FTP管理体系对商业银行经营影响的实证研究

发布时间：2018-05-03 05:35

本文选题：商业银行 + FTP　；参考：《复旦大学》2012年硕士论文

【摘要】：近年来,国内商业银行先后上线FTP定价管理体系。目前,国内对FTP的研究主要集中于推进、实施领域,具体包括如何为商业银行实施FTP体系奠定外部基础,如何选择合适的FTP体系管理模式,以及如何将FTP运用于商业银行的日常管理、提升商业银行经营业绩。但就FTP体系上线对商业银行行为策略和经营绩效影响的研究较为罕见。部分文献虽然以银行规模和盈利增长为依据证明FTP体系对商业银行的促进作用,但并没有用严密的逻辑证明FTP体系是商业银行规模和盈利扩大的主要原因,更缺乏实证支持。本文在整理、汇总FTP管理体系运作机制、定价方法等概念的基础上,以理论分析形式阐述FTP对商业银行经营管理、经营业绩的影响；之后运用DEA等方法,从经营效率、业务规模、业务结构、效益四个维度出发,实证研究、评估FTP管理体系对商业银行的作用,创新评价FTP对商业银行影响的新方法,并最终得出结论如下： (1)FTP管理体系能有效提升商业银行纯技术效率,即经营管理技术水平。但经营效率高低同时还取决于规模效率是否有效。 (2)在绝大多数情况下,FTP管理体系能有效释放商业银行分支机构业务拓展活力,促进各分支机构业务规模增长,从而推动商业银行业务规模整体扩张。 (3)在拥有市场选择权的情况下,商业银行分支机构业务结构调整遵循价格导向。实施FTP管理体系后,FTP所体现出的价格导向成为决定分支机构业务增量结构的主要因素。 (4)在市场信贷需求始终存在的情况下,FTP是否能对商业银行利润形成推动作用,主要取决于总行司库的定价能力和资金运作部门的资金运作能力。
[Abstract]:In recent years, domestic commercial banks have been online FTP pricing management system. At present, the domestic research on FTP is mainly focused on the promotion and implementation fields, including how to lay the external foundation for commercial banks to implement the FTP system, how to choose the appropriate management mode of FTP system. And how to apply FTP to the daily management of commercial banks to improve the business performance of commercial banks. However, it is rare to study the effect of FTP system on commercial banks' behavior strategy and business performance. Although some documents based on the scale and profit growth of banks prove the promotion of FTP system to commercial banks, they do not use strict logic to prove that the FTP system is the main reason for the scale and profit expansion of commercial banks, and lack of empirical support. On the basis of sorting out and summarizing the concepts of FTP management system operation mechanism and pricing method, this paper expounds the influence of FTP on the management and performance of commercial banks in the form of theoretical analysis, and then applies DEA and other methods to analyze the operation efficiency. Starting from the four dimensions of business scale, business structure and efficiency, this paper evaluates the effect of FTP management system on commercial banks, innovates the new method of evaluating the impact of FTP on commercial banks, and finally comes to the following conclusions: FTP management system can effectively improve the pure technical efficiency of commercial banks, that is, management technology level. But the operating efficiency also depends on whether the scale efficiency is effective or not. In most cases, FTP management system can effectively release the vitality of commercial bank branch business expansion, promote the growth of each branch business scale, and promote the overall expansion of commercial bank business scale. In the case of market option, the business structure adjustment of commercial bank branches follows price orientation. After the implementation of FTP management system, the price orientation of FTP becomes the main factor to determine the incremental structure of branch business. 4) whether FTP can promote the profits of commercial banks depends mainly on the pricing ability of the treasurer of the head office and the capital operation ability of the capital operation department under the condition that the market credit demand always exists.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

【参考文献】