基于DEA模型的中国上市商业银行综合效率研究

发布时间：2018-01-04 13:20

本文关键词：基于DEA模型的中国上市商业银行综合效率研究　出处：《东北财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：银行是金融业的重要组成部分,金融市场化改革的不断深入对银行的发展存在诸多不确定性影响。越来越多的新银行或其他金融机构的出现,对银行的发展产生了冲击。商业银行的经营理念,经营方式和服务范围都在发生着巨大变化,商业银行之间的竞争也变得更为复杂和动态。面对如此激烈的竞争形势和银行业的市场化态势,如何切实提升中国商业银行的市场竞争力成为必须面对的现实问题。效率对于一个银行的竞争力起着非常重要的作用。要想提高我国商业银行的竞争力,必须首先提高商业银行效率。分析出商业银行效率的具体影响因素,才可以对症下药,取得实效。加快提高我国商业银行效率利于提升商业银行的内在能量及核心竞争力,保持商业银行健康发展,实现经济社会的稳定发展。因此,有必要开展商业银行效率研究。目前已有的研究大部分都是从银行自身角度研究银行效率的,但是单方面的效率提高不一定是整个社会效率的提高,甚至还可能会造成其他利益群体效率降低,社会整体效率降低。此外,各个利益群体只有相互配合,才能够得到更大的收益。所以有必要从股东、客户、管理者、员工四个角度分析银行的综合效率。从多个利益相关者的角度研究银行效率,更能综合反映银行的效率,有助于社会整体效率的提高。同时从多个利益群体出发考虑银行的综合效率,对银行自身也是有好处的,将有助于银行长期利益的提高,使银行更好的发展。本文以我国16家上市商业银行为研究对象,研究我国上市商业银行的综合效率。第一章是引言。主要介绍了以下四个方面的内容：一是概述了论文的研究背景、意义；二是对国内外学者对中国银行效率的相关研究进行梳理与评述；三是列出了论文的框架结构和研究方法；四是阐述了论文的创新与不足之处。第二章是效率研究的基础理论。本章将对帕累托效率、纳什均衡定理和效率的具体定义以及本文选择的效率测算方法DEA进行说明(详见本章相应内容)。根据这些定义,单纯的追求银行自身效率的提高并不一定会使社会的综合效率提高,也不一定有利于银行长远的发展,所以应该强调银行综合效率,有利于社会效率整体提高。第三章是我国上市商业银行效率的实证分析。本文选取16家上市商业银行为研究对象,选用DEA中的BCC模型。通过分析总结国外学者的观点,选取银行中资本充足率、不良资产率、平均股东权益回报率、成本收入比和每股股息五个指标建立指标体系。对于每个利益群体,文中均运用该套指标体系,这样更有利于反映各个指标应该维持在什么水平更有助于整体效率的提高。首先运用数据包络分析方法分别从单一角度进行银行效率的测度,然后将各方面效率综合(文中分配各个利益群体占据相同的比重),计算银行的综合效率。第四章是我国上市商业银行效率测算结果分析。根据上一章测算出的结果,先将国有银行,股份制银行和地方银行三类银行的效率进行比较。其结果是：股份制银行和地方银行的效率要高于国有银行。然后,本文对各个银行的效率状况进行简要的分析,将各个银行的效率进行排名、横向和纵向对比,找出各个银行的优势与不足。第五章是商业银行综合效率各因素的影响程度分析,本章通过第三章所选的指标体系创建面板数据,建立回归方程分析银行综合效率各因素影响程度。考虑每单位影响因素变动对效率的影响程度。将银行综合效率和所选的资本充足率、不良资产率、平均股东权益回报率、成本收入比和每股股息五个指标建立一个回归方程。即以效率为因变量,各个指标为自变量的回归方程。回归分析结果表明资本充足率和平均股东权益回报率与银行的综合效率成正比,不良资产率、成本收入比、每股股息与银行的综合效率成反比。第六章是提高商业银行综合效率的政策建议。从提高客户与员工的利益、深化股份制改革、加快银行金融创新、加大风险控制、提高资产质量几个方面提出建议,以便为银行业发展提供很好的决策参考。本文的创新点与不足之处如下：本文在以下方面有所创新或突破。第一,本文的研究角度与既有研究略有不同。本文从多个利益相关者角度研究我国上市商业银行效率。这样反映的是银行综合效率,更有利于银行的长期发展,有助于社会整体效率提高。第二,本文引用新的计量模型。已有文献大多数采用截面数据模型研究银行效率,而本文采用面板数据模型研究各研究效率,这具有一定的创新性。由于笔者搜集的资料及自身掌握的知识有限,分析可能不够全面,还有待更一步完善。其中,文中选取的指标主要来源于国外学者的研究文献,把它们放在中国商业银行研究中是否合适,还有待进一步研究。此外,由于商业银行所公布的数据有限,做实证分析时,考虑的指标有限,涉及的范围不够全面,可能会影响实证结果的精准性,造成其效率排名与现实中人们的感觉有一定的差别。
[Abstract]:The bank is an important part of the financial industry , and the deepening of the reform of the financial market has a lot of uncertainty on the development of the bank . More and more new banks or other financial institutions have changed greatly . In this paper , we study the comprehensive efficiency of Chinese listed commercial banks by taking 16 listed commercial banks as research objects in China . The first chapter introduces the following four aspects : Firstly , it introduces the background and significance of the thesis . The second chapter is the basic theory of efficiency research . This chapter describes the concrete definition of Pareto efficiency , Nash equilibrium theorem and efficiency , and the efficiency calculation method DEA chosen in this paper . According to these definitions , the simple pursuit of bank ' s own efficiency does not necessarily improve the comprehensive efficiency of the society , but also does not necessarily benefit the long - term development of the bank , so it should be emphasized that the comprehensive efficiency of the bank is beneficial to the overall improvement of social efficiency . The third chapter is the empirical analysis of the efficiency of listed commercial banks in China . In this paper , 16 listed commercial banks are selected as the research objects , and the BCC model in DEA is selected . The fourth chapter is the analysis of the efficiency measurement results of listed commercial banks in China . According to the results measured in the previous chapter , the efficiency of the state - owned banks , the joint - stock banks and the local banks is compared . The result is that the efficiency of the joint - stock banks and local banks is higher than that of the state - owned banks . The fifth chapter is the analysis of the influence degree of the factors of the comprehensive efficiency of commercial banks . This chapter establishes a regression equation based on the index system selected in chapter 3 . The regression equation is established to analyze the impact degree of each factor . The regression analysis results show that the capital adequacy ratio and the average shareholder ' s equity return are proportional to the comprehensive efficiency of the bank , the non - performing asset ratio , the cost - income ratio , the dividend per share and the comprehensive efficiency of the bank are inversely proportional . The sixth chapter is the policy suggestion to improve the comprehensive efficiency of commercial banks . In order to provide good decision - making reference for the development of banking , suggestions are made to improve the interests of clients and employees , deepen the reform of stock system , speed up financial innovation of banks , increase risk control and improve the quality of assets . The innovation points and shortcomings of this paper are as follows : This paper studies the efficiency of Chinese listed commercial banks from the angle of multiple stakeholders . This reflects the comprehensive efficiency of banks , which is beneficial to the long - term development of banks and helps to improve the overall efficiency of society . Because the information collected by the writer and the limited knowledge are limited , the analysis may not be comprehensive , and there is still to be perfected . In addition , due to the limited data published by foreign scholars , it is not enough to take into account the limited range , which may affect the precision of the empirical results , which may cause some difference in its efficiency ranking and people ' s feelings in reality .

【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F832.33

【相似文献】