基于DEA方法的国内商业银行经营效率评价研究

发布时间：2018-04-22 04:25

本文选题：商业银行 + 经营效率　；参考：《福建农林大学》2017年硕士论文

【摘要】：在我国的经济体系中,商业银行是整个体系的核心力量,在推动全国GDP增长中扮演着至关重要的角色。当前,随着第三方支付、P2P贷款模式、余额宝、京东白条、阿里小贷等互联网金融的迅猛发展,加上互联网+、大数据分析技术的深度发展和民营银行的设立,中国传统的商业银行面临着前所未有的市场竞争压力,银行的市场份额、盈利能力、产品品牌等方面都受到了严峻挑战。而且,同现代新型企业相比,国内传统商业银行还存在体量偏大、应对市场速度偏慢等问题,如何在经济新常态下,提升商业银行经营效率和市场竞争能力是当前银行业关注的焦点。本文通过对国内外银行经营效率研究方法的梳理,在汲取前人研究成果的基础上,选用非参数法的数据包络分析(DEA)方法(投入导向和产出导向),对目前国内主要商业银行的经营效率进行实证分析和研究。本文的研究样本选取了我国16家商业银行,涵盖了国内主要的大型国有商业银行、股份制银行和城市商业银行。同时根据DEA方法要求,以银行总资产、员工总数、营业费用作为商业银行投入,以总存款、总贷款、中间业务收入、利息收入、净利润作为商业银行产出,数据来源于16家商业银行2014年到2016年的年报公开数据。通过实证研究,本文发现近年来我国商业银行经营效率达到了较高的水平,分类别看,五大国有商业银行的经营效率明显优于其他银行,股份制银行经营效率次之,城市商业银行最末。本文进一步剖析了国内商业银行经营效率差异的影响因素,通过归纳分析,认为影响国内商业银行经营效率差异的因素主要有银行的产权结构、资产配置能力、产品创新能力和银行的人力资源质量等。最后,本文根据实证研究和因素分析结果,就如何提升商业银行经营效率,对不同经营效率水平的商业银行分别提出了对策和建议,对经营效率较低的国内商业银行给出了大力发展中间业务、拓展客户网络、坚持走特色经营路线三点对策,对经营效率较高的国内商业银行提出了进一步强化风险管理和资产管理、打造互联网金融生态圈,加强银行人才培育等四点建议。
[Abstract]:In China's economic system, commercial banks are the core force of the whole system, and play a vital role in promoting the national GDP growth. At present, with the rapid development of Internet finance such as the third-party payment P2P loan model, Yu'e Bao, JingDong's white slips, and Ali's small loans, coupled with the deep development of the Internet, big data's analytical technology and the establishment of private banks, China's traditional commercial banks are facing unprecedented market competition pressure, the market share, profitability, product brand and other aspects of the banks have been severely challenged. Moreover, compared with modern new-type enterprises, domestic traditional commercial banks still have some problems, such as large volume, slow market speed, and so on. How to deal with the new normal state of economy? Improving the efficiency of commercial banks and market competitiveness is the focus of the banking industry. In this paper, by combing the research methods of banking efficiency at home and abroad, on the basis of the previous research results, The data Envelopment Analysis (DEAA) method of non-parametric method (input-oriented and output-oriented) is used to analyze and study the operational efficiency of major commercial banks in China. In this paper, 16 commercial banks in China are selected, including major state-owned commercial banks, joint-stock banks and urban commercial banks. At the same time, according to the requirements of DEA method, the total assets, employees and operating expenses of commercial banks are taken as inputs, and the total deposits, loans, intermediate business income, interest income and net profits are taken as the output of commercial banks. Data from 16 commercial banks from 2014 to 2016 annual report published data. Through empirical research, this paper finds that the operating efficiency of commercial banks in China has reached a higher level in recent years. In terms of categories, the operating efficiency of the five state-owned commercial banks is obviously superior to that of other banks, followed by the operation efficiency of joint-stock banks. City Commercial Bank is the last one. This paper further analyzes the influencing factors of the operational efficiency difference of domestic commercial banks. Through the induction and analysis, the author thinks that the main factors that affect the operational efficiency differences of domestic commercial banks are the property right structure of the banks, the ability of asset allocation. Product innovation ability and human resource quality of bank. Finally, according to the results of empirical research and factor analysis, this paper puts forward some countermeasures and suggestions on how to improve the management efficiency of commercial banks with different operating efficiency levels. For domestic commercial banks with low operating efficiency, three countermeasures are put forward to develop intermediary business, expand customer network, and stick to the characteristic management line. This paper puts forward four suggestions for domestic commercial banks with high operating efficiency, such as further strengthening risk management and asset management, building Internet financial ecological circle and strengthening the cultivation of bank talents.
【学位授予单位】：福建农林大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.33;F830.42

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