城市商业银行跨区域经营效率及影响因素研究

发布时间：2018-04-25 22:16

本文选题：城市商业银行 + 跨区域经营　；参考：《西南财经大学》2012年硕士论文

【摘要】：在我国,城市商业银行是在城市信用社的基础之上发展起来的,从设立之初,各地城市商业银行发展迅速,到上世纪末已经有5000多家。但是,随着经济的发展,城市信用社在风险管理等诸多方面的欠缺逐渐暴露,其已经无法支撑日益蓬勃的经济发展,于是在上个世纪末,城市商业银行诞生了。作为在中国特殊历史条件下形成的产物,可以说,城市商业银行是政府部门化解地方金融风险、整顿城市信用社的工具和手段。目前,城市商业银行既是我国金融体系的特殊群体,也是其重要组成部分之一,截至2011年10月,由中国人民银行管理、中国银监会监管的在册银行共137家(其中西藏银行正在筹建)。 1995年9月7日,为了从根本上解决城市信用社的金融风险问题,国务院发布了《关于组建城市合作银行的通知》,决定自1995年起在撤并城市信用社的基础上,在35个大中城市分批组建由企业、居民和地方财政投资入股的地方性股份制城市合作银行,城市商业银行发展的历史帷幕从此拉开。近几年,各城市商业银行开展跨区域经营的势头愈演愈烈,本文正是在这种背景下,展开了对其研究。首先从其研究概况入手,总结分析了国内外前辈的研究成果。在国内,关于城市商业银行跨区域经营的研究经历了从最初定性分析向后来定量分析发展的过程。定性研究主要围绕如下几个方面展开：(1)城市商业银行在跨区域经营过程中存在什么问题,面临何种困难?(2)如果实行跨区域发展,在合并重组、收购兼并、自我扩张等纵多跨区域经营模式当中,城市商业银行应该如何进行模式选择?(3)根据对现有模式的分析,城市商业银行跨区域发展的启示有哪些?关于第一个问题,学者们基本能够达成共识,认为城市商业银行在实行跨区域发展的过程中,人才支撑、技术支撑以及风险控制能力等问题是其迫切需要解决的。对于经营模式的选择,学者们主要关注的是合理性的问题,即模式选择应该是因人而异的,银行应该根据自身实际情况,选择一种适合自己发展的模式,尽量遵循循序渐进的原则,切勿盲目推崇“跨越式发展”。关于启示,主要是对城市商业银行今后的发展道路提供建议,以及相关愿景展望,基本认为,提升城市商业银行跨区域经营的综合效率,兼顾成本效率和利润效率是必须的。关于城市商业银行的定量研究,学者们的研究主要集中在对城市商业银行效率的分解以及其与国有银行、全国股份制银行之间的对比分析,效率分解是指将城市商业银行的效率分解为规模效率、纯技术效率、配置效率,然后分析效率提高的具体原因。近几年,关于城市商业银行效率的影响因素研究开始浮出水面,学者们也是从各个方面,用不同的方法和模型进行了实证研究。国外研究中,主要以美国的相关研究较多,在美国,与我国城市商业银行性质类似的银行叫做社区银行,研究结论基本认为,地理多元化发展有利于社区银行的效率提高。对国内外学者的研究成果进行一定总结之后,本文梳理了城市商业银行跨区域发展的历程,从银川市商业银行的首家异地分支机构吴忠支行在2001年成立以来,尤其是在2006年银监会明确鼓励城市商业银行实行跨区域发展战略之后,部分城市商业银行加快了跨区域发展的步伐,形成了形式多样的跨区域经营模式。紧接着又介绍了城市商业银行跨区域经营的相关理论基础以及实证研究方法。城市商业银行之所以选择跨区域发展,从经济学角度来看,主要是基于规模经济和范围经济两方面的考虑。关于银行效率的实证研究方法,主要有参数法和非参数法两大类,其中参数估计法包括自由分布法、随机前沿法和厚前沿法；非参数估计法包括数据包络分析法和自由排列包方法,这些方法在研究中各有利弊,其中非参数法中的数据包络分析法是一个比较常用的分析工具,也是本文选择的分析方法。数据包络分析法(DEA)包括两个模型,CCR模型和BCC模型,其中CCR模型假设银行规模收益不变,而BCC模型假设银行规模收益可变。BCC模型求得的效率值对应于可变规模收益情形下的纯技术效率PTE。结合CCR模型测算出来的技术效率值TE,根据技术效率(TE)=规模效率(SE)×纯技术效率(PTE)的公式,可以求得银行的规模效率值SE。通过对技术效率的分解,可以知道相对无效率形成的具体原因,是由技术条件还是规模条件引起的。效率测度之后,关于其影响因素的实证分析,本文运用的是删失模型中的Tobit模型,选择这个模型主要是出于对被解释变量数据特征的考虑,运用DEA方法测度的效率值,其取值区间是(0,1],只有片断数据,如果直接运用普通的最小二乘法回归,则参数估计会出现有偏性和一致性问题,而Tobit模型能够很好的避免这类问题,所以是本文的理想模型之选。本文的第四章和第五章分别对城市商业银行跨区域经营的效率值和其影响因素进行了实证分析。样本选择的是2008年及其之前已经实行了跨区域发展的19家城市商业银行2008-2010年的面板数据。