基于DEA方法的在华外资银行经营效率探析

发布时间：2018-04-27 00:37

本文选题：外资银行 + 运营效率　；参考：《西南财经大学》2014年硕士论文

【摘要】：2001年12月11日,中国正式加入WT0,外资商业银行进入中国金融市场的速度不断加快,与中资商业银行竞争与合作也不断扩大。据中国银行业协会提供的资料显示,截至2012年12月末,共有来自49个国家和地区的银行在华设立了42家法人、95家分行和197家代表处,包括外资银行支行在内的营业网点已达到900家。外资银行在华经营取得积极进展,经营规模、客户数量和服务能力均得到良好发展。外资银行在华主营业务领域除传统的信贷业务外,还涉及中小企业融资、大宗商品贸易、资产管理、托管和清算服务等。一些外资银行已经获批开展借记卡业务,下一步外资银行拓展的重点应是信用卡业务。一部分外资独立法人银行提出A股上市及发行次级债的要求,以谋求在中国的长远发展。这些都表明了众多外资银行随着入世和中国的不断开放,已经并正在通过不懈努力积极地进入并参与中国经济和金融生活。由于中国已加入WTO,从长远来看,根据市场准入制度和国民待遇原则,外资银行在中国的境况将会改变。在区域限制上,中国最终将消除地理限制,对外资银行进行全面开放。在机构设置上,将会有越来越多的外国银行及其分支机构进入中国,建立起一个商业网络。范围的业务上,外资银行与国内本土银行--中资银行将享受同样的待遇,即国民待遇。但是,外资银行对国内市场环境还需适应,缺乏广泛的客户资源,市场份额少,很长一段时间都还会受到政策的制约以及中资银行迅速发展形成的强大竞争。在华外资银行的发展对我国银行发展具有积极的意义。首先,外资银行发展带来的“鲶鱼效应”促进了中资银行金融服务水平的提高,服务品种的增加,也降低了国内银行因垄断而得以维持的高利润和高运营成本。其次,外资银行在我国的发展既为我国经济增长引入所需资金,还在一定程度上弥补国内储蓄的不足,改善我国资源配置,促进我国经济增长。再次,在华外资银行为中资银行发展还带来了技术创新。本文是研究外资银行在中国的经营效率。本文通过结合外资银行自身的特点,分别选择了非前沿分析法中的财务指标分析法和前沿分析法中的数据包络分析(DEA)法对选出的29家外资银行2009-2012年的经营效率(运营效率、纯技术效率和规模效率)进行实证分析,并根据实证结果进行细化分析,从而为外资银行的进一步发展提出笔者的建议,这些建议也对中资银行的发展有一定的启示作用。全文主要分为七个章节：第一章绪论。本章主要是介绍本文的研究背景和意义、国内外研究现状、研究方法、基本框架和文章的创新点与不足之处。第二章为本章是在华外资银行发展状况与SWOT分析。本章首先介绍了外资银行在中国的发展历程。然后,从地域、客户和业务范围三方面分别了阐述了外资银行在华发展的现状。最后,对外资银行现有的发展情况进行分析,主要利用SWOT分析来评价其发展的优势和不足与外部发展机会与威胁。第三章商业银行经营的效率及其评价理论。这一章主要介绍了效率的经济涵义以及商业银行效率的定义。然后介绍了几种关于效率测度的相关理论,包括规模报酬不变的效率理论、规模报酬不变的效率理论和X-效率理论,通过这些理论的介绍,为后面的外资银行经营效率分析做好准备。第四章为在华外资银行经营效率评价模型。本章主要是对下一章的实证研究做理论准备。主要是确定外资银行效率研究的方法,笔者分别选择了非前沿分析法中的财务指标分析法和前沿分析法中的数据包络分析(DEA)法。其中财务分析法主要从安全性、流动性、盈利性和可持续发展能力四个维度进行分析；DEA方法则选择了投入定向的CCR-I模型和BCC-I模型。最后根据外资银行自身情况分别对两种方法的评价指标进行选择。第五章为在华外资银行经营效率的实证分析。本章首先进行了实证研究的数据准备,介绍了样本银行的选取,相应指标数据的来源,笔者选择了在华经营的29家外资银行作为研究对象。利用财务分析法对各家外资银行的整体运营进行分析,从安全性、流动性、盈利性和可持续发展能力四个角度进行描述性分析,对外资银行的整体运营有初步的评价。然后用DEA方法的CCR-I模型和BCC-I模型分别测度了运营效率、纯技术效率和规模效率。对各个效率进行对比分析,找出相对有效的外资银行。根据以上实证结果进行对比分析,得出相应的分析结论。第六章为提升在华外资银行经营效率的建议。本章充分结合上一章节中外资银行效率的分析结果,提出提升在华外资银行经营效率的建议,所给建议对中资银行的发展也可以提供参考。第七章为本文的总结和展望。本章是对本文研究结果的总结以及对未来研究的展望。本文先是通过财务分析法,对安全性、流动性、盈利性和可持续发展能力四个维度的分析,发现外资银行在不断适应中国金融环境的过程中,在华员工规模不断增长、发展企业客户周期缩短、产品和服务逐渐多元化,都在竞争中不断提高了经营效率。其中,德意志银行保持较好发展,苏格兰皇家银行银行相对最差。本文再使用DEA方法,所得实证结果可以看出,摩根大通银行、东方汇理银行、华商银行3家外资银行在2010年到2012年都保持在相对最优的经营组合上。就运营效率来看,2012年相对2009年有所提高,说明外资银行的整体运营逐渐优化。就纯技术效率来看,2010年到2012年,样本外资银行的整体纯技术效率保持在较高的水平上,说明外资银行在科学信息、管理技术等方面使用上有较好的表现。就规模效率来看,2009年规模效率为1的外资银行有2家,平均规模效率值为0.539,2009到2012年间每年都有提升,其中2010年有较大幅度的提升,到2012年,有6家外资银行规模效率值为1的外资银行有6家,平均规模效率值达到了0.898,达到了一个比较高的水平。本文搜集了29家外资银行的相关数据,分别利用财务分析法和数据包络分析(DEA)方法对外资银行的效率做出了较为深入和全面的研究。但由于各家外资银行数据较难获得,且统计口径不太一致,只选择了29家外资银行2009-2012年数据,不能很好的反应外资行效率的纵向变化趋势。并且,由于笔者的经历和知识有限,没有利用更多方法进行研究。此外,由于各指标的具体价格信息无法获得,本文无法求出各外资银行的成本效率,所以只能测度一定的经营效率。希望在今后的研究中,能够搜集更加全面的数据,利用多种方法来客观综合评价。
[Abstract]:In December 11, 2001, China formally joined the WT0, the speed of foreign commercial banks entering the Chinese financial market was accelerating, and the competition and cooperation with Chinese commercial banks continued to expand. According to the information provided by the Chinese Banking Association, as of the end of 12 2012, there were 42 legal persons and 95 banks in China from 49 countries and regions. Branches and 197 representative offices, including branches of foreign banks, have reached 900 outlets.
Foreign banks have made positive progress in China's operation, the scale of operation, the number of customers and the service ability. In addition to the traditional credit business, foreign banks also involve small and medium-sized enterprise financing, commodity trade, asset management, trusteeship and clearing services. Some foreign banks have been approved to carry out debit cards. The next step of foreign bank expansion should be credit card business. Some foreign independent legal person banks put forward the requirements of the A stock market and the issuance of subordinated debt to seek long-term development in China. These all indicate that many foreign banks have been actively entering into the world and China, and are actively entering through unremitting efforts. And participate in China's economic and financial life.
