基于DEA方法的我国商业银行经营效率研究

发布时间：2018-05-06 13:52

本文选题：商业银行 + 数据包络分析(DEA)　；参考：《西南财经大学》2014年硕士论文

【摘要】：银行业作为国家整个金融体系的中流砥柱,起着服务实体经济促进国家经济健康发展的重要作用。测度和评价商业银行的经营效率及其变化是有意义的。效率,简而言之,即所得与所费的比例关系,其根本含义是既定投入下最大产出或者既定产出下最小投入。到目前,国内外学者对数据包络分析(DEA)方法进行不断探索和改进,并以此对我国商业银行的经营效率分析做出诸多贡献。然而,在投入、产出指标的选取上还没有一致认可的观点,得出的结论也不尽相同。另一方面,我国银行业同业间及来自行业外的竞争都愈加激烈,各银行的效率不断变化。所以本文采用最新的数据(2007-2012年)对我国商业银行的经营效率(技术效率、纯技术效率、规模效率及技术超效率)进行实证研究。此外,本文将商业银行核心资本排名与本文通过DEA方法得出的技术超效率值结合起来综合分析,找出了“既大又强”(核心资本高于平均核心资本且超效率值大于1)的商业银行即交通银行作为标杆银行,并对该银行进行了案例分析。全文共分为四个章节。第一章绪论。本章主要介绍本文的研究背景和意义,阐述了我国商业银行的重要地位、所面临的极具机遇和挑战的经济形势、金融环境等；给出了国内外研究现状,本文采用的研究方法和基本框架。第二章是我国商业银行经营效率分析方法。本章首先给出了商业银行的经营效率概念。然后阐述了财务分析方法。最后给出了DEA方法的基本模型,包括CCR、BCC以及技术超效率模型。第三章是我国商业银行经营效率的实证分析。本章首先给出了样本银行的选择,以我国21家主要商业银行代表我国商业银行。接着给出了进行DEA分析的投入产出指标。然后运用财务分析法,对我国商业银行经营发展做了统计量化实证分析。进一步地,本章利用DEA模型,对21家样本商业银行的经营效率(技术效率、纯技术效率、规模效率及技术超效率)进行比较实证分析。最后,根据技术超效率模型得出2012年21家银行的技术超效率排名。在DEA模型中,本文最终选择客户存款、平均员工人数作为投入指标,净贷款、手续费及佣金净收入作为产出指标。同时,本文将21家样本银行分为国家控股的大型商业银行、全国性的股份制商业银行以及地方性商业银行三类,并对这三类银行的经营效率进行了比较分析。第四章是案例分析。本章首先将商业银行核心资本排名与第三章通过DEA方法得出的技术超效率值结合起来综合分析,找出了“既大又强”(核心资本高于平均核心资本且超效率值大于1)的商业银行即交通银行作为标杆银行。然后,对交通银行进行了案例分析。本文可能的贡献。我国银行业同业间及来自行业外的竞争愈加激烈,各银行的经营效率不断变化。本文采用了2007-2012年最新的数据,分别采用财务分析法和DEA方法,对以我国主要商业银行为样本的我国商业银行经营效率进行了实证研究,得出了关于我国商业银行的技术效率、纯技术效率、规模效率及技术超效率的最新的相关实证结果。此外,本文将商业银行核心资本排名与本文通过DEA方法得出的技术超效率值结合起来,找出“既大又强”(核心资本高于平均核心资本且超效率值大于1)的交通银行作为标杆,并对该银行发展进行了案例分析。同时,本文利用第三章所得出的实证结果,给出了提升我国商业银行竞争力的建议。
[Abstract]:As the mainstay of the whole financial system of the country, the banking industry plays an important role in promoting the healthy development of the country's economy. It is meaningful to measure and evaluate the business efficiency and change of the commercial banks. In short, the relationship between the income and the cost is the fundamental meaning of the maximum output under the established investment. The minimum input under the established output.
At present, domestic and foreign scholars have continuously explored and improved the method of data envelopment analysis (DEA), and made a lot of contributions to the analysis of the efficiency of commercial banks in China. However, there is no consensus on the selection of output indicators and the conclusions are not the same. The competition from outside of the industry is becoming more and more intense, and the efficiency of each bank is changing. So this paper uses the latest data (2007-2012 years) to make an empirical study on the operational efficiency (technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency) of the commercial banks in China. In addition, this paper puts the core capital of commercial banks through the DEA The technical super efficiency values obtained by the method are combined together to find out the "big and strong" (the core capital is higher than the average core capital and the super efficiency value is more than 1), namely, the Bank of communications as the benchmarking bank, and has carried out a case analysis to the bank.
The full text is divided into four chapters.
The first chapter is introduction. This chapter mainly introduces the background and significance of the research, expounds the important position of the commercial banks in China, the great opportunities and challenges, the financial environment and so on, and gives the research status at home and abroad, the research method and the basic frame adopted in this paper.
The second chapter is the analysis method of the operational efficiency of commercial banks in China. This chapter first gives the business efficiency concept of commercial banks and then expounds the financial analysis method. Finally, it gives the basic model of the DEA method, including CCR, BCC and the technology super efficiency model.
The third chapter is an empirical analysis of the operational efficiency of China's commercial banks. First, the selection of sample banks is given, and 21 major commercial banks in China represent the commercial banks in China. Then the input and output indicators of the DEA analysis are given. Then, the financial analysis method is used to make a quantitative and quantitative analysis of the business development of China's commercial banks. Further, this chapter uses the DEA model to make a comparative empirical analysis of the operating efficiency (technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency) of 21 sample commercial banks. Finally, the technical super efficiency model of the 21 banks in 2012 is ranked according to the technical super efficiency model.
In the DEA model, the paper finally chooses the customer deposit, the average employee number as the input index, the net loan, the Commission and the net income as the output index. At the same time, this paper divides the 21 sample banks into the large commercial banks with state holding, the national shareholding commercial bank and the local commercial banks in three categories, and the three types of silver. The operation efficiency of the bank is compared and analyzed.
The fourth chapter is a case analysis. This chapter first combines the ranking of commercial banks' core capital with the third chapter of the technical super efficiency obtained through the DEA method, and finds out the commercial bank, which is "big and strong" (the core capital is higher than the average core capital and the super efficiency is greater than 1), namely, the Bank of communications as a benchmarking bank. A case analysis was carried out by the bank.
The possible contribution of this article. The competition between inter industry and outside of the banking industry is becoming more and more intense, and the operating efficiency of each bank is changing. In this paper, the latest data of 2007-2012 years are adopted, and the financial analysis and DEA methods are adopted to carry out an empirical study on the business efficiency of our commercial banks, which are the sample of our country's main commercial banks. The latest relevant empirical results about technical efficiency, pure technical efficiency, scale efficiency and technological super efficiency of commercial banks in China are obtained. In addition, this paper combines the core capital ranking of commercial banks with the technical super efficiency values obtained through the DEA method to find "big and strong" (core capital is higher than average core capital. " The Bank of communications is a benchmarking, and the development of the bank is analyzed. At the same time, this paper gives some suggestions to improve the competitiveness of China's commercial banks by using the empirical results from the third chapters.

【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】：F832.33;F224

【参考文献】