中国商业银行效率测度及影响因素分析

发布时间：2018-01-16 10:24

本文关键词：中国商业银行效率测度及影响因素分析　出处：《广东外语外贸大学》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行是各国金融体系中最重要的组成部分，其经营效率的高低不仅关系到全社会资源的优化配置，还会影响到金融经济政策的传递和贯彻实施。对商业银行效率的测度与比较以及对影响商业银行效率的因素进行分析，对于寻找合理的提升商业银行经营效率和社会效益的方法，具有十分重要的意义。本文利用2006~2011年我国16家商业银行的数据从多个角度（盈利能力、业务扩张能力和综合能力），采用数据包络分析法对中国银行业技术效率进行研究，并从动态角度利用Malmquist指数进行比较客观的统计测度与评价。在定性分析影响我国商业银行经营效率的宏观因素、行业因素和自身因素的基础上，并以利润数量DEA模型测度出来的技术效率作为因变量，运用Tobit回归模型对影响因素进行回归分析，探求导致各商业银行经营效率差异的主要原因。研究结果显示，从利润DEA模型的测度结果总体上看，大型银行在这段时间的平均盈利能力技术效率值始终要大于股份制银行。中国银行、建设银行、招商银行的表现很高且稳定的技术效率。而从数量DEA的测度结果可以知道，股份制银行的平均技术效率值都要优于大型银行，尤其是2011年。大型银行在样本前段时间的相对的低效率也在一定程度上反映出，大型银行的机构庞大、冗员过多，其经营规模或许已超过自身最佳的经营规模。综合前面两个模型的投入产出指标，建立利润数量模型，我们发现股份制银行在多数年份平均技术效率都要高于大型银行。从单个银行来看，浦发银行和兴业银行在观测样本内始终处于生产前沿面上，与他们在数量模型下测得的结果一致。从Tobit回归模型的分析结果发现，不良贷款率、创新能力和已上市时间是影响银行盈利效率的重要因素，，而总资产规模、存贷比对效率的影响并不显著。其中不良贷款率的系数为负，已上市时间、总资产规模、存贷比和创新能力的系数正。也就是说，银行总资产规模越大、上市时间越长、存贷比在限度内越高、创新能力越强、不良贷款率越低，银行的技术效率就越高
[Abstract]:Commercial banks are the most important part of the financial system in various countries. The operating efficiency of commercial banks is not only related to the optimal allocation of social resources. It will also affect the transmission and implementation of financial and economic policies. The measurement and comparison of the efficiency of commercial banks and the analysis of the factors affecting the efficiency of commercial banks. It is of great significance to find a reasonable way to improve the efficiency and social benefit of commercial banks. This paper uses the data of 16 commercial banks in China from 2006 to 2011 from several angles (profitability, business expansion ability and comprehensive ability). Data envelopment analysis is used to study the technical efficiency of China's banking industry. And from the dynamic point of view of the use of Malmquist index to more objective statistical measurement and evaluation in qualitative analysis of the impact of China's commercial banks operating efficiency of macro-factors. On the basis of industry factors and its own factors, and taking the technical efficiency measured by DEA model of profit quantity as dependent variable, Tobit regression model is used to analyze the influencing factors. To explore the main reasons leading to the differences in the operational efficiency of commercial banks. The results show that the average profitability of large banks in this period is always higher than that of joint-stock banks, Bank of China, China Construction Bank. The performance of China Merchants Bank is very high and stable technical efficiency, and from the quantitative DEA measurement results can be seen, the average technical efficiency of joint-stock banks are better than large banks. Especially in 2011, the relative inefficiency of the large banks in the period before the sample also reflects to some extent that the large banks have a large number of institutions and too many redundant staff. Its business scale may have exceeded its own optimal operating scale. Synthesizing the input and output indexes of the previous two models, the profit quantity model is established. We find that the average technical efficiency of joint-stock banks in most years is higher than that of large banks. From a single bank, Pudong Development Bank and Industrial Bank are always on the production front in the observed sample. From the analysis of Tobit regression model, it is found that non-performing loan ratio, innovation ability and listed time are the important factors that affect the profit efficiency of banks. The coefficient of non-performing loan ratio is negative, the time of listing, the total asset size, the ratio of deposit to loan and the coefficient of innovation ability are positive. The larger the total assets of the bank, the longer the listing time, the higher the deposit / loan ratio, the stronger the innovation ability and the lower the non-performing loan ratio, the higher the technical efficiency of the bank.
【学位授予单位】：广东外语外贸大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F832.33

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