中国城市商业银行的效率及影响因素研究
发布时间:2018-02-27 03:27
本文关键词: 城市商业银行 效率 数据包络分析 影响因素 出处:《中国石油大学(华东)》2013年硕士论文 论文类型:学位论文
【摘要】:作为银行金融机构的一部分,城市商业银行的效率对于其发展至关重要。文中在Bankscope数据库中随机选取了28家城市商业银行,利用数据包络分析方法选择了固定资产净值、存款总额和支出费用为银行的投入指标,贷款和税前利润为银行的支出指标,得出城商行在样本期间整体效率低下。 文中还通过运用Malmquist全要素生产函数分析样本期间内要素生产率的变化,得出结论:银行效率不高是因为规模效率低下或是纯技术效率低下,亦或是两种因素共同作用的结果。通过将三家已经上市的城商行和其它未上市城商行效率进行对比,发现上市银行的效率远高于未上市的城市商业银行,原因包括上市有利于资金筹集、风险的监管、股权结构以及引入战略投资者。将城商行以东部中部西部作为依据进行分区域的效率测算,发现东部地区城商行的效率高于中部地区和西部地区。 文中还用Tobit回归对可能影响城商行效率的因素进行实证检验。结果表明银行盈利性、地区GDP和战略投资者与城市商业银行的效率正相关,其中战略投资者对于银行效率有非常显著的促进作用;不良贷款率与银行效率负相关;银行的规模、流动性以及收入构成对银行效率并没有显著的相关关系。在以上分析的基础上,本文从银行、地方政府和监管层三个角度,通过安全性、盈利性、地区GDP和引入战略投资者几个方面提出了提高银行效率的对策建议。
[Abstract]:As a part of banking and financial institutions, the efficiency of urban commercial banks is very important for its development. In this paper, 28 urban commercial banks are randomly selected in the Bankscope database, and the net fixed assets are selected by using the method of data envelopment analysis. The total deposit and expenses are the investment index of the bank, the loan and pre-tax profit are the expenditure index of the bank, and the overall efficiency of the city commercial bank is low during the sample period. Through the analysis of the change of factor productivity during the sample period by using the Malmquist total factor production function, it is concluded that the low efficiency of the bank is due to the inefficiency of scale or the inefficiency of pure technology. By comparing the efficiency of the three listed city commercial banks with those of other unlisted city commercial banks, it is found that the efficiency of listed banks is much higher than that of unlisted city commercial banks. The reasons include that listing is conducive to fund raising, risk regulation, equity structure and the introduction of strategic investors. It is found that the efficiency of urban commercial firms in the eastern region is higher than that in the central and western regions. The results show that the profitability of banks, regional GDP and strategic investors are positively related to the efficiency of urban commercial banks. Among them, strategic investors play a significant role in promoting bank efficiency; Non-performing loan ratio has negative correlation with bank efficiency; scale of banks, There is no significant correlation between liquidity and income composition on bank efficiency. On the basis of the above analysis, this paper, from the perspective of banks, local governments and regulators, through security, profitability, Regional GDP and the introduction of strategic investors put forward countermeasures to improve the efficiency of banks.
【学位授予单位】:中国石油大学(华东)
【学位级别】:硕士
【学位授予年份】:2013
【分类号】:F832.33
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