發(fā)布時間：2018-05-06 13:52

  本文選題：商業(yè)銀行 + 數據包絡分析(DEA)　； 參考：《西南財經大學》2014年碩士論文

【摘要】：銀行業(yè)作為國家整個金融體系的中流砥柱,起著服務實體經濟促進國家經濟健康發(fā)展的重要作用。測度和評價商業(yè)銀行的經營效率及其變化是有意義的。效率,簡而言之,即所得與所費的比例關系,其根本含義是既定投入下最大產出或者既定產出下最小投入。 到目前,國內外學者對數據包絡分析(DEA)方法進行不斷探索和改進,并以此對我國商業(yè)銀行的經營效率分析做出諸多貢獻。然而,在投入、產出指標的選取上還沒有一致認可的觀點,得出的結論也不盡相同。另一方面,我國銀行業(yè)同業(yè)間及來自行業(yè)外的競爭都愈加激烈,各銀行的效率不斷變化。所以本文采用最新的數據(2007-2012年)對我國商業(yè)銀行的經營效率(技術效率、純技術效率、規(guī)模效率及技術超效率)進行實證研究。此外,本文將商業(yè)銀行核心資本排名與本文通過DEA方法得出的技術超效率值結合起來綜合分析,找出了“既大又強”(核心資本高于平均核心資本且超效率值大于1)的商業(yè)銀行即交通銀行作為標桿銀行,并對該銀行進行了案例分析。 全文共分為四個章節(jié)。 第一章緒論。本章主要介紹本文的研究背景和意義,闡述了我國商業(yè)銀行的重要地位、所面臨的極具機遇和挑戰(zhàn)的經濟形勢、金融環(huán)境等；給出了國內外研究現狀,本文采用的研究方法和基本框架。 第二章是我國商業(yè)銀行經營效率分析方法。本章首先給出了商業(yè)銀行的經營效率概念。然后闡述了財務分析方法。最后給出了DEA方法的基本模型,包括CCR、BCC以及技術超效率模型。 第三章是我國商業(yè)銀行經營效率的實證分析。本章首先給出了樣本銀行的選擇,以我國21家主要商業(yè)銀行代表我國商業(yè)銀行。接著給出了進行DEA分析的投入產出指標。然后運用財務分析法,對我國商業(yè)銀行經營發(fā)展做了統(tǒng)計量化實證分析。進一步地,本章利用DEA模型,對21家樣本商業(yè)銀行的經營效率(技術效率、純技術效率、規(guī)模效率及技術超效率)進行比較實證分析。最后,根據技術超效率模型得出2012年21家銀行的技術超效率排名。 在DEA模型中,本文最終選擇客戶存款、平均員工人數作為投入指標,凈貸款、手續(xù)費及傭金凈收入作為產出指標。同時,本文將21家樣本銀行分為國家控股的大型商業(yè)銀行、全國性的股份制商業(yè)銀行以及地方性商業(yè)銀行三類,并對這三類銀行的經營效率進行了比較分析。 第四章是案例分析。本章首先將商業(yè)銀行核心資本排名與第三章通過DEA方法得出的技術超效率值結合起來綜合分析,找出了“既大又強”(核心資本高于平均核心資本且超效率值大于1)的商業(yè)銀行即交通銀行作為標桿銀行。然后,對交通銀行進行了案例分析。 本文可能的貢獻。我國銀行業(yè)同業(yè)間及來自行業(yè)外的競爭愈加激烈,各銀行的經營效率不斷變化。本文采用了2007-2012年最新的數據,分別采用財務分析法和DEA方法,對以我國主要商業(yè)銀行為樣本的我國商業(yè)銀行經營效率進行了實證研究,得出了關于我國商業(yè)銀行的技術效率、純技術效率、規(guī)模效率及技術超效率的最新的相關實證結果。此外,本文將商業(yè)銀行核心資本排名與本文通過DEA方法得出的技術超效率值結合起來,找出“既大又強”(核心資本高于平均核心資本且超效率值大于1)的交通銀行作為標桿,并對該銀行發(fā)展進行了案例分析。同時,本文利用第三章所得出的實證結果,給出了提升我國商業(yè)銀行競爭力的建議。
[Abstract]:As the mainstay of the whole financial system of the country, the banking industry plays an important role in promoting the healthy development of the country's economy. It is meaningful to measure and evaluate the business efficiency and change of the commercial banks. In short, the relationship between the income and the cost is the fundamental meaning of the maximum output under the established investment. The minimum input under the established output.
At present, domestic and foreign scholars have continuously explored and improved the method of data envelopment analysis (DEA), and made a lot of contributions to the analysis of the efficiency of commercial banks in China. However, there is no consensus on the selection of output indicators and the conclusions are not the same. The competition from outside of the industry is becoming more and more intense, and the efficiency of each bank is changing. So this paper uses the latest data (2007-2012 years) to make an empirical study on the operational efficiency (technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency) of the commercial banks in China. In addition, this paper puts the core capital of commercial banks through the DEA The technical super efficiency values obtained by the method are combined together to find out the "big and strong" (the core capital is higher than the average core capital and the super efficiency value is more than 1), namely, the Bank of communications as the benchmarking bank, and has carried out a case analysis to the bank.
The full text is divided into four chapters.
The first chapter is introduction. This chapter mainly introduces the background and significance of the research, expounds the important position of the commercial banks in China, the great opportunities and challenges, the financial environment and so on, and gives the research status at home and abroad, the research method and the basic frame adopted in this paper.
