【摘要】：在發(fā)展中國(guó)家的銀行中普遍存在著政府持股的情況。不同于一般的股東,政府股東對(duì)銀行會(huì)產(chǎn)生更加深重和復(fù)雜的影響,在銀行業(yè)競(jìng)爭(zhēng)日益激烈的今天,研究政府持股對(duì)銀行效率的影響是具有現(xiàn)實(shí)意義的。本文研究了政府持股對(duì)我國(guó)商業(yè)銀行前沿效率的影響問(wèn)題,文章基于5家國(guó)有銀行12家股份制商業(yè)銀行2008-2015經(jīng)濟(jì)數(shù)據(jù),運(yùn)用數(shù)據(jù)包絡(luò)法對(duì)這17家銀行的前沿效率進(jìn)行了測(cè)度,隨后在前沿效率測(cè)度結(jié)果和政府持股統(tǒng)計(jì)數(shù)據(jù)的基礎(chǔ)上針對(duì)政府持股對(duì)商業(yè)銀行前沿效率的影響問(wèn)題展開(kāi)了實(shí)證研究。通過(guò)對(duì)相關(guān)理論的分析和影響機(jī)制的思考,文章選定了適用于該實(shí)證研究的相關(guān)變量,并根據(jù)Hausman檢驗(yàn)來(lái)構(gòu)建具體的實(shí)證研究模型以作面板回歸分析。前沿效率測(cè)度結(jié)果表明,我國(guó)商業(yè)銀行前沿效率在2008年金融危機(jī)爆發(fā)后存在普遍降低的現(xiàn)象,隨即在經(jīng)濟(jì)回暖的過(guò)程中出現(xiàn)了強(qiáng)烈反彈,之后基本處在一種小幅波動(dòng)的上升趨勢(shì)中,股份制商業(yè)銀行的前沿效率表現(xiàn)一般優(yōu)于國(guó)有商業(yè)銀行。商業(yè)銀行政府持股對(duì)其前沿效率影響的實(shí)證結(jié)果表明,政府持股對(duì)我國(guó)商業(yè)銀行前沿效率的影響呈現(xiàn)為倒U型,前沿效率會(huì)隨著政府持股的增加而提升,但是隨著政府持股比例的持續(xù)增加,其對(duì)我國(guó)商業(yè)銀行前沿效率的積極影響將逐步降低并轉(zhuǎn)變?yōu)橄麡O影響;分類別來(lái)看,政府持股對(duì)我國(guó)股份制商業(yè)銀行前沿效率的影響也表現(xiàn)為倒U型關(guān)系,而政府持股對(duì)我國(guó)國(guó)有商業(yè)銀行前沿效率的影響則表現(xiàn)為U型,政府持股的增加不利于國(guó)有商業(yè)銀行前沿效率的提高。研究結(jié)果既肯定了政府持股可能對(duì)我國(guó)商業(yè)銀行帶來(lái)消極影響的觀點(diǎn),也肯定了政府持股可能會(huì)給我國(guó)商業(yè)銀行帶來(lái)積極影響的觀點(diǎn),表明政府持股對(duì)我國(guó)商業(yè)銀行前沿效率具有非線性的影響。相應(yīng)地,我國(guó)政府應(yīng)該清晰地認(rèn)識(shí)到其持股商業(yè)銀行可能帶來(lái)的影響,逐步增加其對(duì)于股份制商業(yè)銀行的政府持股,同時(shí)逐漸減少其對(duì)于國(guó)有商業(yè)銀行的持股,并將政府持股比例控制在合理范圍內(nèi)。如此一來(lái),政府股東將更大地發(fā)揮其有利作用,不斷促進(jìn)我國(guó)銀行業(yè)的健康發(fā)展。
[Abstract]:Government ownership is widespread in banks in developing countries. Different from the general shareholders, government shareholders will have a deeper and more complex impact on banks. In today's increasingly competitive banking industry, it is of practical significance to study the impact of government ownership on the efficiency of banks. This paper studies the influence of government shareholding on the frontier efficiency of commercial banks in China. Based on the economic data of 12 joint-stock commercial banks of 5 state-owned banks in 2008-2015, the paper uses the data envelopment method to measure the frontier efficiency of these 17 banks. Based on the results of frontier efficiency measurement and the statistical data of government ownership, this paper makes an empirical study on the influence of government ownership on the frontier efficiency of commercial banks. Through the analysis of relevant theories and the consideration of the influence mechanism, this paper selects the relevant variables suitable for the empirical research, and constructs a specific empirical research model for panel regression analysis according to the Hausman test. The results of frontier efficiency measurement show that the frontier efficiency of commercial banks in our country has generally decreased since the financial crisis broke out in 2008, and then there has been a strong rebound in the process of economic recovery. After that, the forward efficiency of joint-stock commercial banks is generally superior to that of state-owned commercial banks. The empirical results of the effect of government ownership on the frontier efficiency of commercial banks show that the influence of government ownership on the frontier efficiency of commercial banks is inverted U type, and the frontier efficiency will be increased with the increase of government ownership. However, with the continuous increase of the proportion of government shareholding, its positive impact on the frontier efficiency of commercial banks in China will be gradually reduced and turned into a negative impact. According to the classification, the influence of government ownership on the frontier efficiency of China's joint-stock commercial banks is also shown as inverted U-type relationship, while the influence of government shareholding on the frontier efficiency of state-owned commercial banks is U-type. The increase in government ownership is not conducive to the improvement of the frontier efficiency of state-owned commercial banks. The results not only confirm the view that government shareholding may have a negative impact on Chinese commercial banks, but also confirm the view that government shareholding may have a positive impact on Chinese commercial banks. It shows that government ownership has nonlinear influence on the frontier efficiency of commercial banks in China. Accordingly, our government should clearly recognize the possible impact of its shareholding commercial banks, and gradually increase its shareholding for joint-stock commercial banks, and gradually reduce its ownership of state-owned commercial banks. And control the proportion of government shareholding in a reasonable range. In this way, government shareholders will play a greater role in promoting the healthy development of China's banking industry.
【學(xué)位授予單位】：湘潭大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 孫歐;劉志新;龐欣;;上市銀行政府持股比例與貨幣政策傳導(dǎo)效率——基于中國(guó)銀行數(shù)據(jù)的分析[J];管理評(píng)論;2015年05期

