我国全国性商业银行和地方性商业银行效率的比较研究

发布时间：2018-05-07 03:24

本文选题：成本效率 + Malmquist指数　；参考：《山东大学》2015年硕士论文

【摘要】：近年来,资产证券化给我国金融业带来巨大的机遇和挑战。作为金融业的核心机构,商业银行的高效运行,有利于我国金融业发展和稳定。我国全国性商业银行、地方性商业银行由于成立背景、发展年限、发展地域等方面的不同,不仅效率存在很大差异,而且影响效率的因素也不同。本文通过对全国性商业银行和地方性商业银行效率的比较研究,深入探讨两类商业银行效率的影响因素,并据此提出相应的针对性建议,有助于各类银行在经营过程中根据自身特点有的放矢,制定发展战略。首先,本文对选题意义和文章结构展开论述。其次,本文根据全国性商业银行和地方性商业银行的发展现状及特点,研究全国性商业银行和地方性商业银行的不同,并初步探讨其差异对银行效率的影响。再次,本文从静态和动态两方面研究银行效率。具体来说,静态上,基于DEA方法对我国全国性商业银行、地方性商业银行的成本效率进行测度并比较；动态上,基于Malmquist指数分析分别对不同类型的效率变化进行比较研究。再次,本文选取2009年-2013年9家全国性商业银行、11家地方性商业银行的面板数据建立回归模型,以银行成本效率为被解释变量,以所有者权益/总资产、员工数量、核心资本充足率、净贷款/存款及短期资金、平均资产回报率、其他营业收入/平均资产为解释变量,从资产结构、银行规模、风控能力、配置能力、盈利能力、创新能力六个方面分别深入探讨其对不同类型银行效率的影响。最后,本文根据上述理论研究及实证结果,结合我国国情及金融市场发展现状,分别对全国性商业银行及地方性商业银行提出有针对性的发展建议。本文研究结论如下所示：(1)我国商业银行总体效率与银行规模、盈利能力正相关；(2)我国全国性商业银行效率与银行规模、盈利能力正相关；(3)我国地方性商业银行效率与股东权益在总资产中占比、银行规模负相关,与风控能力及盈利能力正相关。
[Abstract]:In recent years, asset securitization has brought great opportunities and challenges to our financial industry. As the core organization of the financial industry, the efficient operation of commercial banks is conducive to the development and stability of our financial industry. The national commercial banks and local commercial banks in China are different in terms of setting up background, years of development and development regions, which not only have great differences in efficiency, but also have different factors affecting efficiency. Through the comparative study of the efficiency of national commercial banks and local commercial banks, this paper probes into the influencing factors of the efficiency of the two kinds of commercial banks, and puts forward corresponding suggestions accordingly. It is helpful for all kinds of banks to formulate development strategy according to their own characteristics. First of all, this paper discusses the significance of the topic and the structure of the article. Secondly, according to the development status and characteristics of national commercial banks and local commercial banks, this paper studies the differences between national commercial banks and local commercial banks, and preliminarily discusses the influence of the differences on the efficiency of banks. Thirdly, this paper studies bank efficiency from static and dynamic aspects. Specifically, statically, the cost efficiency of national commercial banks and local commercial banks is measured and compared based on DEA method. Dynamically, different types of efficiency changes are compared based on Malmquist index analysis. Thirdly, the panel data of 9 national commercial banks and 11 local commercial banks from 2009 to 2013 are selected to establish a regression model. The cost efficiency of the banks is taken as the explanatory variable, the owner's equity / total assets, and the number of employees. Core capital adequacy ratio, net loan / deposit and short-term funds, average return on assets, other operating income / average assets as explanatory variables, from asset structure, bank size, risk control ability, allocation capacity, profitability, The influence of innovation ability on the efficiency of different types of banks is discussed in detail in six aspects. Finally, according to the above theoretical research and empirical results, combined with the situation of our country and the current situation of the financial market development, this paper puts forward targeted development suggestions to the national commercial banks and local commercial banks respectively. The conclusion of this study is as follows: 1) the overall efficiency of commercial banks in China is positively related to the scale of banks, and the profitability of commercial banks is positively related to the scale of banks in China. The efficiency of local commercial banks in China accounts for the proportion of shareholders' equity in total assets, and the scale of banks is negatively correlated with risk control ability and profitability.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832.33

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