基于三阶段DEA模型的我国商业银行效率评价及其影响因素研究

发布时间：2018-06-18 12:23

本文选题：商业银行 + 效率测度　；参考：《中国海洋大学》2013年硕士论文

【摘要】：金融业是现代经济的核心产业，是推动国民经济发展的关键，是实现经济全球化的保障。商业银行作为金融业的支柱，其发展水平和规模决定着整个金融行业的兴衰。当前随着我国银行业改革的深入和外资银行的全面进入，中国银行业面临着巨大的机遇和挑战，单纯依赖存贷利差的盈利模式是不可持续的。提高商业银行效率，降低银行风险，提高银行核心竞争力是促进商业银行发展的关键和核心。银行效率反映了商业银行的资源配置情况，是对所有投入产出项目进行综合评价的结果，既包括了各项财务报表所反映的业绩，，也包括了无法进行财务分析的经营结果。因此，银行效率指标可以衡量银行的核心竞争能力和未来的可持续发展能力，进行银行效率分析的本身就是衡量银行绩效的一种有效方法。在当前利率市场化改革加剧，商业银行不良贷款持续反弹，银行竞争激烈的背景下，以我国商业银行效率为研究课题进行深入的研究，力图在理论和实践方面进行一些探索性的工作，为提高我国商业银行效率提供一些意见和建议，促进我国商业银行效率和综合竞争力的提升。本文在介绍了商业银行效率的涵义、分类和分析原理以及前沿效率的测度模型基础上构建了三阶段DEA模型，根据已有研究的相关经验和商业银行的经营特点，选择员工人数、固定资产净值、营业支出和利息支出作为商业银行的投入变量，而选择净利润作为产出变量，考虑不良贷款这一非期望产出，综合评价了我国商业银行2004-2011年的效率情况。进一步剔除产权结构、设立年限和分支机构数等外部环境因素对商业银行效率的影响，经比较发现调整后的国有商业银行的效率得到明显提升，而股份制商业银行效率前后变化不大。在对商业银行效率评价的基础上，以商业银行效率值为被解释变量，选择合适的指标来表示商业银行的盈利能力、配置能力、创新能力和人力资源情况，并将其作为解释变量，对影响商业银行效率的因素进行面板Tobit回归分析，分析结果表明：盈利能力对我国商业银行具有显著的正向影响；配置能力对股份制商业银行效率有显著正向影响，但是对整体的正向影响不显著；创新能力对商业银行效率的影响不明确；商业银行人才结构对商业银行效率影响复杂，对国有银行有显著的正向影响，而对股份制商业银行具有显著的负向影响。因此本文认为商业银行需要深化商业银行产权制度改革，健全现代企业管理制度；提高资产质量，降低不良贷款率，严控经营风险；大力发展中间业务，提高银行创新能力，改善资产盈利结构；加强内部人力资源管理，提高人力资源质量。
[Abstract]:The financial industry is the core industry of the modern economy, the key to promote the development of the national economy and the guarantee of the economic globalization. As the pillar of the financial industry, the development level and the scale of the commercial banks determine the prosperity and decline of the whole financial industry. Facing great opportunities and challenges, it is not sustainable to rely solely on the profit pattern of the deposit and loan difference. It is the key and core of the development of commercial banks to improve the efficiency of commercial banks, reduce the risk of banks and improve the core competitiveness of the banks. The efficiency of the bank reflects the allocation of the capital of commercial banks and is the entry to all input and output projects. The result of the comprehensive evaluation includes both the performance reflected in the financial statements and the results that cannot be carried out in the financial analysis. Therefore, the bank efficiency index can measure the core competitiveness of the bank and the future sustainable development ability. The analysis of bank efficiency is an effective way to measure the performance of the bank itself. In the context of the Intensifying Reform of the current interest rate marketization, the continuous rebound of non-performing loans of commercial banks and the fierce competition of the banks, the research on the efficiency of the commercial banks in China is carried out in depth, trying to carry out some exploratory work in theory and practice, and provide some suggestions and suggestions to improve the efficiency of the commercial banks in China. The promotion of China's commercial banks' efficiency and comprehensive competitiveness.
This paper introduces the meaning of the efficiency of commercial banks, the principle of classification and analysis and the measurement model of the frontier efficiency, and builds the three stage DEA model. According to the related experience of the existing research and the business characteristics of the commercial banks, the number of employees, the net fixed assets, the operating expenses and the interest expenses are used as the input variables of the commercial banks. While choosing net profit as an output variable and considering the undesirable output of non-performing loans, it comprehensively evaluates the efficiency of China's commercial banks for 2004-2011 years, and further eliminates the effect of external environmental factors such as property right structure, setting up years and branches on the efficiency of commercial banks. After comparison, the state-owned commercial banks are found to be adjusted. The efficiency has been significantly improved, while the efficiency of the joint-stock commercial banks has changed little. On the basis of the efficiency evaluation of commercial banks, the commercial bank's efficiency value is interpreted as the variable, and the appropriate indicators are selected to express the profitability, configuration, innovation and human resources of the commercial banks, and take it as an explanatory variable. The factors of the efficiency of commercial banks are analyzed by panel Tobit regression analysis. The results show that profitability has a significant positive impact on China's commercial banks, and the allocation ability has a significant positive impact on the efficiency of the joint-stock commercial banks, but the positive effect on the whole is not significant; the influence of innovation ability on commercial bank efficiency is unclear. It is true that the commercial bank's talent structure has a complicated influence on the efficiency of commercial banks, has a significant positive impact on the state-owned banks, and has a significant negative impact on the joint-stock commercial banks. Therefore, this paper thinks that commercial banks need to deepen the reform of the property rights system of commercial banks, improve the management system of modern enterprises, improve the quality of assets and reduce the bad loans. In order to improve the management of human resources and improve the quality of human resources, we should vigorously develop intermediate business, improve the innovation ability of the bank, improve the structure of the profit of the assets, and improve the management risk.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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