【摘要】：2007年以來,我國經濟步入下行周期,并且在利率市場化改革的雙重夾擊下,一路高歌前行的商業(yè)銀行遇到了發(fā)展中的重要轉折點。商業(yè)銀行面對新的市場環(huán)境和迎面而來的重重沖擊,如何在日益激烈的競爭環(huán)境中保持良好的盈利能力、營運能力和持續(xù)發(fā)展能力,全面提升經營績效已經成為廣泛關注的焦點。本文在對商業(yè)銀行經營績效相關理論及測度方法研究的基礎上,選取較為成熟的測度方法,即超效率DEA模型對我國16家上市銀行經營績效進行測度研究,通過對超效率技術值的觀察得出:從時間軸看,我國上市銀行的經營績效近年來呈現波動中上升的趨勢,由2007年的0.79增長到2015年的1.00,增長了 25.76%;從橫截面看,不同類型商業(yè)銀行的經營績效水平存在差別,超技術效率最高的為北京銀行,超技術效率值為2.49,最低的為華夏銀行,僅為0.47。在此基礎上通過對影響商業(yè)銀行經營績效的因素進行理論分析,選取相關指標構造多元線性回歸模型,以探究不同指標變量對銀行經營績效的影響,結果顯示:(1)中間業(yè)務收入占比與經營績效呈現顯著正向相關關系;(2)成本收入比與經營績效呈現顯著負向相關關系;(3)GDP、資產規(guī)模、不良貸款率與銀行經營績效不存在顯著相關關系。(4)對銀行分類回歸分析發(fā)現:中間業(yè)務收入占比對不同類型的銀行均表現出顯著正相關關系,而資產規(guī)模與成本收入比對于不同類型的銀行經營績效具有不同的影響。文章最后根據我國上市銀行經營績效的特征與影響因素的研究,提出針對性政策建議:(1)建立健全商業(yè)銀行績效評價體系,實現市場有效監(jiān)測分析;(2)加快業(yè)務創(chuàng)新、適應轉型發(fā)展,大力發(fā)展中間業(yè)務;(3)增強市場定位,在綜合化經營的基礎上加強特色化經營發(fā)展。
[Abstract]:Since 2007, China's economy has stepped into a downward cycle, and under the double attack of market-oriented interest rate reform, the commercial banks have encountered an important turning point in the development. Facing the new market environment and the oncoming impact, commercial banks how to maintain good profitability, operation ability and sustainable development ability in the increasingly fierce competitive environment. Overall improvement of business performance has become the focus of widespread concern. On the basis of the research on the theories and measurement methods of commercial banks' operating performance, this paper selects a more mature measurement method, that is, super-efficiency DEA model, to measure the performance of 16 listed banks in China. By observing the technical value of super-efficiency, it is concluded that the operating performance of listed banks in China has shown an upward trend in recent years, from 0.79 in 2007 to 1.00 in 2015. The operating performance level of different types of commercial banks is different. The bank of Beijing has the highest super-technical efficiency, the super-technical efficiency is 2.49, and the lowest is Huaxia Bank, which is only 0.47. On this basis, through the theoretical analysis of the factors affecting the performance of commercial banks, select relevant indicators to construct multiple linear regression model to explore the impact of different index variables on the performance of commercial banks. The results show that: (1) the proportion of intermediate business income is significantly positively correlated with operating performance; (2) the ratio of cost to income is significantly negatively correlated with operating performance; (3) the scale of GDP, assets. There is no significant correlation between non-performing loan ratio and bank operating performance. (4) the classification regression analysis of banks found that the proportion of intermediate business income to different types of banks showed significant positive correlation. However, the ratio of asset size to cost-income has different effects on the performance of different types of banks. Finally, based on the study of the characteristics and influencing factors of the performance of listed banks in China, the paper puts forward some suggestions: (1) to establish and improve the performance evaluation system of commercial banks, to realize the effective monitoring and analysis of the market; (2) to speed up business innovation. To adapt to the transformation and development, to develop intermediary business vigorously; (3) to strengthen market positioning and strengthen the development of special management on the basis of comprehensive management.
【學位授予單位】：南京大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.33
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本文編號：2267020