基于网络DEA方法的我国商业银行效率的实证研究

发布时间：2018-03-21 03:57

本文选题：银行效率　切入点：网络DEA方法　出处：《上海外国语大学》2012年硕士论文　论文类型：学位论文

【摘要】：商业银行作为我国金融业的重要组成部分，在金融市场中扮演着金融中介的角色，，其效率的高低直接影响到整个金融体系的资源配置能力和可持续发展能力，直接影响到我国国民经济的健康持续发展。银行效率的提高是防范银行风险、促进银行业可持续发展的关键，也是我国深化金融体制改革的核心。因此，准确测度银行效率、分析银行效率的高低及其影响因素，从中探索中国银行业的改革途径，具有十分重要的理论价值和现实指导意义。本文运用基于储蓄中间变量新视角的网络DEA方法对我国14家主要商业银行2000－2010年的技术效率和纯技术效率进行了测度，将储蓄作为中间变量，既是投入也是产出，克服了传统DEA方法在测度银行效率时难以抉择将储蓄看做是投入还是产出的难题。实证结果显示：四大国有商业银行的技术效率不及股份制商业银行，但是纯技术效率并不比股份制商业银行差，且表现很稳定；同时，四大国有银行的技术效率波动较大，且易受到国家政策和金融危机的影响，并得出了股份制结构改革确实促进了我国商业银行效率的提高这一结论。此外，基于我国商业银行的效率排名和国有商业银行效率较低的原因，提出了促进我国银行业效率提高的政策建议。
[Abstract]:As an important part of China's financial industry, commercial banks play a role as financial intermediaries in the financial market. The efficiency of commercial banks has a direct impact on the ability of resource allocation and sustainable development of the entire financial system. The improvement of bank efficiency is the key to prevent banking risks and promote the sustainable development of banking industry, and is also the core of deepening the reform of financial system in China. It is of great theoretical value and practical significance to analyze the bank efficiency and its influencing factors and to explore the reform approaches of China's banking industry. This paper measures the technical efficiency and pure technical efficiency of 14 major commercial banks in China from 2000 to 2010 by using the network DEA method based on the new perspective of savings intermediate variables. Taking savings as an intermediate variable, savings is both input and output. It overcomes the problem that the traditional DEA method is difficult to choose whether the savings are input or output in the measurement of bank efficiency. The empirical results show that the technical efficiency of the four state-owned commercial banks is less than that of the joint-stock commercial banks. However, the pure technical efficiency is no worse than that of the joint-stock commercial banks, and the performance is very stable. At the same time, the technical efficiency of the four state-owned banks fluctuates greatly and is vulnerable to the influence of national policies and financial crises. In addition, based on the ranking of efficiency of commercial banks in China and the low efficiency of state-owned commercial banks, the paper concludes that the reform of joint-stock structure has really promoted the efficiency of commercial banks in China. Some policy suggestions are put forward to promote the efficiency of banking industry in China.
【学位授予单位】：上海外国语大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F224;F832.33

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