基于DEA与因子分析法的上市银行竞争力研究

发布时间：2018-04-09 19:02

本文选题：上市银行　切入点：竞争力　出处：《山东大学》2012年硕士论文

【摘要】：改革开放以来,中国经济的高速发展带动了中国银行业强劲发展,推动了银行业结构不断完善,建立了大型商业银行、政策性银行、股份制商业银行、城商行以及外资银行等层次多样的银行体系,而多层次的银行体系又反过来为经济发展提供了强大的支撑。中国银行业在为国民经济持续快速发展做出重大贡献的同时,也暴露出了一些问题：净息差水平、中间业务收入占比、风险管理水平等与国际同业存在较大差距。目前,国内银行业普遍依靠粗放式的发展模式,单纯追求速度、规模和市场份额的扩张,而中间业务的创新、风险控制能力的增强、公司治理结构的优化等方面没有跟上银行业发展的步伐,与国际大型银行仍然还有较大差距。本文以2010年底之前上市的16家商业银行为研究样本,创造性地引入市场风险因子、DEA综合效率因子与市场竞争力因子,运用DEA模型与因子分析法对16家上市银行的竞争力进行了系统的分析。经研究发现,目前对我国上市银行竞争力影响最为显著的为规模、创新与盈利能力三大指标,大型商业银行凭借在这些指标上的优势竞争力名列前茅。与此同时,部分经营良好的股份制商业银行与城市商业银行凭借经营效率的不断提高、人力资本的高投入以及专业化的经营理念在排名中表现优异,在与大型商业银行的竞争中站稳了脚跟。另外,本文针对各家银行提出了相关改进的政策建议。
[Abstract]:Since the reform and opening up, the rapid development of China's economy has led to the strong development of China's banking sector, promoted the continuous improvement of the banking structure, established large commercial banks, policy banks, and joint-stock commercial banks.City commercial banks and foreign banks and other levels of banking systems, and the multi-level banking system in turn provides a strong support for economic development.While China's banking industry has made great contributions to the sustained and rapid development of the national economy, it has also exposed some problems: the net interest margin, the proportion of intermediate business income, the level of risk management, and so on.At present, the domestic banking industry generally relies on the extensive development mode, pursuing the expansion of speed, scale and market share, and the innovation of intermediate business and the enhancement of risk control ability.The optimization of corporate governance structure has not kept up with the pace of banking development, and there is still a big gap with large international banks.Taking 16 commercial banks listed before the end of 2010 as research samples, this paper creatively introduces market risk factor, DEA comprehensive efficiency factor and market competitiveness factor.DEA model and factor analysis are used to analyze the competitiveness of 16 listed banks.Through the research, it is found that the three indexes of scale, innovation and profitability have the most significant influence on the competitiveness of listed banks in our country at present, and the large commercial banks are among the best by virtue of their advantages in these indexes.At the same time, some well-managed joint-stock commercial banks and city commercial banks with the continuous improvement of operational efficiency, high investment in human capital and professional management philosophy in the ranking performance is excellent.In the competition with large commercial banks to establish a firm foothold.In addition, this paper puts forward some policy suggestions for the banks.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.3;F224

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