Since China has joined the WTO, in the long run, according to the market access system and the principle of national treatment, the situation of foreign banks in China will change. In the area of regional restrictions, China will eventually eliminate geographical restrictions and open up foreign banks in an all-round way. There will be more and more foreign banks and their branches entering the institution. China will set up a business network. The scope of business, foreign banks and domestic banks, Chinese banks will enjoy the same treatment, that is, national treatment.
However, foreign banks need to adapt to the domestic market environment, lack a wide range of customer resources, and have less market share. For a long time, the foreign banks will be restricted by the policy and the strong competition formed by the rapid development of Chinese banks.
The development of foreign banks in China has positive significance to the development of China's banks. First, the "catfish effect" brought by the development of foreign banks has promoted the improvement of the financial service level of the Chinese banks, the increase of the service variety and the high profit and high operating cost maintained by the domestic banks because of monopoly. Secondly, the foreign banks are in me The development of China has not only introduced the necessary funds for the economic growth of our country, but also made up for the shortage of domestic savings to some extent, improved the allocation of China's resources and promoted the economic growth of our country.
In this paper, the operating efficiency of foreign banks in China is studied. By combining the characteristics of foreign banks, this paper selects the financial index analysis method in the non frontier analysis method and the data envelopment analysis (DEA) method of the frontier analysis method to the 29 Foreign Banks selected for 2009-2012 years (operating efficiency, pure technical efficiency and regulation). Based on the empirical analysis, the paper makes a detailed analysis on the basis of the empirical results, and puts forward the author's suggestions for the further development of foreign banks. These suggestions also have some inspiration for the development of Chinese banks.
The full text is divided into seven chapters.
The first chapter is introduction. This chapter mainly introduces the background and significance of the research, the research status at home and abroad, the research methods, the basic framework and the innovation points and shortcomings of the article.
The second chapter is the development and SWOT analysis of foreign banks in China. This chapter first introduces the development process of foreign banks in China. Then, the development status of foreign banks in China is expounded from three aspects of region, customer and business scope. Finally, the development of foreign banks is analyzed, mainly using SWOT points. To analyze the advantages and disadvantages of development and external development opportunities and threats.
The third chapter is the efficiency and evaluation theory of commercial banks. This chapter mainly introduces the economic meaning of efficiency and the definition of commercial bank efficiency. Then it introduces several related theories about efficiency measurement, including the efficiency theory of scale return, the efficiency theory of scale return and X- efficiency theory, through these theories. The introduction is to prepare for the analysis of the efficiency of foreign banks.
The fourth chapter is the evaluation model of the management efficiency of foreign banks in China. This chapter is mainly about the theoretical preparation of the empirical research in the next chapter. The main is to determine the methods of the efficiency of foreign banks. The author chooses the financial index analysis method and the data envelopment analysis (DEA) method in the non frontier analysis method respectively. In this chapter, the financial analysis is analyzed. The method is mainly analyzed from four dimensions of security, liquidity, profitability and sustainable development. The DEA method selects the CCR-I model and the BCC-I model of the investment orientation. Finally, the evaluation indexes of the two methods are selected according to the situation of the foreign banks themselves.
