本文選題：SFA + 商業(yè)銀行　； 參考：《湘潭大學(xué)》2014年碩士論文

【摘要】：2013年1月6日，巴塞爾銀行監(jiān)管委員會公布了關(guān)于巴塞爾協(xié)議Ⅲ的最新修訂細(xì)節(jié)。國際上銀行監(jiān)管的日趨嚴(yán)格，對目前還正在巴塞爾協(xié)議Ⅱ?qū)嵤╇A段的國內(nèi)諸多銀行來說，毫無疑問是增大了風(fēng)險管理難度。我國商業(yè)銀行面臨資本約束越來越強(qiáng)，市場競爭越來越激烈的壓力，因此提高銀行效率成為提升核心競爭力的有效手段。在監(jiān)管環(huán)境和競爭壓力產(chǎn)生巨大變化以及計算機(jī)科技在商業(yè)銀行的廣泛應(yīng)用的時期，商業(yè)銀行應(yīng)做的應(yīng)對措施，比如精簡機(jī)構(gòu)從而使成本效率更高，轉(zhuǎn)向新產(chǎn)品研發(fā)從而擺脫單純依靠利差收入來源等。因而合理測度我國商業(yè)銀行的效率水平，對于商業(yè)銀行管理層制定合適的經(jīng)營戰(zhàn)略有很好的參考作用，具有很強(qiáng)的現(xiàn)實意義。 本文以X效率理論為依據(jù)，通過建立SFA模型并運(yùn)用最小二乘法和極大似然估計法估算X效率以及檢驗成本函數(shù)，對中國12家商業(yè)銀行2001年以來的效率狀況進(jìn)行了有效實證檢驗。在投入產(chǎn)出指標(biāo)選取上，本文采用資產(chǎn)法測算商業(yè)銀行的X效率，其中投入指標(biāo)有利息支出、固定資產(chǎn)凈值、營業(yè)費(fèi)用和人員成本，產(chǎn)出指標(biāo)包括貸款總額、存款總額和稅前利潤。檢驗過程中對國有商業(yè)銀行和股份制商業(yè)銀行進(jìn)行比較，結(jié)果顯示中國商業(yè)銀行X效率整體水平處于上升狀態(tài)，但是國有商業(yè)銀行X效率值整體低于股份制商業(yè)銀行效率值。最后聯(lián)系中國商業(yè)銀行的實際在實證的基礎(chǔ)上，有針對性地提出能夠提高商業(yè)銀行效率的政策建議，，包括轉(zhuǎn)變存貸款營銷策略，完善金融監(jiān)管體制，優(yōu)化國有銀行產(chǎn)權(quán)結(jié)構(gòu)和發(fā)展創(chuàng)新型金融產(chǎn)品等。在一定的理論意義和現(xiàn)實意義的考量下，本文的研究有利于加深我國銀行業(yè)改革、提升商業(yè)銀行經(jīng)營效率和盈利能力。
[Abstract]:On January 6, 2013, the Basel Committee on Banking Supervision released the latest revision details of Basel III. With the increasingly strict supervision of banks in the world, there is no doubt that it is increasing the difficulty of risk management for many domestic banks which are still in the stage of implementation of Basel II. China's commercial banks are facing increasingly strong capital constraints and increasingly fierce market competition, so improving the efficiency of banks has become an effective means to enhance the core competitiveness. At a time of dramatic changes in the regulatory environment and competitive pressures and the widespread use of computer technology in commercial banks, commercial banks should take measures such as streamlining structures to make costs more efficient, Turn to new product research and development so as to get rid of relying solely on interest income sources. Therefore, the reasonable measurement of the efficiency level of commercial banks in China has a good reference role for the management of commercial banks to formulate appropriate management strategy, and has a strong practical significance. Based on the theory of X efficiency, by establishing SFA model and using the least square method and maximum likelihood estimation method to estimate X efficiency and test cost function, this paper makes an effective empirical test on the efficiency of 12 commercial banks in China since 2001. In the selection of input-output indicators, this paper uses the assets law to measure the X efficiency of commercial banks, in which the input indicators include interest expenditure, net fixed assets, operating expenses and personnel costs, and the output indicators include the total amount of loans. Total deposits and pre-tax profits. The comparison between state-owned commercial banks and joint-stock commercial banks shows that the overall level of X efficiency of Chinese commercial banks is on the rise, but the X-efficiency value of state-owned commercial banks is lower than that of joint-stock commercial banks. Finally, based on the actual situation of Chinese commercial banks, the paper puts forward some policy suggestions that can improve the efficiency of commercial banks, including changing the marketing strategy of deposit and loan, perfecting the financial supervision system. Optimize the property right structure of state-owned banks and develop innovative financial products. Under the consideration of certain theoretical and practical significance, the research in this paper is conducive to deepening the banking reform of our country and improving the management efficiency and profitability of commercial banks.
【學(xué)位授予單位】：湘潭大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F224

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