商业银行中间业务效率及影响因素研究

发布时间：2018-09-14 07:45

【摘要】：自2008年次贷危机引发的全球金融海啸以来,商业银行受到越来越严格的管理。不断提高的资本充足率要求,使得银行在开展传统信贷业务时,可贷资金越来越少。另外，外资银行的全面进入引致银行业更加激烈的竞争,利率市场化改革政策的出台，“金融脱媒”现象的出现，无疑都使得商业银行面临着存贷利差的减少代理的挑战,致使传统利润创造方式的盈利性大大缩减。在传统盈利模式越来越受到限制的情况下，中间业务成为重要的利润来源。然而我国商业银行中间业务由于起步晚，存在着管理规范性差、创新性不足等问题，与国际先进水平存在着较大的差距。因此,研究商业银行中间业务的效率和影响其发展的因素、发现我们商业银行中间业务发展中的问题，成为当前背景下,银行从业者需要关心的重要问题之一。本文首先除了针对中间业务做了概念上的阐述外，重点对关于影响银行中间业务发展因素的文献加以回归和总结，并对关于中间业务及银行效率的研究模型和方法加以介绍。在此基础上,搜集全国23家上市及非上市商业银行2007年到2012年六年的数据,根据中间业务收入百分比处理投入变量，，优化传统投入—产出变量，以使DEA模型中的变量得以匹配，从而对这23家商业银行中间业务的整体效率加以打分，通过DEA模型和Malmquist指数方法测算静态和动态的中间业务效率。接着根据银行性质进行聚类，比较了不同类型银行之间的中间业务效率情况，及各自的发展趋势。随后，本文利用DEA模型测算的效率值为被解释变量，运用Eviews6.0软件建立Tobit回归模型，试图从微观层面上找出影响商业银行中间业务效率的因素，评估各因素对于中间业务的影响程度，希望借此能够为金融机构相关工作者提供一定的参考，制定相应的中间业务发展改革计划。
[Abstract]:Since the global financial tsunami triggered by the subprime mortgage crisis in 2008, commercial banks have been more and more strictly managed. The increasing capital adequacy requirement makes banks have less and less loanable funds in the traditional credit business. In addition, the full entry of foreign banks leads to more fierce competition in the banking sector, the introduction of the policy of market-oriented interest rate reform and the appearance of the phenomenon of "financial disintermediation", which undoubtedly make commercial banks face the challenge of reducing the interest margin between deposit and loan. As a result, the profitability of the traditional way of profit creation is greatly reduced. Under the condition that the traditional profit mode is more and more restricted, the intermediate business becomes the important profit source. However, due to the late start of the intermediate business of commercial banks in China, there are some problems, such as poor management standards, insufficient innovation and so on, and there is a big gap with the international advanced level. Therefore, studying the efficiency of intermediary business of commercial banks and the factors influencing its development, and finding out that the problems in the development of intermediary business of our commercial banks have become one of the important problems that the banking practitioners need to pay attention to in the current background. In addition to the conceptual elaboration of intermediate business, this paper focuses on the regression and summary of the literature on the factors affecting the development of intermediate business in banks, and introduces the research models and methods of intermediate business and banking efficiency. On this basis, we collect the data of 23 listed and unlisted commercial banks from 2007 to 2012, deal with input variables according to the percentage of intermediate business income, optimize the traditional input-output variables, so that the variables in the DEA model can be matched. Thus, the overall efficiency of the intermediate business of these 23 commercial banks is graded, and the static and dynamic intermediate business efficiency is measured by DEA model and Malmquist index method. Then, according to the nature of bank clustering, the paper compares the efficiency of intermediate business between different types of banks and their development trends. Then, using the efficiency value of DEA model as explained variable, using Eviews6.0 software to establish Tobit regression model, this paper tries to find out the factors that affect the efficiency of commercial bank intermediate business from the micro level. In order to evaluate the influence of various factors on intermediary business, we hope to provide some reference for the relevant workers of financial institutions and formulate the corresponding reform plan for the development of intermediate business.
【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.2

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