中国商业银行经营效率实证研究

发布时间：2018-05-07 03:04

本文选题：商业银行 + 经营效率　；参考：《辽宁大学》2014年博士论文

【摘要】：在经济金融全球化的国际背景下，金融业的对外开放和融入国际社会的程度也进一步加深。商业银行是金融体系的重要经济主体，其经营和发展不仅要受到全球化背景的影响，而且其经营绩效的结果关系到国民经济发展的命脉。而对商业银行业绩评价逐渐集中在效率研究上，银行业效率的高低将会直接影响我国整个金融体系的运行效率，而且也会对经济运行的有效性和经济资源的最终配置效率产生影响。近年来金融界和学术界已将对商业银行效率的研究视为一个重点课题，研究内容包括：我国商业银行效率的现状如何？影响我国商业银行效率的因素有哪些？应该如何提升我国商业银行的经营效率？这些都是我国银行业面临的一系列问题，而本文正是从这些问题出发，从银行效率测度和影响效率因素两个角度对我国商业银行进行研究。在借鉴国内外研究成果的基础上，本文的研究从以下几个方面展开：（1）根据目前银行效率研究的主流方向——前沿效率视角，对银行经营效率进行界定，并给出经营效率测度的非参数方法。然后依此对我国2007至2012年商业银行的经营效率测度，并分析了银行的投入冗余和产出不足问题，以及银行规模与经营效率的关系分析。（2）在近几年关于如何提高我国银行效率的讨论热潮中，产权结构和市场结构是两个重要因素。而这两个关键因素对银行经营效率产生影响时并不是相互独立的，产权结构对银行所产生的激励约束作用与市场结构所形成的行业竞争性有关；竞争性的市场结构可以促进产权结构的完善，垄断性的市场结构则限制产权结构的作用发挥。因此本文基于双重视角将产权结构和市场结构结合起来分析其对银行经营效率的影响。（3）银行在内部经营上存在个体差异，，从而其经营效率也会产生不同，本文从实证上也考虑了内部结构因素对银行经营效率的影响。（4）在上述实证研究结果的基础上从宏观经济环境、市场竞争环境、产权激励约束环境以及银行经营的内部结构上提出提升我国银行经营效率的政策建议。在研究方法上，本文将定性分析与定量分析相结合，多方面多视角分析经营效率的影响因素以求对我国银行经营效率进行全面的研究，并在以下方面进行了创新：（1）在对银行经营效率测度时，将风险因素考虑在内，体现银行与一般企业的不同。（2）对银行经营效率的影响因素分析时，采用了一个新的分析框架，首先利用DEA一阶段效率值分析产权、市场结构等环境影响因素对效率的影响，然后利用三阶段DEA模型剔除环境因素对银行经营效率的影响，对效率进行再测度，进而考虑商业银行内部经营因素对效率的影响，这与其他研究中直接对影响因素作回归分析是不同的。
[Abstract]:In the international background of economic and financial globalization, the degree of financial industry opening to the outside world and integration into the international community has also deepened. Commercial bank is an important economic subject in the financial system. Its operation and development are not only affected by the background of globalization, but also the result of its management performance is related to the lifeblood of national economic development. On the other hand, the performance evaluation of commercial banks is gradually focused on the study of efficiency, and the efficiency of the banking industry will directly affect the operational efficiency of the entire financial system of our country. It will also have an impact on the efficiency of economic operation and the final allocation of economic resources. In recent years, the research on the efficiency of commercial banks has been regarded as a key topic in the financial and academic circles. The research contents include: what is the current situation of the efficiency of commercial banks in China? What are the factors that affect the efficiency of commercial banks in China? How to improve the operational efficiency of commercial banks in China? These are a series of problems faced by China's banking industry, and this paper studies the commercial banks of our country from the perspective of the measurement of bank efficiency and the factors affecting efficiency. On the basis of the domestic and foreign research results, this paper starts the research from the following aspects: 1) according to the mainstream direction of bank efficiency research-frontier efficiency perspective, the paper defines the banking operation efficiency. The nonparametric method for measuring the operational efficiency is also given. Then the paper measures the operational efficiency of commercial banks in China from 2007 to 2012, and analyzes the problems of input redundancy and insufficient output of banks. Analysis of the relationship between Bank size and Operation efficiency in recent years, property right structure and market structure are two important factors in the discussion of how to improve banking efficiency in China. However, these two key factors are not independent of each other when they affect the efficiency of bank management. The incentive and restraint effect of property right structure on banks is related to the industry competitiveness formed by market structure. The competitive market structure can promote the perfection of the property right structure, while the monopoly market structure limits the function of the property right structure. Therefore, this paper combines the property right structure with the market structure to analyze the influence of the property right structure and the market structure on the operation efficiency of the banks. (3) there are individual differences in the internal management of the banks, so the operating efficiency of the banks will also be different. This paper also considers the influence of internal structure factors on the efficiency of bank management. (4) on the basis of the above empirical research results, from the macroeconomic environment, market competition environment, In terms of the incentive and constraint environment of property right and the internal structure of bank management, some suggestions are put forward to improve the efficiency of bank management in China. In terms of research methods, this paper combines qualitative analysis with quantitative analysis, and analyzes the influencing factors of operational efficiency from many aspects and multiple perspectives in order to conduct a comprehensive study on the operational efficiency of banks in China. And in the following aspects of innovation: 1) when measuring the operational efficiency of banks, taking risk factors into account and reflecting the differences between banks and ordinary enterprises, we adopt a new analytical framework. Firstly, the paper analyzes the effect of environmental factors such as property right, market structure and other environmental factors on efficiency by using DEA one-stage efficiency value. Then, the three-stage DEA model is used to eliminate the environmental factors' influence on the efficiency of banks, and then to re-measure the efficiency. And then consider the influence of internal management factors on efficiency, which is different from other studies in the direct regression analysis of influencing factors.
【学位授予单位】：辽宁大学
【学位级别】：博士
【学位授予年份】：2014
【分类号】：F832.33

【参考文献】