基于DEA和HLM相结合的中国商业银行效率研究

发布时间：2018-11-24 10:34

【摘要】：商业银行的效率反应了银行的经营绩效和竞争能力，体现了一国的金融业发展水平，更对一国的经济发展起着重要的作用。所以，它一直是学者研究的热点问题，也是银行经营管理者十分重视的问题。我国商业银行虽然已经取得了不小的成就，但是跟国外优秀银行相比，还是存在一些问题，使得我国商业银行效率低下。特别是加入世界贸易组织以后，外国银行进入我国，使得银行业竞争更加激烈，所以，提高我国商业银行效率具有重要意义。本文在通过对国内外研究文献进行梳理、对关于商业银行效率的一定理论知识进行阐述之后，选取了我国14家商业银行2001至2010年的数据，利用数据包络分析法（DEA）测算了它们的技术效率、纯技术效率和规模效率，并针对测算结果分析了技术效率和规模效率。结果表明，我国商业银行中，四大国有银行的纯技术效率高于股份制银行，但其技术效率与规模效率要低于股份制银行，而股份制银行内部表现也是参差不齐，比如民生银行、浦发银行等表现较好，广东发展银行、交通银行表现则差强人意。在测得我国商业银行效率之后，本文进一步利用近几年学术界比较新颖的多层线性模型来测度商业银行效率的影响因素。把利用DEA模型测得的三种效率作为因变量，把选取的资产占比、不良贷款率、存贷比、资产费用率、产权结构、中间业务收入比和资产收益率等七个影响商业银行效率的自身因素作为自变量，利用多层线性模型测算出了结果。结果表明，不良贷款率、资产收益率对商业银行效率的影响最为显著，存贷比和产权结构对商业银行效率有一定影响，，其它三个影响因素则不显著。最后，根据模型的研究结果，本文相应地提出了提升我国商业银行效率的策略，包括调整产权结构、加强中间业务等。
[Abstract]:The efficiency of commercial banks reflects the performance and competitiveness of banks, reflects the level of financial development of a country, and plays an important role in the economic development of a country. Therefore, it has always been a hot topic for scholars, and it is also a very important issue for bank managers. Although China's commercial banks have made great achievements, there are still some problems compared with foreign excellent banks, which make our country's commercial banks inefficient. Especially after joining the World Trade Organization, foreign banks enter into our country, which makes the competition of banking more intense. Therefore, it is of great significance to improve the efficiency of commercial banks in our country. After combing the domestic and foreign research literature and expounding some theoretical knowledge about the efficiency of commercial banks, this paper selects the data of 14 commercial banks from 2001 to 2010. The technical efficiency, pure technical efficiency and scale efficiency are calculated by using data Envelopment Analysis (DEA), and the technical efficiency and scale efficiency are analyzed based on the results. The results show that the pure technical efficiency of the four state-owned banks in China is higher than that of the joint-stock banks, but its technical efficiency and scale efficiency are lower than those of the joint-stock banks, and the internal performance of the joint-stock banks is also uneven, such as Minsheng Bank. Pudong Development Bank and other performance is good, Guangdong Development Bank, Bank of Communications performance is unsatisfactory. After measuring the efficiency of commercial banks in China, this paper further uses the new multi-layer linear model in recent years to measure the influencing factors of the efficiency of commercial banks. Taking the three kinds of efficiency measured by DEA model as dependent variables, taking the proportion of selected assets, the ratio of non-performing loans, the ratio of deposit to loan, the rate of asset cost and the structure of property right as dependent variables, As independent variables, seven factors affecting the efficiency of commercial banks, such as the income ratio of intermediate business and the rate of return on assets, are used to calculate the results by using the multilayer linear model. The results show that the ratio of non-performing loans and the rate of return on assets have the most significant influence on the efficiency of commercial banks, the ratio of deposit to loan and the structure of property rights have some influence on the efficiency of commercial banks, while the other three factors are not significant. Finally, according to the research results of the model, this paper puts forward corresponding strategies to improve the efficiency of commercial banks in China, including adjusting the structure of property rights, strengthening the intermediary business and so on.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F224

【参考文献】