The fifth chapter is an empirical analysis of the operating efficiency of foreign banks in China. This chapter first carried out the data preparation of the empirical study, introduced the selection of sample banks, and the source of the corresponding index data. The author chose 29 foreign banks operating in China as the research object. From the four aspects of security, liquidity, profitability and sustainable development, this paper makes a descriptive analysis of the overall operation of foreign banks, and then uses the CCR-I model and BCC-I model of the DEA method to measure the operation efficiency, pure technical efficiency and scale efficiency respectively. Effective foreign banks. Based on the above empirical results, we make a comparative analysis and draw corresponding conclusions.
The sixth chapter is to improve the efficiency of foreign banks in China. This chapter fully combines the results of the analysis of the efficiency of foreign banks in the last chapter, and puts forward some suggestions to improve the efficiency of foreign banks in China, and the suggestions can also provide reference for the development of Chinese banks.
The seventh chapter is the summary and Prospect of this article. This chapter is a summary of the research results and a prospect for future research.
This paper first analyzes the four dimensions of security, liquidity, profitability and sustainable development through the analysis of financial analysis. It is found that in the process of continuous adaptation to the Chinese financial environment, foreign banks have increased their employees' scale, shorten the cycle of their customers, and gradually diversify their products and services. Among them, Deutsche Bank maintained better development, and Royal Bank of Scotland was the worst.
In this paper, the DEA method is used. The empirical results show that 3 foreign banks, Morgan Chase Bank, orient bank and China Merchant Bank, have been maintained on a relatively optimal portfolio from 2010 to 2012. In terms of operational efficiency, in 2012, the overall operation of foreign banks was gradually optimized. In terms of efficiency, from 2010 to 2012, the overall pure technical efficiency of the sample foreign banks remained at a high level, indicating that foreign banks had better performance in the use of scientific information and management technology. In terms of scale efficiency, there were 2 foreign banks with a scale of 1 in 2009, with an average scale efficiency of 0.5392009 to 2012 years. Every year, there has been a promotion. In 2010, there was a significant improvement. By 2012, there were 6 foreign banks with 6 foreign banks' scale efficiency of 1, and the average scale efficiency reached 0.898, reaching a higher level.
In this paper, the relevant data of 29 foreign banks are collected, and the efficiency of foreign banks is thoroughly and comprehensively studied by means of financial analysis and data envelopment analysis (DEA). However, because the data of foreign banks are difficult to obtain, and the statistical caliber is not consistent, only the data of 29 foreign banks have been selected for 2009-2012 years. In addition, because the specific price information of each index can not be obtained, this paper can not find the cost efficiency of each foreign bank, so we can only measure a certain operating efficiency. I hope to study in the future. In the research, we can collect more comprehensive data and use various methods to objectively and comprehensively evaluate.

【学位授予单位】：西南财经大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.3

【参考文献】