中国商业银行高利润的帕累托效率分析

发布时间：2018-06-20 18:58

本文选题：商业银行 + 帕累托效率　；参考：《天津财经大学》2012年硕士论文

【摘要】：金融危机对银行业的影响是双刃性的,对中国银行业不例外,既有机遇也有挑战,但是目前看来对中国金融业的机遇是大于挑战的,因为在全球金融遭受重创的情况下,中国金融业一枝独秀的保持了较高的增长能力,中国商业银行的高利润业绩使得中国金融业在全球金融市场大放光彩。然而恰恰正是因为这一奇特的现象引发了众多学者对中国商业银行利润效率的关注。本文以中国商业银行利润效率为研究对象,在对国内外相关研究成果归类梳理的基础上,用随机前沿方法(SFA)构建了以商业银行资本价格,人力资产价格以及可贷资金和非利息收入作为投入变量和产出变量的超越对数函数,利用frontier4.1软件分析了14家商业银行的利润帕累托效率,同时也以动态效率理论为基础运用Malmquist指数分析了利润的动态效率。通过定量分析得出几点结论：第一、商业银行利润效率与其利润存在很大的反差；第二、商业银行利润效率因结构的不同存在较大差异；第三、虽然效率水平整体呈现上升趋势,但与最优水平相比存在一定的漏出。在对结论进一步分析的基础上发现商业银行高利润支撑因素主要有三个方面：第一是市场结构,依靠垄断地位和未完全开放市场获得便利与保护,体现了市场结构的保护效率；第二是盈利模式,依靠利差保护和规模保护确保了利润,体现了模式效率；第三是投机因素,金融监管滞后的短期投机效率支撑商业银行在政策限制下仍能获得部分高利润。在对支撑因素分析的过程中发现金融全球化,利率市场化等金融市场环境变化下使得上述商业银行的支撑因素将不可持续,进而说明商业银行高利润对应的效率是存在问题的,据此本文从转变盈利模式,拓展国际化发展,提升服务质量,完善风险管理机制等方面提出相应对策以实现商业银行利润帕累托效率改进。
[Abstract]:The impact of the financial crisis on the banking sector is double-edged, and it is no exception to the Chinese banking industry. There are both opportunities and challenges. But at present, the opportunities for the Chinese financial industry are greater than the challenges, because in the context of the global financial industry being severely hit, China's financial sector has maintained a high growth capacity, and the high profit performance of Chinese commercial banks has made the Chinese financial industry shine in the global financial market. However, it is precisely because of this strange phenomenon that many scholars pay attention to the profit efficiency of Chinese commercial banks. This paper takes the profit efficiency of Chinese commercial banks as the research object, on the basis of classifying the relevant research results at home and abroad, using the stochastic frontier method (SFAA) to construct the capital price of commercial banks. The price of human assets, loanable capital and non-interest income are regarded as the transcendental logarithmic functions of input and output variables, and the profit Pareto efficiency of 14 commercial banks is analyzed by using frontier4.1 software. On the basis of dynamic efficiency theory, the dynamic efficiency of profit is analyzed by using Malmquist index. Through quantitative analysis, several conclusions are drawn: first, the profit efficiency of commercial banks is very different from their profits; second, the profit efficiency of commercial banks is different because of the different structure; third, Although the efficiency level as a whole shows an upward trend, but there is a certain leakage compared with the optimal level. On the basis of further analysis of the conclusions, it is found that there are three main supporting factors for high profits of commercial banks: first, market structure, which relies on monopoly position and incomplete open market to obtain convenience and protection, embodies the efficiency of market structure protection; The second is profit mode, which relies on the protection of spread and scale to ensure profits, which reflects the efficiency of the model. The third is speculative factor. The short-term speculative efficiency of financial supervision lags behind to support commercial banks to obtain part of high profits under policy constraints. In the process of analyzing the supporting factors, it is found that the financial globalization, interest rate marketization and other financial market environment will make the supporting factors of the above commercial banks unsustainable, which further shows that there are problems in the efficiency corresponding to the high profits of the commercial banks. Based on this, this paper puts forward the corresponding countermeasures from the aspects of transforming profit mode, expanding international development, improving service quality and perfecting risk management mechanism in order to realize the improvement of profit Pareto efficiency of commercial banks.
【学位授予单位】：天津财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

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