基于数据包络分析和Malmquist指数法的印尼商业银行效率分析

发布时间：2021-11-27 10:54

　　该研究估算了 2011到2016年间印尼商业银行的技术效率变化情况。运用数据包络分析和Malmquist指数对印尼证券交易所上市的20家商业银行的数据进行评价。文中运用了以投入为导向型的BCC模型对这20家公司的效率进行评价。本研究的输入变量是总存款,利息支出和人事及管理费用。而输出变量是贷款和利息总收入。结果表明,2011-2016年印尼银行业技术效率普遍较低,每年平均得分分别为92.1%%,93.6%,93.8%,95.3%,93.9%和91.8%。从各年的效率水平来看,最高的年份为2014年,最低为2016年。Malmquist指数年度平均值的结果表明,大多数银行的效率变化已经下降60%。但大多数银行的技术效率变化已经提高了 60%。纯技术效率提高60%,规模效率提高40%,全要素生产率提高40%。在得出的Malmquist法分析结果中看出,很明显大多数商业银行都经历了技术进步。然而,研究期间的效率提高是由于技术效率的提高而不是技术进步的提高。Malmquist指数分析公司的全要素生产率结果表明,大多数商业银行表现出生产率变化,其中得分记录了生产率变化的恶化情况。技术效率变化得分... 

【文章来源】：大连海事大学辽宁省 211工程院校

【文章页数】：111 页

【学位级别】：硕士

【文章目录】：
摘要
Abstract
Dissertation
Chapter One Introduction
    1.1 Research Background and Meanings
        1.1.1 Research Background
        1.1.2 Research Meanings
    1.2 Literature Review
    1.3 Scope and Method of the Research
    1.4 Contribution of the Research
Chapter Two Relative Theory
    2.1 Definition of Commercial Bank
    2.2 Definition of Efficiency
    2.3 Efficiency Measurement Methods
    2.4 Comparison of Different Efficiency Measurement Methods
        2.4.1 Ratio Analysis
        2.4.2 Stochastic Frontier Analysis(SFA)
        2.4.3 Distribution Free Approach (DFA)
        2.4.4 Thick Frontier Approach (TFA)
        2.4.5 Theoritical Framework
Chapter Three Research Methodology
    3.1 Data Envelopment Analysis
        3.1.1 CCR Model
        3.1.2 BCC Model
        3.1.3 Additive Model
        3.1.4 SBM Model
        3.1.5 Malmquist Index
    3.2 Efficiency Measurement Concepts
    3.3 Input and Output Variables in Banking Efficiency Measurement
Chapter Four Empirical Study
    4.1 Data and Sample
        4.1.1 Data and Sample Collection Method
        4.1.2 Data Process
    4.2 Empirical Study Results
        4.2.1 Input and Output Statistics Result
        4.2.2 Efficiency Result
    4.3 Input and Output Statistics Discussion
        4.3.1 Input Variable-Total Deposit
        4.3.2 Input Variable-Interest Expense
        4.3.3 Input Variable-Personnel and Administrative Expense
        4.3.4 Output Variable-Total Loan
        4.3.5 Output Variable-Interest Income
    4.4 Commercial Banks Technical Efficiency Result
    4.5 Malmquist Index Result
        4.5.1 Malmquist Index Summary of Annual Means
        4.5.2 Malmquist Index Summary of Firm Means
        4.5.3 Empirical Study Result Theory Comparison
Chapter Five Conclusion and Recommendation
    5.1 Conclusion
    5.2 Recommendations
References
Appendix A Results from DEAP Version 2.1
Appendix B Input and Output Variable Data
Acknowledgement
Introduction to the Writer and Scientific Research Achievements during Master's DegreeStudy
详细摘要



本文编号：3522137