运用SFA方法对我国商业银行支农金融效率的研究

发布时间：2018-05-06 00:00

本文选题：商业银行 + 支农效率　；参考：《安徽大学》2012年硕士论文

【摘要】：我国建国60年以来,社会经济取得了长足的发展和进步,尤其是城市化建设,完成了从无到有再到现代化高速发展时期。而与之相比我国农村的状况则令人堪忧,历史上国家从农村大量汲取资源支援城市化建设,造成了农村经济金融上发展的落后性。为了保障社会公平稳定和谐的发展,国家近年来持续力度加大了对农村经济发展的支持,这其中核心的部分是对农村金融市场的介入和支持。各类性质的金融体系和金融机构互相协作,在国家金融主管部门的宏观调控下,为农村金融市场和金融机构的发展及社会主义新农村金融体系的形成贡献力量。本文主要探讨其中商业银行对农村金融体系的支持情况。首先在第一章,本文分析了商业银行介入我国农村金融市场的背景和本文研究商业银行支农的现实意义,在国家充分的重视和关注下,商业银行对农村金融市场的介入将有利于满足农村微观经济主体的金融需要和农村金融市场的进步。接着本文着重对国内外运用随机前沿方法(SFA方法)评价生产效率及金融机构效率的相关文献进行了综述,并对运用SFA方法评价支农金融机构效率的现有研究状况以及作者研究思路、文章架构、创新及不足之处作出一定的阐述。第二章为商业银行支农效率分析的理论阐述,在这里主要通过两个角度进行说明,一是商业银行支农的主要理论依据(主要理论来源为农业金融市场论和不完全竞争市场论的相关内容)和我国特殊“三元”架构下商业性金融的性质,是第三章主要为金融机构包括支农金融机构效率概念的相关解释,对SFA方法的及选取该方法的原因进行了简要的介绍,并提出支农效率测度的分析框架。第四章通过大量数据分析了商业银行支农的现状,主要分析角度为：支农商业银行涉农贷款规模、资金净流量统计、机构数量、网点覆盖面与人员结构统计、资产及盈利状况及中间业务品种及规模,并在分析现状后进一步阐述了商业银行目前面临的主要问题和困难。第五章是文章的重点,根据第二章的分析框架针对商业银行支农效率的评价体系建立了模型,探讨了基本模型和指标选取的取舍,通过农业银行、农村商业银行、邮政储蓄银行2003-2010年的相关面板和截面数据在盈利效率和支农效率两个方面进行测度和评价,并分析了相关影响因素。得出结论,影响商业银行支农利润的主要因素包括体制内和体制外的,体制内的主要受其资产机构、不良资产率等因素的影响,体制外则包括改制、上市、是否由合作金融演变等因素。在支农效率上,商业银行涉农资金回流的效率主要与其本身的信贷结构、支农地区的经济发展状况和农业企业／农户贷款比例(间接影响了其涉农资产质量)有关。第六章则对前文的分析结果提出一定的政策建议和展望。
[Abstract]:Since the founding of the people's Republic of China 60 years ago, the social economy has made great progress, especially in the construction of urbanization, which has completed the period of rapid development from scratch to modernization. In contrast, the situation of our country's countryside is worrisome. In history, the country draws a lot of resources from the countryside to support the construction of urbanization, which results in the backwardness of the development of rural economy and finance. In order to ensure the fair, stable and harmonious development of the society, the state has increased its support for the rural economic development in recent years, the core of which is the intervention and support to the rural financial market. All kinds of financial systems and financial institutions cooperate with each other and contribute to the development of the rural financial market and financial institutions and the formation of a new socialist rural financial system under the macro-control of the national financial authorities. This paper mainly discusses the support of commercial banks to the rural financial system. First of all, in the first chapter, this paper analyzes the background of commercial banks' involvement in rural financial markets and the practical significance of the study of commercial banks to support agriculture, under the state's full attention and concern. The involvement of commercial banks in rural financial markets will help to meet the financial needs of rural microeconomic subjects and the progress of rural financial markets. Then this paper summarizes the literature on the evaluation of production efficiency and financial institution efficiency using stochastic frontier method (SFA) at home and abroad. The present research situation and author's research ideas, structure, innovation and inadequacies of evaluating the efficiency of agricultural financial institutions by using SFA method are also discussed in this paper. The second chapter is the theoretical elaboration of the efficiency analysis of supporting agriculture in commercial banks, which is mainly explained from two angles. First, the main theoretical basis of commercial banks supporting agriculture (the main theoretical sources are the related contents of agricultural financial market theory and incomplete competitive market theory) and the nature of commercial finance under the special "ternary" framework of our country. The third chapter mainly explains the concept of the efficiency of financial institutions including agricultural financial institutions. It briefly introduces the SFA method and the reasons for its selection and puts forward an analytical framework for measuring the efficiency of supporting agriculture. The fourth chapter analyzes the current situation of commercial banks supporting agriculture through a large number of data, mainly from the perspective of: the scale of agricultural loans, net capital flow statistics, the number of institutions, network coverage and personnel structure statistics. After analyzing the present situation, the main problems and difficulties faced by commercial banks are further expounded. The fifth chapter is the focus of the article, according to the second chapter of the analysis framework of the evaluation system of commercial banks to support agriculture established a model, discussed the basic model and the selection of indicators, through the agricultural bank, rural commercial banks, The relevant panel and cross-section data of Postal savings Bank from 2003 to 2010 are measured and evaluated in terms of profit efficiency and agricultural support efficiency, and the related influencing factors are analyzed. It is concluded that the main factors that affect the profits of commercial banks in support of agriculture include those within and outside the system, which are mainly affected by their asset institutions, the rate of non-performing assets, and so on, while outside the system includes restructuring, listing, and so on. Whether the evolution of cooperative finance and other factors. In terms of the efficiency of supporting agriculture, the efficiency of the return of agricultural funds of commercial banks is mainly related to their own credit structure, the economic development of agricultural areas and the ratio of agricultural enterprises to farmers' loans (which indirectly affects the quality of their agriculture-related assets). The sixth chapter puts forward some policy suggestions and prospects to the above analysis results.
【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.43;F224

【参考文献】