The second chapter is the analysis method of the operational efficiency of commercial banks in China. This chapter first gives the business efficiency concept of commercial banks and then expounds the financial analysis method. Finally, it gives the basic model of the DEA method, including CCR, BCC and the technology super efficiency model.
The third chapter is an empirical analysis of the operational efficiency of China's commercial banks. First, the selection of sample banks is given, and 21 major commercial banks in China represent the commercial banks in China. Then the input and output indicators of the DEA analysis are given. Then, the financial analysis method is used to make a quantitative and quantitative analysis of the business development of China's commercial banks. Further, this chapter uses the DEA model to make a comparative empirical analysis of the operating efficiency (technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency) of 21 sample commercial banks. Finally, the technical super efficiency model of the 21 banks in 2012 is ranked according to the technical super efficiency model.
In the DEA model, the paper finally chooses the customer deposit, the average employee number as the input index, the net loan, the Commission and the net income as the output index. At the same time, this paper divides the 21 sample banks into the large commercial banks with state holding, the national shareholding commercial bank and the local commercial banks in three categories, and the three types of silver. The operation efficiency of the bank is compared and analyzed.
The fourth chapter is a case analysis. This chapter first combines the ranking of commercial banks' core capital with the third chapter of the technical super efficiency obtained through the DEA method, and finds out the commercial bank, which is "big and strong" (the core capital is higher than the average core capital and the super efficiency is greater than 1), namely, the Bank of communications as a benchmarking bank. A case analysis was carried out by the bank.
The possible contribution of this article. The competition between inter industry and outside of the banking industry is becoming more and more intense, and the operating efficiency of each bank is changing. In this paper, the latest data of 2007-2012 years are adopted, and the financial analysis and DEA methods are adopted to carry out an empirical study on the business efficiency of our commercial banks, which are the sample of our country's main commercial banks. The latest relevant empirical results about technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency of commercial banks in China are obtained. In addition, this paper combines the core capital ranking of commercial banks with the technical super efficiency values obtained through the DEA method to find "big and strong" (core capital is higher than average core capital. " The Bank of communications is a benchmarking, and the development of the bank is analyzed. At the same time, this paper gives some suggestions to improve the competitiveness of China's commercial banks by using the empirical results from the third chapters.

【學位授予單位】：西南財經大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33;F224

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