析，從規(guī)模、創(chuàng)新、業(yè)務(wù)和風(fēng)險四個方面為我國商業(yè)銀行通過國際化經(jīng)營實現(xiàn)效率的提升提出了政策建議。
[Abstract]:With the development of world economic integration and financial globalization, commercial banks as the core of the financial system, its international operation has become an irreversible trend. Efficiency is one of the core problems in economic research, and it is also an important index to measure the competitiveness of banks. The improvement of efficiency is very important to promote the sustainable development of banks. Therefore, it is of great practical significance to study how to improve the efficiency of commercial banks in the process of internationalization. The commercial banks of our country are now in an important stage of international operation, so it is more necessary to deal with the relationship between internationalization and efficiency. This thesis takes the internationalization management and the bank efficiency of our country commercial bank as the research object, attempts to discuss the efficiency problem of our country commercial bank through the method of empirical analysis on the basis of theoretical research. In order to improve the efficiency of our commercial banks in international operation, some useful suggestions are put forward. In theory, first of all, from the background and significance of the research, introduced the domestic and foreign related research situation; Secondly, on the basis of expounding the connotation and theoretical basis of the internationalization of commercial banks, this paper describes and analyzes the present situation of international management of commercial banks in China. Third, the connotation and definition of efficiency and efficiency of commercial banks are defined, and several analysis methods of efficiency of banks are introduced. Finally, the ways of influencing the efficiency of banks by international operation of commercial banks are elaborated in detail. Empirical aspects, this paper is divided into two parts. First of all, using the Malmquist index based on the data envelopment method, this paper measures the efficiency of 14 commercial banks in China from 2004 to 2011, and distinguishes the two types of banks from participating in international operation and not participating in or initially participating in international operation when selecting samples. The results show that the average efficiency value of the former is higher than that of the latter, and the technical progress index has a higher contribution rate to the banking efficiency through the decomposition of the Malmquist index. Then, this paper takes the Malmquist index as an index to investigate the efficiency of commercial banks, and empirically analyzes the impact of the international operation of commercial banks on the efficiency through the establishment of a model. The results show that: international operation does have an important impact on the efficiency of banks. Among them, the proportion of overseas assets and net interest income are negatively correlated with bank efficiency, which indicates that the simple scale expansion and over-dependence on traditional business will have a negative impact on bank efficiency. The proportion of overseas profits has a significant positive correlation with the efficiency of banks, which indicates that the enhancement of profitability plays a positive role in the efficiency of banks. Finally, according to the relevant theoretical research and empirical analysis, the paper puts forward some policy recommendations for the efficiency improvement of Chinese commercial banks through international operation from four aspects: scale, innovation, business and risk.
【學(xué)位授予單位】：湘潭大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.33

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