基于国际化经营视角的我国商业银行效率研究

发布时间：2018-10-29 14:26

【摘要】：随着世界经济一体化和金融全球化的深入发展，商业银行作为金融体系的核心，其国际化经营已经成为不可逆转的潮流。效率，是经济学研究的核心问题之一，也是衡量银行竞争力的重要指标，效率的提高对于推动银行的可持续发展至关重要。因此，研究如何在国际化经营过程中实现商业银行效率的提升具有十分重要的现实意义。而我国商业银行目前正处于国际化经营的重要阶段，更加需要处理好国际化经营与效率之间的关系。本论文以我国商业银行的国际化经营与银行效率为研究对象，试图在理论研究的基础上通过实证分析的方法从国际化经营的视角来探讨我国商业银行的效率问题，以期为我国商业银行在国际化经营中实现效率的提高提出有用的建议。理论方面，首先从研究的背景和意义出发，介绍了国内外相关研究状况；其次，在阐述了商业银行国际化的内涵和理论依据的基础上，描述并分析了我国商业银行国际化经营的现状；第三，对效率及商业银行效率的内涵和进行了界定，并介绍了银行效率的几种分析方法；最后，详细阐述了商业银行国际化经营对银行效率产生影响的途径。实证方面，本文主要分为两部分。首先，利用基于数据包络法的Malmquist指数对我国2004-2011年间14家商业银行的效率值进行了测度，在选取样本时区分了参与国际化经营和未参与或初步参与国际化经营两类银行，并对二者的效率值进行了对比分析，结果发现前者的平均效率值要高于后者，通过对Malmquist指数的分解发现技术进步指数对银行业效率的贡献率较高；然后，本文以Malmquist指数作为商业银行效率的考察指标，通过建立模型实证分析了我国商业银行的国际化经营对效率的影响，结果表明：国际化经营确实对银行的效率具有重要的影响。其中，，海外资产占比和海外净利息收入占比均与银行效率呈显著负相关关系，这说明，国际化经营中单纯的规模扩张和对传统业务的过度依赖会对银行效率产生消极影响；而海外利润占比则与银行效率存在显著正相关关系，这表明国际化经营中盈利能力的提升对银行效率具有积极作用。文章的最后根据相关理论研究和实证分析，从规模、创新、业务和风险四个方面为我国商业银行通过国际化经营实现效率的提升提出了政策建议。
[Abstract]:With the development of world economic integration and financial globalization, commercial banks as the core of the financial system, its international operation has become an irreversible trend. Efficiency is one of the core problems in economic research, and it is also an important index to measure the competitiveness of banks. The improvement of efficiency is very important to promote the sustainable development of banks. Therefore, it is of great practical significance to study how to improve the efficiency of commercial banks in the process of internationalization. The commercial banks of our country are now in an important stage of international operation, so it is more necessary to deal with the relationship between internationalization and efficiency. This thesis takes the internationalization management and the bank efficiency of our country commercial bank as the research object, attempts to discuss the efficiency problem of our country commercial bank through the method of empirical analysis on the basis of theoretical research. In order to improve the efficiency of our commercial banks in international operation, some useful suggestions are put forward. In theory, first of all, from the background and significance of the research, introduced the domestic and foreign related research situation; Secondly, on the basis of expounding the connotation and theoretical basis of the internationalization of commercial banks, this paper describes and analyzes the present situation of international management of commercial banks in China. Third, the connotation and definition of efficiency and efficiency of commercial banks are defined, and several analysis methods of efficiency of banks are introduced. Finally, the ways of influencing the efficiency of banks by international operation of commercial banks are elaborated in detail. Empirical aspects, this paper is divided into two parts. First of all, using the Malmquist index based on the data envelopment method, this paper measures the efficiency of 14 commercial banks in China from 2004 to 2011, and distinguishes the two types of banks from participating in international operation and not participating in or initially participating in international operation when selecting samples. The results show that the average efficiency value of the former is higher than that of the latter, and the technical progress index has a higher contribution rate to the banking efficiency through the decomposition of the Malmquist index. Then, this paper takes the Malmquist index as an index to investigate the efficiency of commercial banks, and empirically analyzes the impact of the international operation of commercial banks on the efficiency through the establishment of a model. The results show that: international operation does have an important impact on the efficiency of banks. Among them, the proportion of overseas assets and net interest income are negatively correlated with bank efficiency, which indicates that the simple scale expansion and over-dependence on traditional business will have a negative impact on bank efficiency. The proportion of overseas profits has a significant positive correlation with the efficiency of banks, which indicates that the enhancement of profitability plays a positive role in the efficiency of banks. Finally, according to the relevant theoretical research and empirical analysis, the paper puts forward some policy recommendations for the efficiency improvement of Chinese commercial banks through international operation from four aspects: scale, innovation, business and risk.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33

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