基于DEA模型的中国商业银行效率及影响因素分析

发布时间：2018-06-06 08:16

本文选题：面板数据 + 数据包络分析　；参考：《内蒙古大学》2012年硕士论文

【摘要】：近年来由于受到国内外金融环境的综合影响,中国银行业的竞争日益加剧,商业银行想要在激烈的竞争中取胜,关键是要提高核心竞争力,而效率正是银行核心竞争力的集中体现。对银行效率进行分析,有助于商业银行更有针对性地采取措施改善经营管理,优化资源配置,实现有效经营。本文研究的主要内容如下：第一,针对传统DEA模型测算面板数据不满足决策单元处于相同外部环境的问题,本文提出了基于面板数据的银行效率评价的非参数模型(M-BEE),并应用该模型从静态的角度分析被评价银行在研究区间内的综合效率、纯技术效率和规模效率。第二,针对传统的Malmquist指数FGNZ分解模式错误的定义了技术进步和规模效率变化指数的问题,本文选用Malmquist指数RD分解模式计算被评价银行的全要素生产率,从动态的角度分析中国商业银行效率的跨期演变。第三,本文采用随机效应Tobit模型对影响中国商业银行综合效率、纯技术效率和规模效率的微观因素进行定量分析,明确了影响商业银行效率变化的关键因素。研究结果表明2001-2009年间中国15家商业银行的综合效率总体上逐年上升,纯技术效率呈先降后升再降的特征,规模效率缓慢上升,变化不显著；全要素生产率改善且提高的主要动力是技术进步；未来提升银行效率水平的主要途径是降低经营成本、提高盈利能力和提升资产质量。
[Abstract]:In recent years, due to the comprehensive influence of the financial environment at home and abroad, the competition of China's banking industry is increasingly intensified. In order to win in the fierce competition, the key is to improve the core competitiveness of commercial banks. Efficiency is the central embodiment of the core competitiveness of banks. The analysis of bank efficiency is helpful for commercial banks to take measures to improve management, optimize resource allocation and realize effective management. The main contents of this paper are as follows: first, aiming at the problem that the traditional DEA model does not satisfy the problem that the decision making unit is in the same external environment, In this paper, a non-parametric model of bank efficiency evaluation based on panel data is proposed. The model is applied to analyze the comprehensive efficiency, pure technical efficiency and scale efficiency of the evaluated bank in the study interval from the static point of view. Secondly, aiming at the problem of technical progress and scale efficiency change index of traditional Malmquist index FGNZ decomposition mode, this paper uses Malmquist index Rd decomposition mode to calculate the total factor productivity of the evaluated bank. This paper analyzes the intertemporal evolution of the efficiency of Chinese commercial banks from a dynamic point of view. Thirdly, this paper uses the stochastic effect Tobit model to quantitatively analyze the microcosmic factors that affect the comprehensive efficiency, pure technical efficiency and scale efficiency of Chinese commercial banks, and clarifies the key factors that affect the efficiency of commercial banks. The results show that from 2001 to 2009, the overall efficiency of 15 commercial banks in China has been increasing year by year, the pure technical efficiency has the characteristics of first decreasing and then descending, and the scale efficiency is rising slowly, but the change is not significant. The main driving force for the improvement of total factor productivity is technological progress, and the main way to improve the efficiency of banks in the future is to reduce operating costs, improve profitability and improve asset quality.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224

【参考文献】