基于非期望产出的我国商业银行效率研究

发布时间：2018-01-17 16:05

本文关键词：基于非期望产出的我国商业银行效率研究　出处：《安徽财经大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着经济一体化,世界各国之间的经济合作越来越紧密,贸易也越来越频繁,合作交流的同时,竞争也越来越激烈,对于银行业来说,更是如此。在如此激烈的竞争中,要立于不败之地,提高自身的效率显得尤为重要。首先找到自身的缺陷所在,然后,对症下药,才是良方。对于效率评价模型而言,指标的选取至关重要,本文在选取指标时,收集我国16家商业银行2004-2012年资产负债表和现金流量表的数据,基于现金增加值的思想,确定投入产出指标,保证了指标选取的客观性。另外,作为银行,由于其金融产品有其特殊性,风险与利润共存,因此在衡量效率的框架中,必须把风险纳入进去。本文在建立模型的过程中,将经营活动中产生的不良贷款作为非期望产出,建立SBM视窗分析模型,动态分析了我国商业银行的效率,并且与不考虑非期望产出的模型相比,结果发现考虑非期望产出后,银行的效率会降低,说明非期望产出对银行的效率是有影响的,在评价银行效率时,考虑非期望产出更为合理。在此基础上,本文进一步用Malmquist指数分析法,对我国商业银行效率进行差异性分析,结果表明,我国商业银行效率的低下,主要是由于技术进步不足导致的,因此技术进步是影响我国商业银行效率的不容忽视的因素。最后,重新收集数据,从规模、创新、稳定性、盈利能力、配置、公司治理以及股权结构等七个方面去考察影响银行效率的因素,利用面板Tobit模型对我国商业银行效率的影响因素进行分析,结果表明,商业银行的创新程度、银行的稳定性都能对商业银行的效率产生正面的积极影响,公司的代理成本,对银行的效率所起到的作用是负向的,因此商业银行应该严格控制成本管理,不断提高自身的创新能力,不断增强自身的稳定性。
[Abstract]:With the economic integration, the economic cooperation between countries in the world is becoming closer and closer, and trade is becoming more and more frequent. At the same time, cooperation and exchange, competition is becoming more and more fierce, for the banking industry. In such a fierce competition, in order to be invincible, it is particularly important to improve their own efficiency. First, to find their own defects, then, the right remedy, is the right prescription. For the efficiency evaluation model, the selection of indicators is very important. This paper collects the data of the balance sheet and cash flow statement of 16 commercial banks in China for 2004-2012. Based on the idea of added value of cash, the input-output index is determined to ensure the objectivity of index selection. In addition, as a bank, because of its special financial products, risk and profit coexist. Therefore, in the framework of measuring efficiency, we must take risk into account. In the process of establishing the model, this paper takes the non-performing loans generated in the business activities as the non-expected output, and establishes the SBM window analysis model. Dynamic analysis of the efficiency of commercial banks in China, and compared with the model without considering the non-expected output, the results show that the efficiency of the banks will be reduced when the non-expected output is taken into account. It shows that the non-expected output has an impact on the efficiency of the bank, and it is more reasonable to consider the non-expected output when evaluating the efficiency of the bank. On this basis, this paper further uses the Malmquist index analysis method. The difference analysis of the efficiency of commercial banks in China shows that the low efficiency of commercial banks in China is mainly due to the lack of technological progress. Therefore, technological progress is a factor that can not be ignored to affect the efficiency of commercial banks in China. Finally, re-collect data from scale, innovation, stability, profitability, allocation. Seven aspects of corporate governance and equity structure to investigate the factors affecting the efficiency of banks, using panel Tobit model to analyze the factors affecting the efficiency of commercial banks in China, the results show that. The degree of innovation of commercial banks and the stability of banks can have a positive impact on the efficiency of commercial banks. The agency costs of companies play a negative role in the efficiency of banks. Therefore, commercial banks should strictly control cost management, improve their innovation ability and enhance their stability.
【学位授予单位】：安徽财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F224

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