【摘要】：商業(yè)銀行的效率反應(yīng)了銀行的經(jīng)營績效和競爭能力，體現(xiàn)了一國的金融業(yè)發(fā)展水平，更對一國的經(jīng)濟發(fā)展起著重要的作用。所以，它一直是學者研究的熱點問題，也是銀行經(jīng)營管理者十分重視的問題。我國商業(yè)銀行雖然已經(jīng)取得了不小的成就，但是跟國外優(yōu)秀銀行相比，還是存在一些問題，使得我國商業(yè)銀行效率低下。特別是加入世界貿(mào)易組織以后，外國銀行進入我國，使得銀行業(yè)競爭更加激烈，所以，提高我國商業(yè)銀行效率具有重要意義。 本文在通過對國內(nèi)外研究文獻進行梳理、對關(guān)于商業(yè)銀行效率的一定理論知識進行闡述之后，選取了我國14家商業(yè)銀行2001至2010年的數(shù)據(jù)，利用數(shù)據(jù)包絡(luò)分析法（DEA）測算了它們的技術(shù)效率、純技術(shù)效率和規(guī)模效率，并針對測算結(jié)果分析了技術(shù)效率和規(guī)模效率。結(jié)果表明，我國商業(yè)銀行中，四大國有銀行的純技術(shù)效率高于股份制銀行，但其技術(shù)效率與規(guī)模效率要低于股份制銀行，而股份制銀行內(nèi)部表現(xiàn)也是參差不齊，比如民生銀行、浦發(fā)銀行等表現(xiàn)較好，廣東發(fā)展銀行、交通銀行表現(xiàn)則差強人意。在測得我國商業(yè)銀行效率之后，本文進一步利用近幾年學術(shù)界比較新穎的多層線性模型來測度商業(yè)銀行效率的影響因素。把利用DEA模型測得的三種效率作為因變量，把選取的資產(chǎn)占比、不良貸款率、存貸比、資產(chǎn)費用率、產(chǎn)權(quán)結(jié)構(gòu)、中間業(yè)務(wù)收入比和資產(chǎn)收益率等七個影響商業(yè)銀行效率的自身因素作為自變量，利用多層線性模型測算出了結(jié)果。結(jié)果表明，不良貸款率、資產(chǎn)收益率對商業(yè)銀行效率的影響最為顯著，存貸比和產(chǎn)權(quán)結(jié)構(gòu)對商業(yè)銀行效率有一定影響，，其它三個影響因素則不顯著。最后，根據(jù)模型的研究結(jié)果，本文相應(yīng)地提出了提升我國商業(yè)銀行效率的策略，包括調(diào)整產(chǎn)權(quán)結(jié)構(gòu)、加強中間業(yè)務(wù)等。
[Abstract]:The efficiency of commercial banks reflects the performance and competitiveness of banks, reflects the level of financial development of a country, and plays an important role in the economic development of a country. Therefore, it has always been a hot topic for scholars, and it is also a very important issue for bank managers. Although China's commercial banks have made great achievements, there are still some problems compared with foreign excellent banks, which make our country's commercial banks inefficient. Especially after joining the World Trade Organization, foreign banks enter into our country, which makes the competition of banking more intense. Therefore, it is of great significance to improve the efficiency of commercial banks in our country. After combing the domestic and foreign research literature and expounding some theoretical knowledge about the efficiency of commercial banks, this paper selects the data of 14 commercial banks from 2001 to 2010. The technical efficiency, pure technical efficiency and scale efficiency are calculated by using data Envelopment Analysis (DEA), and the technical efficiency and scale efficiency are analyzed based on the results. The results show that the pure technical efficiency of the four state-owned banks in China is higher than that of the joint-stock banks, but its technical efficiency and scale efficiency are lower than those of the joint-stock banks, and the internal performance of the joint-stock banks is also uneven, such as Minsheng Bank. Pudong Development Bank and other performance is good, Guangdong Development Bank, Bank of Communications performance is unsatisfactory. After measuring the efficiency of commercial banks in China, this paper further uses the new multi-layer linear model in recent years to measure the influencing factors of the efficiency of commercial banks. Taking the three kinds of efficiency measured by DEA model as dependent variables, taking the proportion of selected assets, the ratio of non-performing loans, the ratio of deposit to loan, the rate of asset cost and the structure of property right as dependent variables, As independent variables, seven factors affecting the efficiency of commercial banks, such as the income ratio of intermediate business and the rate of return on assets, are used to calculate the results by using the multilayer linear model. The results show that the ratio of non-performing loans and the rate of return on assets have the most significant influence on the efficiency of commercial banks, the ratio of deposit to loan and the structure of property rights have some influence on the efficiency of commercial banks, while the other three factors are not significant. Finally, according to the research results of the model, this paper puts forward corresponding strategies to improve the efficiency of commercial banks in China, including adjusting the structure of property rights, strengthening the intermediary business and so on.
【學位授予單位】：哈爾濱工業(yè)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33;F224

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