基于DEA方法和多元回归分析方法的中国商业银行效率分析

发布时间：2018-03-26 18:48

本文选题：DEA方法　切入点：多元回归分析方法　出处：《哈尔滨工业大学》2012年硕士论文

【摘要】：近些年来，伴随着我国商业银行的不断发展，商业银行的效率问题已经越来越多的受到经济界与政府监管部门的密切关注。当下国内外学者在进行效率测量时，经常使用数据包络分析法，也就是DEA（Data EnvelopAnalysis）方法。DEA方法是一种非参数的线性规划方法，目前已经普遍的被用来评价决策单元的相对效率。但是目前DEA方法虽然具有不需事先构建生产函数和主管赋权重的优点但也有只能对研究目标的相对效率进行横向对比，对造成研究对象间效率差异的影响因素只能主观分析而没有理论依据的局限性。本文中，基于DEA方法中的局限性，使用了多元回归分析方法与DEA方法相结合，对我国商业银行的效率进行综合评价分析。在利用DEA方法第一次分析研究对象的相对效率后，使用DEA效率估算值作为因变量，投入产出指标作为自变量进行多元回归分析。通过对变量系数以及显著性的分析，排除了部分变量。最后使用筛选后的变量进行最终DEA效率分析，得出研究目标更加准确的效率值。并根据多元回归分析结果，对造成研究目标间效率差异的原因进行分析。通过DEA与多元回归分析方法的结合使用，使得测量出的效率值更加准确，并可以客观真实的分析出造成效率差异的原因。实证分析结果显示，五年来我国商业银行整体效率保持着稳步上升的增长趋势。其中国有大型商业银行的效率值明显低于股份制商业银行。根据实证分析结果提出了：优化管理模式，降低经营成本，控制员工规模，合理扩大资产规模，，保持合理的存贷比例，提高业务创新能力，加大非利息收入等政策建议以帮助我国商业银行提升经营效率。
[Abstract]:In recent years, with the continuous development of commercial banks in China, the efficiency of commercial banks has been paid more and more attention by the economic sector and government regulatory authorities. The data Envelopment Analysis (DEA(Data Envelopment Analysis) method is often used. The DEA method is a nonparametric linear programming method. It has been widely used to evaluate the relative efficiency of decision making units. However, although the current DEA method has the advantages of not having to build production functions in advance and the weight of supervisors' empowerment, it can only compare the relative efficiency of research objectives horizontally. The factors influencing the efficiency difference between the subjects can only be analyzed subjectively without the limitation of theoretical basis. In this paper, based on the limitation of DEA method, we combine multiple regression analysis method with DEA method to evaluate and analyze the efficiency of commercial banks in our country. After using DEA method to analyze the relative efficiency of the research object for the first time, Using DEA efficiency estimate as dependent variable, input-output index as independent variable, multivariate regression analysis is carried out. Some variables are excluded. Finally, the final DEA efficiency analysis is carried out by using the filtered variables, and the more accurate efficiency value of the research goal is obtained, and according to the results of multiple regression analysis, Through the combination of DEA and multivariate regression analysis, the efficiency value of the measurement is more accurate, and the reason of the efficiency difference can be analyzed objectively and truthfully. The results of empirical analysis show that. Over the past five years, the overall efficiency of commercial banks in China has maintained a steady upward trend, in which the efficiency of large state-owned commercial banks is obviously lower than that of joint-stock commercial banks. Some policy suggestions such as reducing operating cost, controlling staff size, expanding assets reasonably, maintaining reasonable deposit and loan ratio, improving business innovation ability, increasing non-interest income and so on, can help Chinese commercial banks to improve their operating efficiency.
【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;F224

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