我国农村商业银行经营效率研究

发布时间：2018-01-31 02:14

本文关键词： 农村商业银行效率 DEA Malmquist　出处：《湘潭大学》2013年硕士论文　论文类型：学位论文

【摘要】：改革开放以来，我国经济迅猛发展，但是在这一过程中，我国城乡二元经济结构矛盾也越来越凸显，贫富差距逐渐拉大，对我国社会稳定和发展造成了严重影响。在这种背景下，相对落后的农村经济发展问题也越来越亟待解决。农村商业银行作为农村金融体系中资金融通的重要一员，其对促进农村经济的发展至关重要。因此研究如何提高农村商业银行的经营效率，进而保证其健康可持续的发展，为农村经济贡献更大的力量显得尤为重要。效率问题一直是经济学研究的核心问题，它代表着个体，企业乃至整个社会资源配置的优化程度。商业银行的效率提高对保证其可持续发展非常重要。本论文以我国农村商业银行的经营效率作为研究对象，试图在效率理论的研究基础上通过实证分析从监管、盈利以及风险的角度探讨我国农村商业银行的效率问题，以期为我国农村商业银行提高效率提出有用的建议。理论方面，本文首先阐述了研究的背景和意义，并介绍了国内外对银行业效率问题的研究现状；其次，本文阐述了农村商业银行的概况，，介绍了农村金融体系中的三类主要金融机构及其联系和区别；接着，本文分析了农村商业银行的效率内涵及相关问题的主要研究方法；最后，本文根据实证分析结果对如何提高农村商业银行经营效率提出了政策建议。实证方面，本文分为两个步骤。首先，利用基于DEA方法的Malmquist指数对我国2007-2011年间16家农村商业银行效率值进行了测度，并对比分析了我国农村商业银行之间的效率情况，以及随着时间变化我国农村商业银行效率值的变化趋势。结果发现我国农村商业银行之间效率差别较大以及金融危机期间我国农村商业银行效率值波动较大的特点；然后，本文以Malmquist全要素生产率指数作为分析农村商业银行效率问题的因变量，通过建立回归模型实证分析了盈利能力、政府监管以及风险因素对我国农村商业银行效率的影响。结果表明：第一，农村商业银行抗风险能力较弱，在金融危机期间效率值发生了较大波动；第二，政府监管与农村商业银行的效率之间存在负相关关系，这表明政府的监管限制了农村商业银行业务发展，降低了其效率。第三，盈利能力与农村商业银行效率之间存在一定正相关关系，但是，净利差对银行效率的贡献为负；第四，风险因素与农村商业银行效率之间为正相关关系。本文最后根据相关理论和实证分析的相关结论，从监管、风险管理、经营方式等方面对提升我国农村商业银行效率提出了政策建议。
[Abstract]:Since the reform and opening up, China's economy has developed rapidly, but in this process, the contradiction between urban and rural dual economic structure is becoming more and more prominent, and the gap between rich and poor is gradually widening. Has had a serious impact on the stability and development of our society. The relatively backward rural economic development problem is more and more urgent to be solved. Rural commercial banks as an important member of the rural financial system in the financing. It is very important to promote the development of rural economy. Therefore, this paper studies how to improve the management efficiency of rural commercial banks to ensure their healthy and sustainable development. It is particularly important to contribute more to the rural economy. Efficiency is always the core issue of economic research, which represents the individual. The efficiency of commercial banks is very important to ensure their sustainable development. This paper takes the management efficiency of rural commercial banks in China as the research object, and tries to analyze the supervision through empirical analysis on the basis of efficiency theory. This paper discusses the efficiency of rural commercial banks in China from the perspective of profit and risk in order to put forward some useful suggestions for improving the efficiency of rural commercial banks in China. In theory, this paper first describes the background and significance of the research. And introduced the domestic and foreign research status of banking efficiency; Secondly, this paper describes the general situation of rural commercial banks, introduces the three main types of financial institutions in the rural financial system and their connections and differences; Then, this paper analyzes the efficiency of rural commercial banks and the main research methods of related issues; Finally, according to the results of empirical analysis, this paper puts forward policy recommendations on how to improve the efficiency of rural commercial banks. Empirical aspects, this paper is divided into two steps. First. This paper uses Malmquist index based on DEA method to measure the efficiency of 16 rural commercial banks in China from 2007 to 2011. The efficiency of rural commercial banks in China is compared and analyzed. And the change trend of efficiency value of rural commercial banks in China with time. The results show that the efficiency difference between rural commercial banks in China is great and the efficiency value of rural commercial banks fluctuates greatly during the financial crisis. Point; Then, this paper takes the Malmquist total factor productivity index as the dependent variable to analyze the efficiency of rural commercial banks, and empirically analyzes the profitability through the establishment of regression model. The effects of government supervision and risk factors on the efficiency of rural commercial banks in China. The results show that: first, the ability of rural commercial banks to resist risks is weak, and the efficiency value fluctuates greatly during the financial crisis; Second, there is a negative correlation between government supervision and the efficiency of rural commercial banks, which indicates that government supervision restricts the development of rural commercial banks and reduces their efficiency. There is a positive correlation between profitability and the efficiency of rural commercial banks, but the contribution of net interest margin to bank efficiency is negative; 4th, the risk factors and the efficiency of rural commercial banks is a positive correlation. Finally, according to the relevant theoretical and empirical analysis of the relevant conclusions, from supervision, risk management. This paper puts forward some policy suggestions on how to improve the efficiency of rural commercial banks in China.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.35

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