我国商业银行技术效率的影响因素分析

发布时间：2018-02-19 23:07

本文关键词： 商业银行技术效率影响因素数据包络分析结构方程模型　出处：《哈尔滨工业大学》2012年硕士论文　论文类型：学位论文

【摘要】：我国银行业经历了三十余年的发展，取得了一系列的成就，也存在诸多不足，比如缺乏创新，抗风险能力不足等。2006年12月中国银行业完全对外开放，竞争越来越激烈。面对这种局面，银行要想长远的生存发展下去，就必须提高效率。商业银行效率的研究已有四十余年的历史，从研究规模效率、范围效率到技术效率、成本效率和利润效率，从财务指标分析法到前沿分析法，从效率的测算到效率的影响因素分析，银行效率的研究理论和研究方法不断的发展和完善。国内外的银行效率研究存在的一个主要问题就是投入产出结构对效率的测算存在极大的影响，分析认为银行的投入产出极其多样化，目前已有的投入产出结构都仅仅只是对银行业务某一个方面的反映，缺乏全面性。为了解决这个问题，本研究将银行真实的且无法被观测到的技术效率作为潜变量，根据三种不同的投入产出结构计算的技术效率值作为其观测变量，使用结构方程建模考察了宏观环境和内部管理因素对技术效率的影响作用。本研究收集了17家大中型银行2006-2011年的数据，使用数据包络分析分别测算了生产法、运作法和资产法下的技术效率。通过对效率值和效率排序的一致性分析，证实了投入产出结构对效率测算的影响。从宏观和微观角度共选取了16个影响因素，建立Tobit回归模型，发现同一个影响因素对根据不同投入产出结构计算的效率值的影响作用不一致，进一步说明了投入产出结构对影响因素分析结果造成了影响。对16个影响因素进行因子分析，共提取了五个公因子，分别为资产结构，稳定性，风险规避能力，，创新能力和宏观环境，结构方程建模结果表明资产结构和稳定性对银行技术效率具有显著的正向影响。本研究解决了投入产出结构对技术效率分析存在影响的问题，这个思路同样可以用于研究银行的成本效率和利润效率，根据影响因素分析的结果提出了商业银行技术效率提高的政策建议，可以作为银行管理人员制定决策时的参考。
[Abstract]:China's banking industry has experienced more than 30 years of development, has made a series of achievements, but also has many shortcomings, such as lack of innovation, insufficient ability to resist risks, etc. In December 2006, China's banking sector was completely opened to the outside world. Competition is getting fiercer. In the face of this situation, banks must improve their efficiency if they want to survive and develop in the long run. The efficiency of commercial banks has been studied for more than 40 years, from scale efficiency, scope efficiency to technical efficiency, cost efficiency and profit efficiency, from financial index analysis to frontier analysis. From the measurement of efficiency to the analysis of factors affecting efficiency, The research theories and methods of bank efficiency have been developed and perfected continuously. One of the main problems in the research of bank efficiency at home and abroad is that the structure of input-output has a great influence on the measurement of efficiency. The analysis shows that the input-output structure of the banks is extremely diversified, and that the existing input-output structure is only a reflection of one aspect of the banking business and lacks comprehensiveness. In order to solve this problem, In this study, the real and unobservable technical efficiency of the bank is taken as the latent variable, and the technical efficiency calculated according to three different input-output structures is regarded as the observation variable. The effects of macro environment and internal management factors on technical efficiency were investigated by using structural equation modeling. This study collected data of 17 large and medium-sized banks from 2006 to 2011, and calculated the technical efficiency of production method, operation method and asset law by using data envelopment analysis. The influence of input-output structure on efficiency measurement is confirmed. A total of 16 factors are selected from macro and micro angles to establish Tobit regression model. It is found that the effect of the same influencing factor on the efficiency value calculated according to the different input-output structure is inconsistent, which further explains the influence of the input-output structure on the result of the analysis of the influencing factors. Five common factors, namely, asset structure, stability, risk aversion ability, innovation ability and macro environment, are extracted. The results of structural equation modeling show that asset structure and stability have significant positive effects on the technical efficiency of banks. This study solves the problem that the input-output structure has influence on the technical efficiency analysis. This idea can also be used to study the cost efficiency and profit efficiency of banks. Based on the analysis of the influencing factors, the paper puts forward some policy suggestions for improving the technical efficiency of commercial banks, which can be used as a reference for bank managers to make decisions.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

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