中国商业银行效率的测度与研究

发布时间：2018-05-04 22:11

本文选题：商业银行 + 效率　；参考：《山西大学》2012年博士论文

【摘要】：商业银行效率的提升是当前迎接外资银行挑战的根本要求,同时也是我国金融业可持续发展的关键所在。对我国商业银行效率问题进行深入研究,可促进银行的监管部门对目前银行业的效率水平进行准确判断；可以进一步完善及补充国内外效率研究的理论及方法；有助于投资者了解银行的投资决策,正确引导社会资金的流向；有助于各个银行系统之间及各银行分支机构之间正确判断彼此的效率差距,进而更有效的优化和配置资源；有助于商业银行发展模式的转变以及我国银行业的可持续发展。本文在吸收和借鉴诸多优秀成果的基础上,通过理论的分析、模型的建立以及大量的实证检验,对我国银行业的效率现况进行了深度剖析,同时一并检验了产权结构以及管制政策对银行效率的作用,并最终有针对性地给出提升银行业效率的有效策略。首先,文章系统的分析了效率以及银行效率等基本概念,接着介绍了银行效率的测度模型以及评估方法,随后进一步分析了国内外商业银行效率实证研究的现状以及普遍存在的问题。其次,先以一般DEA方法对我国商业银行效率就进行了实证分析,发现相对于股份制商业银行而说,国有商业银行的整体效率普遍偏低,但国有商业银行的效率在样本期内的提升超过了股份制商业银行；再以网络DEA方法对我国商业银行效率就进行了实证分析,发现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,同时国有银行的技术效率波动性较大,且易受到国家金融政策以及金融危机的影响,特别是股份制结构改革确实促进了我国商业银行效率的提高；然后基于傅立叶变换成本函数研究了在政府干预的金融政策中资源配置效率对我国商业银行效率的影响,并研究宽松的管制政策是否能有效提升银行效率。最后,就宽松的管制政策下进行股权多元化改革,引入境外战略投资者,以及在进行业务扩张的同时加强协调内部资源,开展金融产品创新活动,制定灵活的经营机制,提高服务质量等方面,提出了促进我国银行业效率提升的政策建议。
[Abstract]:The promotion of the efficiency of commercial banks is the fundamental requirement to meet the challenges of foreign banks and the key to the sustainable development of the financial industry in China. The in-depth study of the efficiency of China's commercial banks can promote the accurate judgment of the bank's regulatory authorities on the efficiency level of the current banking industry; and it can be further improved and supplementing. It is helpful for investors to understand the investment decision of the bank and to guide the flow of social funds correctly. It is helpful to determine the efficiency gap between the various banking systems and the branches of the banks, and to optimize and configure the resources more effectively, and help the development model of commercial banks. The transformation of the banking industry in China and the sustainable development of China's banking industry.
On the basis of absorbing and drawing on many outstanding achievements, this paper analyses the current situation of China's banking efficiency through theoretical analysis, model establishment and a large number of empirical tests. At the same time, it examines the structure of property rights and the use of control policy to the efficiency of the bank, and finally gives a pertinent promotion of the efficiency of the banking industry. An effective rate strategy.
First, the paper systematically analyzes the basic concepts of efficiency and bank efficiency, then introduces the measurement model and evaluation method of bank efficiency, and then further analyzes the current situation of the empirical research on the efficiency of commercial banks both at home and abroad and the common problems.
Secondly, an empirical analysis is made on the efficiency of commercial banks in China by the general DEA method. It is found that the overall efficiency of the state-owned commercial banks is generally low relative to the joint-stock commercial banks, but the efficiency of the state-owned commercial banks is higher than the joint-stock commercial banks in the sample period; and then the network DEA method is used for the commercial banks of our country. The efficiency is an empirical analysis. It is found that the technical efficiency of the state-owned commercial banks is not as good as that of the joint-stock commercial banks, but the pure technical efficiency is not worse than the joint-stock commercial banks, and the performance is very stable. At the same time, the technical efficiency of the state-owned banks is very volatile, and it is vulnerable to the influence of the national financial policy and the financial crisis, especially the stock system. Structural reform has indeed promoted the efficiency of China's commercial banks, and then based on the Fu Liye transform cost function, the effect of resource allocation efficiency on the efficiency of China's commercial banks was studied in the government intervened financial policy, and whether the loose control policy could effectively improve the efficiency of banking.
In the end, we put forward policy suggestions for promoting the efficiency of China's banking industry by carrying out the diversification of stock rights under the loose control policy, introducing foreign strategic investors, strengthening internal resources, developing innovative activities of financial products, making flexible operating mechanism and improving service quality.

【学位授予单位】：山西大学
【学位级别】：博士
【学位授予年份】：2012
【分类号】：F832.33;F224

【参考文献】