其中第四章首先介绍了投入、产出指标的选择及其理由,然后对跨区域经营的城市商业银行的经营效率进行了测度,根据测度结果对城市商业银行的效率时间发展趋势进行了说明,并对城市商业银行跨区域经营的合理性问题用数据进行了阐述,同时对关于城市商业银行的发展是否存在规模经济也作了一定的说明。得出的结论是,城市商业银行的综合效率从2008年到2010年基本是稳步提高的；跨区域发展战略不应盲目实施,应根据自身情况综合考虑；规模经济也不是一定存在于所有城市商业银行,只有部分存在,另一部分甚至存在规模不经济。第五章主要对影响城市商业银行跨区域经营效率的影响因素进行了回归分析,首先是对数据的平稳性进行了检验,检验结果显示,数据基本平稳,所以可以确定本文的回归结果是真实可靠的,研究结果表明：(1)城市商业银行的规模与其综合效率负相关。但在10%的置信水平下,相关关系不显著；(2)城市商业银行的不良贷款率与其综合效率负相关；(3)回归结果显示权益收益率(ROE)与综合效率负相关；(4)10%的置信水平下,城市商业银行的跨区域程度与其综合效率显著正相关；(5)成本收入比与经营效率显著负相关；(6)金融创新能力与综合效率在10%的置信水平下没有通过显著性检验,者不相关。城市商业银行跨区域经营的战略目标,既是银行自身的决策问题,更是一个系统问题。对银行自身来说,盲目的规模扩张可能会扭曲银行的个性化,但是只要市场定位鲜明,跨区域发展是能够促进银行的可持续发展战略的。所以在文章的最后,本文对城市商业银行实施跨区经营的具体实践过程提出以下几点建议：(1)城市商业银行在经营过程中,应将跨区域经营看作其发展的一项长期趋势,在巩固好自身的本地业务后再考虑跨区域经营,跨区域发展有利于城市商业银行在发展过程中化解风险、规避区域经济风险,但这只是一项长期趋势。在短期过程中,要注意避免盲目扩张,正如本文第四章的实证结果所显示的那样,规模经济并不是适用于所有银行。同时还要注意提高已建成异地分支机构的质量,加强管理,尽量避免因机构冗余和管理不善等原因所造成的银行总体经营绩效的下降。(2)城市商业银行应当避免以跨区域发展为手段,盲目的扩大贷款规模,应注重贷款质量的提升。不良贷款率的上升势必提高银行的经营风险,不利于银行的综合效率提升。(3)城市商业银行在跨区域发展过程中,应不断提高其成本控制能力。无论是从短期还是从长期来看,城市商业银行都应当保证自身的技术管理水平能与跨区域发展的速度相匹配,提升资产质量和降低不必要的成本消耗是城市商业银行提升跨区域经营绩效的必由之路。(4)已经实行了跨区域发展的城市商业银行,加快跨区域程度的发展有利于自身综合效率的提高,因此,应该加足马力,加快异地分支机构的建设与管理,以提高自身综合实力,增强竞争力。
[Abstract]:In China, urban commercial banks are developed on the basis of the city credit cooperatives. From the beginning of the establishment, the city commercial banks have developed rapidly and there have been more than 5000 at the end of the last century. However, with the development of the economy, the shortage of urban credit cooperatives in many aspects such as risk management has been gradually exposed, which has been unable to support the growing flourishing. At the end of last century, the city commercial bank was born. As a product formed under the special historical condition of China, it can be said that the city commercial bank is the tool and means of the government departments to resolve the local financial risks and rectify the city credit cooperatives. As of October 2011, by the people's Bank of China, 137 of the registered banks supervised by the China Banking Regulatory Commission (of which the Bank of Tibet are in preparation).
