基于网络DEA方法的我国商业银行效率研究

发布时间：2018-01-08 00:08

本文关键词：基于网络DEA方法的我国商业银行效率研究　出处：《福州大学》2014年硕士论文　论文类型：学位论文

【摘要】：近年来,伴随着改革的推进和金融管制的进一步放松,中国银行业取得了巨大的发展。商业银行作为我国银行业的主体部分,在经济发展的进程中扮演着重要角色,其效率的高低成为影响整个国民经济的发展水平的重要因素。准确而客观地评价商业银行效率,分析其效率的高低,进而探索中国银行业的改革途径,具有十分重要的理论价值和现实指导意义。在对商业银行效率评价的研究中,主要用到的有传统DEA. DEA-Malmquist、 SE-DEA等方法。但是,运用这些方法对商业银行效率进行评价时,仅仅视其为“黑箱”,并未考虑其经营子过程,评价较为粗略,无法真正找出其效率低下的根源。针对以上不足,本文通过对商业银行经营理论的系统学习,结合我国商业银行的具体经营情况,将我国商业银行的经营过程划分为资金筹措、资金营运和资金盈利三个前后相继的子过程,然后依据指标体系的构建原则合理地选取商业银行的投入产出指标,并在此基础上,分别建立了基于规模报酬不变和规模报酬可变的假设下的网络DEA模型,对我国2005年至2012年商业银行效率进行全面评价研究,研究结果表明：我国商业银行技术水平不高,从整体的角度来讲,股份制商业银行和城市商业银行平均技术效率要高于国有商业银行,并且股份制商业银行技术效率无效主要由纯技术无效所引起的,国有商业银行和城市商业银行技术无效主要由规模无效所导致的；从各个阶段的角度来讲,在资金筹措阶段,股份制银行技术效率要优于城市商业银行和国有商业银行,并且国有商业银行表现最差；在资金营运阶段,国有商业银行和城市商业银行均高于股份制商业银行；在资金盈利阶段,三类商业银行盈利能力差异不大；股份制商业银行各个阶段技术效率无效主要也是由纯技术无效引起的；国有商业银行各个阶段的技术无效主要由规模无效造成的；城市商业银行在资金筹措阶段的技术无效主要由规模无效引起,在资金盈利阶段的技术无效主要由纯技术无效造成,在资金营运阶段则由纯技术无效和规模无效共同作用导致的；从系统的角度看,决定商业银行技术效率高低的关键在于其资金筹措阶段技术效率的有效程度。据此,本文提出了以下的对策建议：合理控制规模；优化自身组织结构；进一步深化银行业改革；加快商业银行金融创新和技术进步。
[Abstract]:In recent years, with the further reform and the relaxation of financial regulation, China banking industry has achieved great development. Commercial banks as the main part of Chinese banking industry, plays an important role in the process of economic development, its efficiency has become an important factor affecting the level of development of the entire national economy. Accurate the objective evaluation of the efficiency of commercial banks, analysis of its efficiency, and then explore the ways to reform Chinese banking industry, has a very important theoretical value and practical significance. In the evaluation of the efficiency of commercial banks, mainly used in the traditional DEA. DEA-Malmquist, SE-DEA and other methods. However, the use of these methods to evaluate the efficiency of commercial banks, just as "black box", did not consider the business process, the evaluation is more rough, can not really find the root source of low efficiency. In view of the above Insufficient, through the study on the theory of commercial bank management system, combined with the specific business of commercial banks in China, divides the business process of China's commercial banks for financing, capital operation and capital gains of three successive processes, and then based on the principles of constructing the reasonable selection of commercial bank's input-output index index system, and on this basis, respectively established constant returns to scale and variable returns to scale under the assumption of the network based on the DEA model, conducts the research to our country from 2005 to 2012, a comprehensive evaluation of the efficiency of commercial banks, the results of the study show that: the technology level of China's commercial banks is not high, from the overall perspective, the joint-stock commercial banks city commercial banks and the average technical efficiency is higher than that of state-owned commercial banks and joint-stock commercial banks is mainly composed of technical efficiency pure technical invalid by the country Commercial banks and city commercial banks is mainly composed of technical inefficiency caused by the invalid scale; from various stages of perspective, in the financing stage, joint-stock banks' technical efficiency is better than that of city commercial banks and state-owned commercial banks and state-owned commercial banks, the worst performance in the capital; operation stage, the state-owned commercial banks and city commercial banks were higher than that of joint-stock commercial banks in the capital; profitable stage, three kinds of commercial bank profitability difference; joint-stock commercial banks in each stage is mainly composed of pure technical efficiency is invalid invalid due to various stages of technology; the state-owned commercial bank technology is mainly composed of invalid scale inefficiency; city commercial banks to raise funds in the stage of technology is invalid mainly by the scale inefficiency caused in the capital gain stage technical inefficiency is mainly composed of pure technical inefficiency, in operating funds The stage of pure technology and scale is the result of joint action is invalid; from the point of view of system, effectively determines the key technology efficiency of commercial banks in the financing stage of technical efficiency. Accordingly, this paper puts forward some countermeasures and suggestions as follows: reasonable control of the scale; optimize its organizational structure; to further deepen the reform of the banking sector commercial bank; speeding up financial innovation and technological progress.

【学位授予单位】：福州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224.0;F832.33

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