本文選題：上市商業(yè)銀行 + 利潤效率��； 參考：《四川師范大學》2014年碩士論文

【摘要】：摘要商業(yè)銀行是一種配置社會閑置資金的特殊金融中介機構(gòu),其運營效率直接關(guān)系到金融資源在經(jīng)濟社會中的利用程度。因此,研究商業(yè)銀行利潤效率的測定方法和影響其利潤效率的風險因素有重要意義。本文采用Battese和Coelli(1992)提出修改后的隨機前沿分析方法,利用Fourier柔性函數(shù)對2003-2012年間的中國16家上市商業(yè)銀行的數(shù)據(jù)進行參數(shù)估計,并以此計算出各家商業(yè)銀行的利潤效率估計值以及風險指標Z-score對利潤效率的邊際影響。在此實證結(jié)果的基礎(chǔ)上,資產(chǎn)價格、可貸資本價格和其他盈利資產(chǎn)總額與商業(yè)銀行利潤效率分別呈正相關(guān)關(guān)系；風險指標Z-score和有效貸款總額與商業(yè)銀行利潤效率分別呈負相關(guān)關(guān)系。分析各家商業(yè)銀行利潤效率變化的趨勢和成因,并對上市的大型商業(yè)銀行、股份制商業(yè)銀行和城市商業(yè)銀行的具體情況進行分組對比研究。結(jié)果表明各家商業(yè)銀行利潤值與風險因素呈負相關(guān)關(guān)系,且有隨時間上升趨勢。其中,上市的股份制商業(yè)銀行的風險因素對利潤效率的影響波動平穩(wěn),逐漸趨于近似值；而上市的城市商業(yè)銀行波動穩(wěn)步減小。最后,針對以上結(jié)果提出了中國的商業(yè)銀行提高利潤效率和控制風險因素的相關(guān)政策建議。
[Abstract]:Commercial bank is a special financial intermediary organization which allocates idle funds, and its operational efficiency is directly related to the utilization of financial resources in economic society. Therefore, it is of great significance to study the measurement methods of profit efficiency of commercial banks and the risk factors affecting their profit efficiency. In this paper, the modified stochastic frontier analysis method is proposed by using Battese and Coellion 1992. The data of 16 listed commercial banks in China from 2003 to 2012 are estimated by using the Fourier flexible function. The profit efficiency estimates of commercial banks and the marginal influence of risk index Z-score on profit efficiency are calculated. On the basis of the empirical results, the price of assets, the price of loanable capital and the total amount of other profitable assets are positively correlated with the profit efficiency of commercial banks. The risk index Z-score and total effective loan are negatively correlated with the profit efficiency of commercial banks. This paper analyzes the trend and causes of profit efficiency change of commercial banks, and makes a comparative study on the specific situation of listed large commercial banks, joint-stock commercial banks and urban commercial banks. The results show that the profit value of commercial banks is negatively related to risk factors and has an upward trend with time. Among them, the risk factors of listed joint-stock commercial banks fluctuate steadily on profit efficiency, and gradually tend to approximate value, while the volatility of listed city commercial banks decreases steadily. Finally, some policy suggestions on how to improve profit efficiency and control risk factors of Chinese commercial banks are put forward.
【學位授予單位】：四川師范大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33;F830.42

【參考文獻】

相關(guān)博士學位論文 前1條

1 李棟;中國商業(yè)銀行效率實證研究[D];天津大學;2008年

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本文編號：1866706