基于面板数据和DEA方法的中国银行业效率研究

发布时间：2018-01-03 22:33

本文关键词：基于面板数据和DEA方法的中国银行业效率研究　出处：《山东财经大学》2012年硕士论文　论文类型：学位论文

【摘要】：提高中国银行业效率是当前中国银行业可持续发展的关键问题，也是迎接外资银行挑战的根本要求。本文对国内外有关银行效率理论和实证研究进行了系统梳理，结合我国实际，采用改进的因子分析—数据包络分析（DEA）方法测度了我国12家银行的效率得分以及2001-2009年的效率变化情况，并以效率得分为因变量，以银行内部的经营数据和外部的宏观数据为自变量，进行面板数据分析。经过平稳性检验、协整检验和面板数据模型确定后，得出（1）大型股份制银行和股份制银行的差异已经不再是影响银行业效率的重要因素。而且这种差异随着大型股份制银行的改制成功逐渐减少。（2）国家经济增长额与效率之间存在正相关关系。GDP增长额的增长，更利于银行效率的提升。银行业的快速发展与我国经济目前正处于高速的增长阶段有着密切联系。（3）成本收入比是影响银行业效率的重要因素。两者之间成负相关关系，成本收入比越低，银行业盈利能力越强，说明其资金运转快速灵活，成本的控制较到位，这都是反映效率水平的重要指标。（4）存贷比和效率之间存在负相关关系。存贷比的扩大使得更多贷款被放出，这样贷款工作量的加大会增加银行坏账，使银行风险增加，降低银行效率。企业的粗放式经营对于效率的提高起着反向的作用。本文根据实证分析结果，有针对性地提出了提高我国银行业效率的建议。本文的创新点：（1）研究方法创新：由于我国银行数据样本量有限，为解决传统数据包络分析方法中指标选取全面性和指标个数太多的矛盾，采用了因子分析-DEA方法，使指标选取更加客观。（2）数据处理创新：考虑到在使用因子分析-DEA方法计算银行效率时，，已将银行原始数据用于计算效率得分。因此本文所采用的面板数据模型不同于前人研究，在分析效率影响因素时，不再将原始数据考虑在内，去除了原始数据和效率之间必然存在的相关度的影响。
[Abstract]:Improving the efficiency of China's banking industry is not only the key issue for the sustainable development of China's banking industry, but also the fundamental requirement to meet the challenge of foreign banks. In this paper, the domestic and foreign banking efficiency theory and empirical research are systematically combed, combined with the reality of our country. An improved factor analysis-data envelopment analysis (DEAA) method is used to measure the efficiency scores of 12 banks in China and the efficiency changes from 2001 to 2009, and the efficiency score is taken as a dependent variable. Taking internal management data and external macro data as independent variables, panel data analysis is carried out. After stationary test, cointegration test and panel data model determination. It is concluded that the difference between large joint-stock banks and joint-stock banks is no longer an important factor affecting the efficiency of banking, and this difference is gradually reduced with the success of the reform of large joint-stock banks. There is a positive correlation between national economic growth and efficiency. The rapid development of the banking industry is closely related to the rapid economic growth of our country at present. Cost-income ratio is an important factor affecting the efficiency of the banking industry, and there is a negative correlation between the two factors. The lower the ratio of cost to income, the stronger the profitability of the banking industry, which indicates that the capital runs quickly and flexibly, and the cost control is in place. This is an important indicator of efficiency. 4) there is a negative correlation between deposit and loan ratio and efficiency. The increase of deposit / loan ratio makes more loans are released, so the increase of loan workload will increase the bad debts of banks. Increase the risk of banks, reduce the efficiency of banks. The extensive operation of enterprises plays a reverse role in improving efficiency. This paper based on the results of empirical analysis. Some suggestions are put forward to improve the efficiency of China's banking industry. The innovations of this paper are as follows: 1) Innovation of research methods: because of the limited sample size of bank data in our country, the contradiction between the comprehensive selection of indicators and the number of indicators in traditional data envelopment analysis methods is solved. The method of factor analysis-DEA is used to make the selection of indicators more objective. Innovation in data processing: considering the use of the DEA method in calculating bank efficiency. Bank raw data have been used to calculate efficiency scores. Therefore, the panel data model used in this paper is different from previous studies, and the original data is no longer taken into account in the analysis of factors affecting efficiency. The effect of correlation between raw data and efficiency is removed.
【学位授予单位】：山东财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3;F224

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