基于超效率DEA模型的商业银行经营绩效及其影响因素研究
发布时间：2018-10-12 17:41
【摘要】：2007年以来,我国经济步入下行周期,并且在利率市场化改革的双重夹击下,一路高歌前行的商业银行遇到了发展中的重要转折点。商业银行面对新的市场环境和迎面而来的重重冲击,如何在日益激烈的竞争环境中保持良好的盈利能力、营运能力和持续发展能力,全面提升经营绩效已经成为广泛关注的焦点。本文在对商业银行经营绩效相关理论及测度方法研究的基础上,选取较为成熟的测度方法,即超效率DEA模型对我国16家上市银行经营绩效进行测度研究,通过对超效率技术值的观察得出:从时间轴看,我国上市银行的经营绩效近年来呈现波动中上升的趋势,由2007年的0.79增长到2015年的1.00,增长了 25.76%;从横截面看,不同类型商业银行的经营绩效水平存在差别,超技术效率最高的为北京银行,超技术效率值为2.49,最低的为华夏银行,仅为0.47。在此基础上通过对影响商业银行经营绩效的因素进行理论分析,选取相关指标构造多元线性回归模型,以探究不同指标变量对银行经营绩效的影响,结果显示:(1)中间业务收入占比与经营绩效呈现显著正向相关关系;(2)成本收入比与经营绩效呈现显著负向相关关系;(3)GDP、资产规模、不良贷款率与银行经营绩效不存在显著相关关系。(4)对银行分类回归分析发现:中间业务收入占比对不同类型的银行均表现出显著正相关关系,而资产规模与成本收入比对于不同类型的银行经营绩效具有不同的影响。文章最后根据我国上市银行经营绩效的特征与影响因素的研究,提出针对性政策建议:(1)建立健全商业银行绩效评价体系,实现市场有效监测分析;(2)加快业务创新、适应转型发展,大力发展中间业务;(3)增强市场定位,在综合化经营的基础上加强特色化经营发展。
[Abstract]:Since 2007, China's economy has stepped into a downward cycle, and under the double attack of market-oriented interest rate reform, the commercial banks have encountered an important turning point in the development. Facing the new market environment and the oncoming impact, commercial banks how to maintain good profitability, operation ability and sustainable development ability in the increasingly fierce competitive environment. Overall improvement of business performance has become the focus of widespread concern. On the basis of the research on the theories and measurement methods of commercial banks' operating performance, this paper selects a more mature measurement method, that is, super-efficiency DEA model, to measure the performance of 16 listed banks in China. By observing the technical value of super-efficiency, it is concluded that the operating performance of listed banks in China has shown an upward trend in recent years, from 0.79 in 2007 to 1.00 in 2015. The operating performance level of different types of commercial banks is different. The bank of Beijing has the highest super-technical efficiency, the super-technical efficiency is 2.49, and the lowest is Huaxia Bank, which is only 0.47. On this basis, through the theoretical analysis of the factors affecting the performance of commercial banks, select relevant indicators to construct multiple linear regression model to explore the impact of different index variables on the performance of commercial banks. The results show that: (1) the proportion of intermediate business income is significantly positively correlated with operating performance; (2) the ratio of cost to income is significantly negatively correlated with operating performance; (3) the scale of GDP, assets. There is no significant correlation between non-performing loan ratio and bank operating performance. (4) the classification regression analysis of banks found that the proportion of intermediate business income to different types of banks showed significant positive correlation. However, the ratio of asset size to cost-income has different effects on the performance of different types of banks. Finally, based on the study of the characteristics and influencing factors of the performance of listed banks in China, the paper puts forward some suggestions: (1) to establish and improve the performance evaluation system of commercial banks, to realize the effective monitoring and analysis of the market; (2) to speed up business innovation. To adapt to the transformation and development, to develop intermediary business vigorously; (3) to strengthen market positioning and strengthen the development of special management on the basis of comprehensive management.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
，
本文编号：2267020
[Abstract]:Since 2007, China's economy has stepped into a downward cycle, and under the double attack of market-oriented interest rate reform, the commercial banks have encountered an important turning point in the development. Facing the new market environment and the oncoming impact, commercial banks how to maintain good profitability, operation ability and sustainable development ability in the increasingly fierce competitive environment. Overall improvement of business performance has become the focus of widespread concern. On the basis of the research on the theories and measurement methods of commercial banks' operating performance, this paper selects a more mature measurement method, that is, super-efficiency DEA model, to measure the performance of 16 listed banks in China. By observing the technical value of super-efficiency, it is concluded that the operating performance of listed banks in China has shown an upward trend in recent years, from 0.79 in 2007 to 1.00 in 2015. The operating performance level of different types of commercial banks is different. The bank of Beijing has the highest super-technical efficiency, the super-technical efficiency is 2.49, and the lowest is Huaxia Bank, which is only 0.47. On this basis, through the theoretical analysis of the factors affecting the performance of commercial banks, select relevant indicators to construct multiple linear regression model to explore the impact of different index variables on the performance of commercial banks. The results show that: (1) the proportion of intermediate business income is significantly positively correlated with operating performance; (2) the ratio of cost to income is significantly negatively correlated with operating performance; (3) the scale of GDP, assets. There is no significant correlation between non-performing loan ratio and bank operating performance. (4) the classification regression analysis of banks found that the proportion of intermediate business income to different types of banks showed significant positive correlation. However, the ratio of asset size to cost-income has different effects on the performance of different types of banks. Finally, based on the study of the characteristics and influencing factors of the performance of listed banks in China, the paper puts forward some suggestions: (1) to establish and improve the performance evaluation system of commercial banks, to realize the effective monitoring and analysis of the market; (2) to speed up business innovation. To adapt to the transformation and development, to develop intermediary business vigorously; (3) to strengthen market positioning and strengthen the development of special management on the basis of comprehensive management.
【学位授予单位】：南京大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33
，
本文编号：2267020
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