2 張兵;王東;劉曉玲;;持股比例、境外戰(zhàn)略投資者與城市商業(yè)銀行效率研究——基于12家城市商業(yè)銀行隨機(jī)前沿分析[J];金融理論與實(shí)踐;2014年10期

3 李雙杰;高巖;;銀行效率實(shí)證研究的投入產(chǎn)出指標(biāo)選擇[J];數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究;2014年04期

4 毛洪濤;何熙瓊;張福華;;轉(zhuǎn)型經(jīng)濟(jì)體制下我國(guó)商業(yè)銀行改革對(duì)銀行效率的影響——來(lái)自1999~2010年的經(jīng)驗(yàn)證據(jù)[J];金融研究;2013年12期

5 王倩;李穎華;;政府干預(yù)下的城市商業(yè)銀行風(fēng)險(xiǎn)行為[J];金融論壇;2012年05期

6 程茂勇;趙紅;;市場(chǎng)勢(shì)力對(duì)銀行效率影響分析——來(lái)自我國(guó)商業(yè)銀行的經(jīng)驗(yàn)數(shù)據(jù)[J];數(shù)量經(jīng)濟(jì)技術(shù)經(jīng)濟(jì)研究;2011年10期

7 楊青楠;解晟實(shí);;基于DEA方法的農(nóng)村商業(yè)銀行運(yùn)營(yíng)效率評(píng)價(jià)[J];科技與管理;2011年01期

8 周逢民;張會(huì)元;周海;孫佰清;;基于兩階段關(guān)聯(lián)DEA模型的我國(guó)商業(yè)銀行效率評(píng)價(jià)[J];金融研究;2010年11期

9 張健華;王鵬;;中國(guó)銀行業(yè)廣義Malmquist生產(chǎn)率指數(shù)研究[J];經(jīng)濟(jì)研究;2010年08期

10 楊大強(qiáng);;中國(guó)商業(yè)銀行的效率分析——基于廣義超對(duì)數(shù)成本函數(shù)的范圍經(jīng)濟(jì)檢驗(yàn)[J];金融發(fā)展研究;2008年03期

相關(guān)碩士學(xué)位論文 前2條

1 蘇斌;政府持股、地方政府競(jìng)爭(zhēng)與城市商業(yè)銀行績(jī)效[D];浙江工商大學(xué);2015年

2 羅麗君;股權(quán)結(jié)構(gòu)對(duì)我國(guó)城市商業(yè)銀行效率影響的實(shí)證分析[D];西南財(cái)經(jīng)大學(xué);2012年

，

本文編號(hào)：2425677