本文選題：商業(yè)銀行 + WTO��； 參考：《西北農(nóng)林科技大學》2013年碩士論文

【摘要】：2001年，中國正式加入WTO。中國銀行業(yè)進入了一個全新的發(fā)展和改革的階段，同時也標志著一個全面競爭時代的即將到來。在2001年到2006年五年的寬限期內(nèi)，中國銀行業(yè)抓住這個難得的好時機，通過多方面的努力改變了中國銀行在世人面前的形象，并于2006年前后多家銀行陸續(xù)成功上市。在上市之后，各大銀行融資渠道更為寬闊，資產(chǎn)結(jié)構(gòu)也在進一步改革后得以優(yōu)化。而中國商業(yè)銀行在加入WTO后在國民經(jīng)濟發(fā)展中的地位也越來越顯得重要。 根據(jù)中國商業(yè)銀行在加入WTO之后的數(shù)據(jù)（2001—2011），本文采用效率評價中運用最廣泛的參數(shù)法隨機前沿分析法（SFA）估算了中國13家上市銀行在上市之后的成本效率值。進一步地，依據(jù)商業(yè)銀行各自本身的經(jīng)營特點，分析了影響我國銀行業(yè)成本效率的主要內(nèi)生性因素。 通過對比文獻資料和采用的銀行數(shù)據(jù)的特點，構(gòu)建了具有時間平方項的邊界成本分析模型來測算這13家上市銀行的成本效率值。通過模型估算最終得出：在2001-2011年間，我國商業(yè)銀行效率平均值總體上呈不斷上升的趨勢，各商業(yè)銀行成本效率趨于一致；股份制銀行相對于國有銀行而言平均效率值較高，但在樣本期后期國有銀行發(fā)展速度相對更快，尤其在2006年之后，，工商銀行、建設銀行的效率值也漸漸占據(jù)效率值排序的前列。在所有商業(yè)銀行效率排序中，招商銀行的平均成本效率最好。 在得出銀行成本效率的估計結(jié)果后，本文根據(jù)我國商業(yè)銀行的現(xiàn)狀，選取了銀行規(guī)模、固定資產(chǎn)比、所有制類型、資本充足率、不良貸款率、非利息收入比重和技術(shù)進步率等7個方面，就可能影響銀行成本效率的因素進行了實證性分析，通過計算發(fā)現(xiàn)：銀行規(guī)模、產(chǎn)權(quán)結(jié)構(gòu)、資本充足率和不良貸款率等四個指標對商業(yè)銀行的成本效率有顯著影響。銀行規(guī)模和資本充足率對商業(yè)銀行的成本效率具有顯著的正向作用，且銀行規(guī)模是正向影響商業(yè)銀行成本效率的最強因素；而產(chǎn)權(quán)結(jié)構(gòu)和不良貸款率則對銀行的成本效率起顯著的反作用，產(chǎn)權(quán)結(jié)構(gòu)對成本效率的負作用仍然占據(jù)第一位，商業(yè)銀行本身的性質(zhì)是決定銀行成本效率的一個重要因素。
[Abstract]:In 2001, China formally joined the WTO.China's banking industry has entered a new stage of development and reform, but also marks the coming of a comprehensive competition era.During the five-year grace period from 2001 to 2006, the Chinese banking industry seized this rare good opportunity and changed the image of the Bank of China in front of the world through various efforts.After listing, the major banks financing channels are wider, asset structure is also optimized after further reform.The position of Chinese commercial banks in the development of national economy is becoming more and more important after China's entry into WTO.Based on the data of China's commercial banks after China's entry into WTO, this paper estimates the cost efficiency of 13 listed banks in China after listing by using the most widely used parameter method of stochastic frontier analysis (SFAA) in efficiency evaluation.Furthermore, according to the operating characteristics of commercial banks, this paper analyzes the main endogenous factors that affect the cost efficiency of China's banking industry.By comparing the characteristics of the literature and the bank data, a boundary cost analysis model with time square term is constructed to calculate the cost efficiency of the 13 listed banks.Through the model estimation, it is concluded that during 2001-2011, the average efficiency of commercial banks in China is on the rise, and the cost efficiency of commercial banks tends to be consistent; the average efficiency of joint-stock banks is higher than that of state-owned banks.Especially after 2006, the efficiency of ICBC and CCB has gradually occupied the forefront of the ranking of efficiency values.Among all commercial banks, China Merchants Bank has the best average cost efficiency.According to the current situation of commercial banks in China, this paper selects the scale of banks, the ratio of fixed assets to assets, the type of ownership, the capital adequacy ratio, the non-performing loan ratio.This paper makes a positive analysis on the factors that may affect the cost efficiency of banks in seven aspects, such as the proportion of non-interest income and the rate of technological progress, and finds out by calculation: the scale of banks, the structure of property rights,The capital adequacy ratio and non-performing loan ratio have a significant impact on the cost efficiency of commercial banks.The scale of banks and the capital adequacy ratio have significant positive effects on the cost efficiency of commercial banks, and the scale of banks is the strongest factor that positively affects the cost efficiency of commercial banks.However, the structure of property right and the ratio of non-performing loans play a significant role in the cost efficiency of banks. The negative effect of property right structure on cost efficiency still occupies the first place. The nature of commercial banks is an important factor to determine the cost efficiency of banks.
【學位授予單位】：西北農(nóng)林科技大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F224;F830.42;F832.33

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