我国城市商业银行效率测算及分析

发布时间：2018-09-03 16:41

【摘要】：通过阅读及梳理大量研究文献之后,发现效率问题是商业银行经营管理活动的核心问题。虽然城市商业银行作为我国银行业金融机构的重要组成部份,但是由于数据的可获得性等原因,对城市商业银行效率的测算与分析的文献较少。在城市商业银行仍未完全理清其机制体制的大背景下,对城市商业银行效率进行正确评价,可以为城市商业银行的可持续发展提供一些参考,因此对城市商业银行进行测算及分析具有一定的理论意义及实践价值。基于此,本研究在银行样本的选取上,综合考虑到了地区差异、资产规模及股权结构等多个方面,选取了我国37家城市商业银行作为研究对象。时间序列上以2008至2011年为研究期间。在测算银行效率时,采用了面向投入的规模报酬可变的DEA模型,并以中介法选取了投入项及产出项,以利息支出、营业费用及固定资产为投入变量；以利息及红利收入、存款总额及贷款总额作为产出变量,测算出37家商业银行的效率情况,及达到最优规模应改善的方向及数据。并通过运用37家商业银行的面板数据,依据Malmquist指数模型,测算出Malmauist指数及分解,进行了比较分析。结果主要表明：城市商业银行的总体效率仍是偏低的,特别是规模效率方面；规模效率最优的城市商业资产规模在五百亿到一千亿之间；纯技术效率与城市商业资产规模之间基本成正比关例；政府参股一般不利于城市商业银行纯技术效率的提高；引入外资银行作为城市商业银行的战略投资有助于银行效率的提高；投入结构上,利息支出及固定资产投入相对于营业费用来说投入过多,适当减少相应的冗余量可以提高城市商业银行的效率。因此,我们城市商业银行可以通过以下措施来提高银行效率,一是优化股权结构,适时引进外部战略投资者,二是优化投入结构,提高负债管理水平；三是巩固传统存贷业务,适度拓展中间业务；四是组建城市商业银行联盟,逐步实现跨地区业务整合；五是积极探索风险管理模式,建立健全风险防范机制；六是完善信息披露制度,发挥外部监督的作用。本文也在研究的过程发现了本文研究方法上的一些缺陷。首先,测算的关键在于量化各项指标,城市商业银行的整体形象及产品服务的核心价值等都会影响到城市商业银行的效率,但到目前为止,仍未有找到合理的指标进行衡量；其次,DEA方法的缺点在于不能够及时地检验结果的显著性水平,虽然有人提出了Bootstrap技术融入到DEA模型当中去,但由于编程方面的难度,并未有将不Bootstrap技术融入到DEA测算城市商业银行的过程中去；等等。
[Abstract]:After reading and combing a lot of literature, it is found that efficiency is the core problem of commercial bank management. Although urban commercial banks are an important part of banking financial institutions in China, due to the availability of data, there is little literature on the measurement and analysis of the efficiency of urban commercial banks. Under the background that the city commercial bank has not completely clarified its mechanism and system, it can provide some references for the sustainable development of the city commercial bank by correctly evaluating the efficiency of the city commercial bank. Therefore, the calculation and analysis of urban commercial banks have certain theoretical significance and practical value. Based on this, this study selects 37 city commercial banks in our country as the research object, taking into account the regional differences, asset size and equity structure and so on. The time series was 2008 to 2011. In the calculation of bank efficiency, the DEA model of variable scale reward for investment is adopted, and the input and output items are selected by intermediary method, with interest expenditure, operating expenses and fixed assets as input variables, interest and dividend income as input variables. The total deposit amount and the total loan amount are taken as output variables to measure the efficiency of 37 commercial banks and the direction and data to be improved to reach the optimal scale. By using the panel data of 37 commercial banks, according to the Malmquist index model, the Malmauist index and its decomposition are calculated and analyzed. The results show that the overall efficiency of urban commercial banks is still low, especially in the aspect of scale efficiency, and the optimal scale of urban commercial assets is between 50 billion and 100 billion. The relationship between pure technical efficiency and the scale of urban commercial assets is basically proportional, and government equity participation is generally not conducive to the improvement of pure technical efficiency of urban commercial banks. The introduction of foreign banks as a strategic investment of urban commercial banks is conducive to the improvement of bank efficiency. In terms of investment structure, interest expenditure and fixed assets investment are excessive compared with operating expenses. Appropriate reduction of the corresponding redundancy can improve the efficiency of urban commercial banks. Therefore, our city commercial banks can improve bank efficiency through the following measures: first, optimizing the equity structure, introducing timely external strategic investors; second, optimizing the investment structure and raising the level of debt management; third, consolidating the traditional deposit and loan business. Moderate expansion of intermediate business; fourth, the formation of a city commercial bank alliance to gradually achieve cross-regional business integration; fifthly, actively explore the risk management model and establish a sound risk prevention mechanism; sixth, improve the information disclosure system, Play the role of external supervision. This paper also found some defects in the research method in the course of the study. First of all, the key to the measurement is to quantify the indicators, the overall image of the city commercial banks and the core value of the products and services will affect the efficiency of the city commercial banks, but up to now, there is no reasonable indicators to measure; Secondly, the disadvantage of Bootstrap method is that it can not test the significance level of the result in time. Although some people have proposed that Bootstrap technology be integrated into DEA model, but because of the difficulty of programming, No Bootstrap technology has been incorporated into the process of DEA measurement of urban commercial banks; and so on.
【学位授予单位】：海南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

【参考文献】