In September 7, 1995, in order to fundamentally solve the financial risk problems of the city credit cooperatives, the State Council issued a notice on the formation of the City cooperative bank, and decided to set up a local joint stock city in 35 large and medium-sized cities on the basis of the withdrawal of urban credit cooperatives in 1995. As a bank, the historical curtain of the development of city commercial banks has been opened.
In recent years, the momentum of cross regional management in urban commercial banks is becoming more and more intense. This paper is just under this background and has carried out its research. First, the research results of the predecessors at home and abroad are summarized and analyzed. In China, the research on the cross-border management of urban commercial banks has experienced from the initial qualitative analysis to the backward. The qualitative research mainly focuses on the following aspects: (1) what problems are existing in the process of trans regional business and what are the difficulties faced by urban commercial banks? (2) urban commercial banks should be in the middle of multi regional management mode such as mergers and acquisitions, mergers and acquisitions, and self expansion. How to choose the pattern? (3) according to the analysis of the existing models, what is the inspiration for the trans regional development of urban commercial banks? On the first question, the scholars are basically able to reach a consensus that in the process of the implementation of the trans regional development of the city commercial banks, the problems of talent support, technical support and risk control ability are its compelled. It is necessary to solve the problem. As for the choice of business models, scholars are mainly concerned with the problem of rationality, that is, pattern selection should be different from people. Banks should choose a model suitable for their own development according to their own actual conditions, follow the principle of gradual progress, and do not blindly praise "leap forward development". The main idea is to provide suggestions for the future development of urban commercial banks, as well as the prospects of the related vision. It is believed that it is necessary to improve the comprehensive efficiency of the trans regional business of urban commercial banks and take both cost efficiency and profit efficiency into consideration.
On the quantitative research of urban commercial banks, the scholars' research mainly focuses on the decomposition of the efficiency of urban commercial banks and the comparison between the state-owned banks and national joint-stock banks. The efficiency decomposition refers to the decomposition of the efficiency of urban commercial banks into scale efficiency, pure technical efficiency and allocation efficiency, and then the efficiency is analyzed. In recent years, the research on the influencing factors of urban commercial banks' efficiency has begun to emerge, and scholars have conducted empirical studies in different ways and models from various aspects.
In the study of foreign countries, mainly in the United States related research, in the United States, in the United States, similar to our city commercial banks are called community banks. Research conclusions basically believe that the development of geographical diversification is conducive to the efficiency of community banks.
After a certain summary of the research results of domestic and foreign scholars, this paper combs the course of the trans regional development of urban commercial banks, since the first foreign branch of Yinchuan commercial bank, Wu Zhong branch, was established in 2001, especially after the CBRC clearly encouraged the city commercial banks to carry out the trans regional development strategy in 2006. Urban commercial banks have accelerated the pace of cross regional development and formed a variety of cross regional management models. Then, it also introduces the theoretical basis and empirical research methods of the trans regional management of urban commercial banks. The reason why urban commercial banks choose to cross regional development is mainly based on the scale of economics. The two aspects of economic and economic scope are considered. There are two main types of empirical research on bank efficiency, including parameter method and non parametric method, of which parameter estimation methods include free distribution, random frontier and thick frontier, and non parametric estimation methods include data envelopment analysis and self permutation method. These methods are beneficial in the study. The DEA method in the non parametric method is a common analysis tool and the analysis method selected in this paper. Data envelopment analysis (DEA) includes two models, CCR model and BCC model, in which the CCR model assumes that the bank scale returns are unchanged, and the BCC model assumes the effect of the variable.BCC model of bank scale returns. The rate value corresponds to the technical efficiency value TE calculated by the pure technical efficiency PTE. combined with the CCR model under the variable scale income situation. According to the formula of the technical efficiency (TE) = scale efficiency (SE) * pure technical efficiency (PTE), the bank's scale efficiency value SE. can be obtained through the decomposition of the technical efficiency, and the specific original of the relative inefficiency can be known. It is caused by the technical condition or the scale condition. After the efficiency measure, the empirical analysis of its influencing factors is used in this paper. The Tobit model in the censored model is used in this paper. The selection of the model is mainly from the consideration of the data characteristics of the explanatory variables and the use of the DEA method to measure the efficiency value. The value interval is (0,1], only fragments). If the data is directly used by the ordinary least squares regression, the parameter estimation will be biased and consistent, and the Tobit model can avoid this kind of problem well, so it is the ideal model of this paper.
