基于SBM-Malmquist的中国上市商业银行效率与影响因素分析
发布时间：2018-08-20 09:56
【摘要】：随着经济高速发展时代的结束,中高速发展的“新常态”将成为今后很长时期内中国经济发展的主基调。除此之外,全球经济持续低迷,复苏之路异常崎岖曲折。在国内外这种大背景下,很多行业面临着经营困难、资金短缺的发展窘境。另外受银行业全面对外放开,利率市场化快速推进,互联网金融快速发展等因素的影响,中国银行业受到了前所未有的冲击。而银行作为资金融通的中介,为经济发展提供充足的活力供应,其作用可以说是其他任何部门无法取代。因此,研究分析银行效率情况不仅可以了解银行运营发展情况,还可以为未来发展指明方向。无论是盈利能力还是竞争力,上市商业银行在我国银行业都很具有代表性,再加上其各项数据都易获得,为此成为本文的研究对象。本文使用SBM方法及Malmquist生产指数法分别对不考虑、考虑不良贷款两种情况下的16家上市商业银行的效率进行了对比研究分析,并使用Stata软件在固定、随机效应的两种假设下对影响因素进行了Tobit面板数据回归分析。在测度银行效率及全要素生产率时,本文采用固定资产投资价格指数(以2010年为基期)对投入指标固定资产净值进行平减处理,利用GDP平减指数对其余投入产出指标进行了类似处理。在进行Tobit回归分析时,选择GDP增速、资产市场份额、资源配置能力、稳定性、盈利能力、创新能力作为影响因子。经过研究发现,在不考虑与考虑不良贷款两种情况下,均呈现出城市商业银行效率最高,国有大型商业银行效率次之,股份制商业银行效率最低;股份制商业银行全要素生产率最高,国有大型商业银行全要素生产率次之,城市商业银行全要素生产率在最低,且均呈放缓趋势;忽略不良贷款会使银行效率值及全要素生产率值被低估;盈利能力、创新能力均会对银行效率起到显著的正向促进作用,GDP增速均与银行全要素生产率呈现显著的正相关关系,稳定性在不考虑不良贷款时与银行全要素生产率呈正相关关系,创新能力在考虑不良贷款时与银行全要素生产率呈正相关关系。根据研究成果,本文提出了对中国银行业未来健康长远发展有益的建议。
[Abstract]:With the end of the era of rapid economic development, the "new normal" of China's rapid economic development will become the main tone of China's economic development for a long time to come. China's banking industry has been impacted unprecedentedly by factors such as the opening of banking industry to the outside world, the rapid advance of interest rate marketization and the rapid development of Internet finance. The analysis of bank efficiency can not only understand the development of bank operation, but also point out the direction for future development. Regardless of profitability or competitiveness, listed commercial banks are representative in China's banking industry, and their data are easy to obtain. Therefore, this paper uses the SBM method and Malmq. The efficiency of 16 listed commercial banks with non-performing loans and non-performing loans is compared and analyzed by the UIST production index method, and the influencing factors are analyzed by the Tobit panel data regression analysis using Stata software under two assumptions of fixed and random effects. In this paper, the fixed assets investment price index (based on 2010) is used to reduce the input index of the net fixed assets, and the GDP reduction index is used to deal with the other input-output indicators. It is found that the efficiency of city commercial banks is the highest, that of state-owned large commercial banks is the second, that of joint-stock commercial banks is the lowest, that of joint-stock commercial banks is the highest, and that of state-owned large commercial banks is the second. The total factor productivity of urban commercial banks is the lowest, and all show a slowing trend; neglecting non-performing loans will make the bank efficiency and total factor productivity value underestimated; profitability, innovation ability will play a significant positive role in promoting bank efficiency, GDP growth and total factor productivity of banks show a significant positive correlation, stable. There is a positive correlation between innovation capability and bank total factor productivity when non-performing loans are not taken into account, and there is a positive correlation between innovation capability and bank total factor productivity when non-performing loans are taken into account.
【学位授予单位】：聊城大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33
本文编号：2193206
[Abstract]:With the end of the era of rapid economic development, the "new normal" of China's rapid economic development will become the main tone of China's economic development for a long time to come. China's banking industry has been impacted unprecedentedly by factors such as the opening of banking industry to the outside world, the rapid advance of interest rate marketization and the rapid development of Internet finance. The analysis of bank efficiency can not only understand the development of bank operation, but also point out the direction for future development. Regardless of profitability or competitiveness, listed commercial banks are representative in China's banking industry, and their data are easy to obtain. Therefore, this paper uses the SBM method and Malmq. The efficiency of 16 listed commercial banks with non-performing loans and non-performing loans is compared and analyzed by the UIST production index method, and the influencing factors are analyzed by the Tobit panel data regression analysis using Stata software under two assumptions of fixed and random effects. In this paper, the fixed assets investment price index (based on 2010) is used to reduce the input index of the net fixed assets, and the GDP reduction index is used to deal with the other input-output indicators. It is found that the efficiency of city commercial banks is the highest, that of state-owned large commercial banks is the second, that of joint-stock commercial banks is the lowest, that of joint-stock commercial banks is the highest, and that of state-owned large commercial banks is the second. The total factor productivity of urban commercial banks is the lowest, and all show a slowing trend; neglecting non-performing loans will make the bank efficiency and total factor productivity value underestimated; profitability, innovation ability will play a significant positive role in promoting bank efficiency, GDP growth and total factor productivity of banks show a significant positive correlation, stable. There is a positive correlation between innovation capability and bank total factor productivity when non-performing loans are not taken into account, and there is a positive correlation between innovation capability and bank total factor productivity when non-performing loans are taken into account.
【学位授予单位】：聊城大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33
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，本文编号：2193206
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