商业银行经营效率优化研究

发布时间：2018-04-26 06:38

本文选题：商业银行业务 + 效率　；参考：《天津大学》2014年硕士论文

【摘要】：本文的研究目的是优化商业银行经营效率,主要从两个方面进行研究,一是研究商业银行三大业务的经营状况,二是将ZSG-DEA模型运用于优化商业银行内部资源配置效率。在商业银行业务经营状况的研究中,本文选择了5家国有商业银行和8家股份制商业银行为样本。首先根据2009-2013年各银行的财务报表分析了它们的资产业务、负债业务和中间业务,并进行了单个银行不同业务对比、银行之间业务比较以及纵向比较。然后介绍了传统DEA模型,根据现有的研究构建了投入产出指标体系,以投入导向的BCC模型和C2R模型测量了资产业务、负债业务和资产负债整体业务的技术效率和综合效率,并综合运用了横向对比和纵向对比分析。研究结果表明我国商业银行的发展主要依靠传统存贷款,业务品种单一,创新能力较差。最后根据上述分析提出商业银行这三种业务存在的问题及相关建议。本文从银行不同业务的角度出发研究如何提升经营效率,银行效率的提升还可以从改进投入产出的角度出发。因此第二个研究重点在此基础进行了更深入的探讨,尝试将ZSG-DEA模型运用到银行内部资源再分配中。以某国有商业银行的20个支行为样本,运用ZSG-DEA模型对各支行进行资源再分配,形成新的DEA有效边界,得出了投入资源配置方案。最后用BCC模型进行检验,发现新的资源投入方案提升了所有支行的效率。
[Abstract]:The purpose of this paper is to optimize the operational efficiency of commercial banks, mainly from two aspects, one is to study the three major business of commercial banks, the other is to apply the ZSG-DEA model to optimize the efficiency of internal resource allocation of commercial banks. In the study of the business operation of commercial banks, this paper chooses 5 state-owned commercial banks and 8 joint-stock commercial banks as samples. Based on the financial statements of each bank for 2009-2013, this paper analyzes their asset, liability and intermediate business, and compares the different business of individual bank, the comparison of business between banks and the vertical comparison. Then it introduces the traditional DEA model, constructs the input-output index system according to the existing research, and measures the technical efficiency and the comprehensive efficiency of the asset business, the liability business and the whole asset-liability business by using the input-oriented BCC model and the C2R model. And comprehensive use of horizontal contrast and longitudinal contrast analysis. The research results show that the development of commercial banks in China mainly depends on traditional deposits and loans, the business variety is single, and the innovation ability is poor. Finally, according to the above analysis, the problems and related suggestions of these three kinds of business of commercial banks are put forward. This paper studies how to improve the operational efficiency from the point of view of different banking business, and the bank efficiency can also be improved from the point of view of input-output. Therefore, the second research focuses on this basis, try to apply the ZSG-DEA model to the redistribution of resources within the bank. Taking 20 branches of a state-owned commercial bank as a sample, the ZSG-DEA model is used to redistribute the resources of each branch to form a new efficient boundary of DEA, and the scheme of investment resource allocation is obtained. Finally, the BCC model is used to test and find that the new resource input scheme improves the efficiency of all branches.
【学位授予单位】：天津大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F830.42

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