The fourth and fifth chapters of this paper make an empirical analysis of the efficiency value and the influencing factors of the trans regional operation of the urban commercial banks. The sample selection is the panel data of the 19 urban commercial banks which have already implemented the cross regional development in 2008 and before. The fourth chapters first introduce the input and output indicators. Selection and reason, and then measure the operating efficiency of urban commercial banks operating across the region. According to the results of the measurement, the development trend of the efficiency time of urban commercial banks is explained, and the reasonableness of the cross regional management of urban commercial banks is expounded, and the development of urban commercial banks is also made. The conclusion is that the comprehensive efficiency of urban commercial banks has been steadily improved from 2008 to 2010; the trans regional development strategy should not be implemented blindly and should be considered according to its own circumstances; the scale economy is not a definite existence in all urban commercial banks, only the Department. In the fifth chapter, the factors that affect the cross regional operation efficiency of urban commercial banks are analyzed. First, the stability of the data is tested. The results show that the data are basically stable, so it is true and reliable to study the results of this paper. The results are as follows: (1) the scale of urban commercial banks is negatively related to their comprehensive efficiency. But under the confidence level of 10%, the correlation is not significant; (2) the bad loan rate of urban commercial banks is negatively related to their comprehensive efficiency; (3) the return results show the negative correlation between ROE and the comprehensive efficiency; (4) under the confidence level of 10%, the city business is under the confidence level. The cross regional degree of the bank has a significant positive correlation with its comprehensive efficiency; (5) the cost and income ratio has a significant negative correlation with the operating efficiency; (6) the financial innovation ability and comprehensive efficiency have not passed the significant test under the confidence level of 10%, and the people are not related.
The strategic goal of the trans regional management of the city commercial banks is not only the decision problem of the banks themselves, but also a systematic problem. For the banks themselves, the blind scale expansion may distort the individualization of the banks. However, as long as the market positioning is distinct, the cross region development can promote the sustainable development strategy of the bank. Finally, the following suggestions are put forward for the specific practice process of urban commercial banks' implementation of cross district management: (1) in the course of operation, urban commercial banks should consider cross regional management as a long-term trend of its development. After consolidating its own local business, it should consider cross regional operation and cross regional development in favor of urban commercial banking. It is a long-term trend to avoid risks and avoid regional economic risks in the course of development. In the short term, we should pay attention to avoid blind expansion. As the empirical results of the fourth chapter show, the economies of scale are not applicable to all banks. Meanwhile, we should also pay attention to improving the quality of the established foreign branches. Strong management, try to avoid the decline of overall bank management performance caused by institutional redundancy and poor management. (2) the urban commercial banks should avoid the cross regional development as a means to expand the loan scale blindly, and should pay more attention to the improvement of the loan quality. (3) the city commercial banks should constantly improve their cost control ability in the process of cross regional development. Both in the short term and in the long run, urban commercial banks should ensure that their own technical management level can match the speed of cross regional development, improve the quality of assets and reduce unnecessary cost elimination. Consumption is the only way for urban commercial banks to improve the performance of cross regional business performance. (4) the urban commercial banks have been implemented across regional development, speeding up the development of cross regional level is conducive to the improvement of their comprehensive efficiency. Therefore, it is necessary to add a lot of horsepower to speed up the construction and management of foreign branches, so as to improve their comprehensive strength and enhance the competition. Power.

【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224

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