本文關鍵詞： 城商行 DEA效率 影響因素 Tobit模型　出處：《華東政法大學》2014年碩士論文　論文類型：學位論文

【摘要】：近幾十年，我國城商行在監(jiān)管機構(gòu)引導和地方政府的支持下不斷改革創(chuàng)新，已經(jīng)逐步走上快速發(fā)展和穩(wěn)健經(jīng)營的道路，但是隨著經(jīng)濟金融環(huán)境日益復雜，市場競爭日趨激烈，我國城商行將面臨諸多挑戰(zhàn)。一方面是巴塞爾協(xié)議Ⅲ對銀行業(yè)資本管制要求越來越嚴格，另一方面是利率市場化改革、人民幣國際化、民營資本以及外資快速涌入資本市場，使得銀行業(yè)信貸市場空間越來越小，此外互聯(lián)網(wǎng)金融的快速發(fā)展，對我國銀行業(yè)傳統(tǒng)業(yè)務提出了更大的挑戰(zhàn)。而同業(yè)競爭的進一步加劇，不得不使城商行更加重視起自己的管理水平和經(jīng)營效率，因此對我國城商行的經(jīng)營效率及影響因素進行評估分析，對其今后經(jīng)營管理和良好發(fā)展具有重要的參考價值和借鑒意義。 本文首先介紹了國內(nèi)外有關銀行效率及其影響因素的文獻綜述，并提出了現(xiàn)有研究的不足，然后比較分析了測算銀行效率的傳統(tǒng)法和前沿法，并重點介紹了DEA模型和Malmquist生產(chǎn)率指數(shù)，之后又對我城商行的發(fā)展現(xiàn)狀和面臨的問題進行了總結(jié)。在實證分析方法上選擇的是投入導向型的DEA模型對我國43家城商行效率進行了測算，并從不同角度對城商行效率進行了分析，又運用Malmquist指數(shù)從動態(tài)角度對我國城商行技術效率變化進行了評估。最后發(fā)現(xiàn)我國城商行整體技術效率并不高，且各個銀行之間的差異比較復雜。 在此基礎上，本文以所得的城商行技術效率為因變量，選取了影響銀行效率的多種個體因素，運用Tobit模型對此進行了實證分析，發(fā)現(xiàn)銀行規(guī)模、外資參與、資本充足率、總資產(chǎn)收益率以及創(chuàng)新能力與銀行技術效率呈正相關關系，不良貸款率與技術效率負相關，但是影響并不顯著，，這與城商行近幾年不斷剝離不良貸款有關。 最后，根據(jù)前面得出的結(jié)論，結(jié)合經(jīng)濟形勢、市場行情以及城商行發(fā)展現(xiàn)狀提出相應的政策建議。本文認為，我國城商行應當保持適度的規(guī)模擴張，明確市場定位，合理引進外資，加強自身風險控制，尋找多種渠道補充資本金，更要提高自身的經(jīng)營管理水平和創(chuàng)新能力，從而提高經(jīng)營效率和綜合競爭力以應對愈加激烈的市場競爭和復雜的金融環(huán)境，更好地為我國中小企業(yè)和地方經(jīng)濟發(fā)展提供金融服務。
[Abstract]:In recent decades, under the guidance of the regulatory agencies and local government support, the city commercial banks in our country have been on the road of rapid development and steady operation, but with the increasingly complex economic and financial environment. Market competition is becoming more and more fierce, Chinese city commercial banks will face a lot of challenges. On the one hand, Basel III has more and more strict requirements for capital control of banking, on the other hand, interest rate marketization reform, RMB internationalization. The rapid influx of private capital and foreign capital into the capital market makes the banking credit market space smaller and smaller, in addition to the rapid development of Internet finance. It poses a greater challenge to the traditional banking business of our country. However, the further aggravation of the interbank competition makes the city commercial bank pay more attention to its own management level and management efficiency. Therefore, it is of great reference value and significance to evaluate and analyze the management efficiency and influencing factors of the city commercial banks in our country, which is of great reference value for its future management and good development. This paper first introduces the literature review of bank efficiency and its influencing factors at home and abroad, and points out the shortcomings of the existing research, and then compares and analyzes the traditional and frontier methods for measuring bank efficiency. The DEA model and Malmquist productivity index are introduced in detail. After that, the paper summarizes the development status and problems of our city commercial banks. In the empirical analysis method, we choose the input-oriented DEA model to measure the efficiency of 43 city commercial banks in our country. And from different angles to analyze the efficiency of urban commercial banks. Malmquist index is also used to evaluate the change of technical efficiency of city commercial banks in China from the dynamic point of view. Finally, it is found that the overall technical efficiency of city commercial banks in China is not high. And the differences between banks are complex. On this basis, this paper takes the technical efficiency of city commercial banks as dependent variables, selects a variety of individual factors that affect the efficiency of banks, and uses Tobit model to make empirical analysis and find out the scale of banks. Foreign capital participation, capital adequacy ratio, total return on assets and innovation ability have a positive correlation with the technical efficiency of banks, non-performing loan ratio and technical efficiency negative correlation, but the impact is not significant. This with the city of commercial banks in recent years to divest non-performing loans. Finally, according to the previous conclusions, combined with the economic situation, the market situation and the current situation of the development of the city commercial bank put forward corresponding policy recommendations. This paper believes that our city commercial banks should maintain a moderate scale of expansion. Clear market positioning, reasonable introduction of foreign capital, strengthen their own risk control, look for a variety of channels to supplement capital, but also to improve their management and innovation. In order to deal with the increasingly fierce market competition and the complex financial environment, we can improve the management efficiency and comprehensive competitiveness, and provide better financial services for the small and medium-sized enterprises and local economic development of our country.
【學位授予單位】：華東政法大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F224;F832.33

【參考文獻】

相關期刊論文 前8條

1 寧熙,蔣科瑛;中國地方性銀行效率提升問題研究——以杭州市商業(yè)銀行為例[J];商業(yè)研究;2004年15期

2 丁俊;對我國地方性商業(yè)銀行效率的國內(nèi)比較分析[J];金融論壇;2001年07期

3 許曉雯;時鵬將;;我國商業(yè)銀行經(jīng)濟效率及影響因素分析[J];當代經(jīng)濟科學;2006年01期

4 陳福生;;商業(yè)銀行經(jīng)營效率測度理論評析——兼析我國商業(yè)銀行經(jīng)營效率[J];福建金融;2010年03期

5 遲國泰;蘆丹;孫秀峰;;基于城市差異系數(shù)的城市商業(yè)銀行效率評價模型及實證研究[J];管理工程學報;2007年03期

6 丁忠明;張琛;;基于DEA方法下商業(yè)銀行效率的實證研究[J];管理世界;2011年03期

7 萬新鵬;加入WTO對城市商業(yè)銀行的挑戰(zhàn)及對策[J];錦州師范學院學報(哲學社會科學版);2003年03期

8 吳曉勇,池宏;商業(yè)銀行分理處效率對效益的影響程度分析[J];中國管理科學;2003年03期

本文編號：1485972