中国商业银行X效率与风险监管指标的实证研究

发布时间：2018-05-07 21:51

本文选题：商业银行 + X效率　；参考：《复旦大学》2013年硕士论文

【摘要】：从2003年以来,中国商业银行进行了股份制的改造和市场化的运营。当时,摆在银行决策层和管理层面前的是这样一个大难题：在中国加入WTO后的全球化大环境中,既要面对金融危机的不断冲击、全球经济普遍的下行压力,又要应对外资银行涌入后的大量冲击。如何通过改善业务流程、管理方式和经营能力,提高银行效益,使自身不断发展壮大,充分应对挑战,成为银行业界和学者共同面对的一个重要研究课题。巴塞尔协议Ⅲ的提出,对商业银行的银行资本构成、资产质量、资本充足率以及流动性指标等方面都提出更高的监管要求,也使得我国商业银行面临更大挑战。如何在更高监管标准的背景下,改进银行经营管理,改善商业银行的效率,成为我国银行管理者关注的焦点。本文重点关注商业银行的效率发展,尤其是通过X效率的角度对银行的投入和产出进行分析,运用随机前沿方法(SFA)的成本函数形式模型对于国内各个商业银行效率改善情况进行实证检验。同时,考虑到不同的商业银行经营方式各有不同,本文在选择分析的国内商业银行的投入和产出变量时,通过选择和考量不同银行的特征差异因素,使实证的结论能够体现出不同商业银行的特点。在测度商业银行X效率基础上,进一步对商业银行的X效率和巴塞尔协议Ⅲ要求的资本构成、资产质量、资本充足率、流动性等指标进行回归分析,通过这一手段研究国内商业银行X效率与这些指标之间的关联关系,指出商业银行管理中通过加强成本管理、风险管理,而不是盲目追求高利润,同样可以提高银行效益,进而提高银行的长期竞争力,为决策和管理者提供更好的依据和数据支持。
[Abstract]:Since 2003, the Chinese commercial banks have carried on the stock system transformation and the market operation. At that time, the decision makers and management of banks were faced with such a big problem: in the global environment after China's entry into the WTO, it was necessary to face the constant impact of the financial crisis and the general downward pressure on the global economy. To cope with the influx of foreign banks after a large number of shocks. How to improve the business process, management mode and management ability, improve the efficiency of the bank, make itself develop and strengthen, fully meet the challenges, has become an important research topic that the banking industry and scholars face together. The proposal of Basel III puts forward higher regulatory requirements on the capital composition, asset quality, capital adequacy ratio and liquidity index of commercial banks, which also make our commercial banks face more challenges. How to improve the management of banks and improve the efficiency of commercial banks under the background of higher regulatory standards has become the focus of attention of bank managers in China. This paper focuses on the efficiency development of commercial banks, especially through the analysis of the input and output of banks from the perspective of X-efficiency. The cost function model of stochastic frontier method (SFA) is used to test the efficiency improvement of commercial banks in China. At the same time, considering that different commercial banks have different modes of operation, this paper analyzes the input and output variables of domestic commercial banks by selecting and considering the characteristics of different banks. So that the empirical conclusions can reflect the characteristics of different commercial banks. On the basis of measuring the X efficiency of commercial banks, this paper makes further regression analysis on the X efficiency of commercial banks and the capital composition, asset quality, capital adequacy ratio and liquidity of Basel III. Through this means, the paper studies the relationship between X efficiency and these indicators of domestic commercial banks, and points out that in the management of commercial banks, by strengthening cost management and risk management, instead of blindly pursuing high profits, the efficiency of banks can also be improved. And then improve the long-term competitiveness of banks, and provide better basis and data support for decision-making and managers.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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