基于DEA以及Malmquist指数的我国商业银行效率研究

发布时间：2018-10-16 16:49

【摘要】：对于效率的研究既是经济学的核心问题，同时也是当今我国商业银行改革中所重点关注的课题。而商业银行作为一个国家经济体系中最重要的金融机构之一，无论是在在证券市场还是在整个经济体系中都占据着举足轻重的地位。而商业银行效率是商业银行在经营业务中，其投入与产出或者说是成本与收益之间的对比关系。对于研究商业银行效率的意义主要有两个方面：第一，作为金融业的支柱，商业银行的效率反映的是商业银行业的经营与资源利用情况。而商业银行的稳固和发展对我国金融业的发展具有重要意义。对于商业银行自身来说,其效率的高低与否不仅直接关系着银行自身的发展，而且也是商业银行自身竞争力的直接表现，同时也是商业银行自身实现资源优化配置和防范金融风险的核心。所以，商业银行效率对于银行业的发展与稳定、银行自身核心竞争力的提高、经营风险的降低以及经济增长的促进都具有重要意义。第二，作为国民经济晴雨表的商业银行与一个国家的国民经济发展具有密切关系。国家金融监管机构通过对商业银行效率的分析，可以从中了解商业银行的资源利用程度，并针对此制定出相关金融监管法规，这些有利于资源在商业银行业内部得到有效配置和利用。在对我国商业银行效率效率研究的文献中，开始时主要运用了效率前沿分析法，分析了商业银行的所有权以及市场结构等方面内容。在方法和模型的选择上也是多运用非参数数据包络分析法以及参数随机前沿分析法两种方法。数据包络分析法主要侧重于投入要素的技术效率和规模效率方面，，旨在将生产系统的技术方面完善到最优状态；随机前沿分析法主要侧重于投入要素的利润效率以及成本效率，其旨在将生产系统地经济方面完善到最优。根据对现有文献的研究，本文发现存在一些尚待完善和优化的地方，主要有：第一，在商业银行属性上笼统地定性其的性质和功能，多是将商业银行局限在企业层面，这就容易造成在指标的选取上不能完整地反映银行的特有性质。第二，研究学者在定义效率概念和类别时分歧较多，甚至有些研究没有将效率的内涵讲清楚。第三，有些文献在使用数据包络分析法研究效率的时候，容易将原本所测得的相对效率值盲目地用在跨期比较上来。基于以上原因，在认真阅读并分析了国内外有关银行效率的研究文献，同时考虑了数据的可获得性、样本银行的代表性和可比性等因素，分析了影响我国商业银行效率的因素，采用了Tobit回归模型进行实证研究。之后选取了我国13家商业银行作为研究样本，分别运用DEA方法和Malmquist指数对我国商业银行做了比较，分析了自2004年至2010年以来我国商业银行的技术效率、纯技术效率以及规模效率变化趋势及差距情况。研究结果表明：造成我国国有商业银行技术效率下降的主要因素是国有银行具有无效的规模效率；与此同时，我国国有商业银行还存在着规模报酬下降的趋势，而在股份制商业银行之中则同时存在着不变的规模报酬或是递增的规模报酬现象。具体地说，制约我国商业银行发展的主要问题是业务收入大多为较单一的存款与贷款利息之差，中间业务与表外业务的所占比重较小以及在技术创新方面能力较弱，不利于促进效率的提高；国有商业银行更是由于受制于体制和机制原因，缺乏先进性的经营管理理念以及对高层次人才的引进和培养。同时，本文也提出了一些建议：在技术问题方面主要是对先进信息技术的开发利用，同时要注重引进和培养高层次人才；在配置问题方面着力强化对经营业务产品的创新同时逐渐加大对金融风险的防范和控制力度；在规模问题方面，商业银行要根据自身的特点灵活地制定出适合自身发展的战略目标，适时地规划经营规模，同时对内部管理结构以及人才应用上进行改进和优化。
[Abstract]:The research of efficiency is not only the core issue of economics, but also the focus of our country's commercial bank reform. As one of the most important financial institutions in a country's economic system, the commercial bank plays an important role in the securities market or the whole economic system. The efficiency of commercial banks is the contrast between the input and output of commercial banks and the cost and income. There are two main ways to study the efficiency of commercial banks: First, as the pillar of the financial industry, the efficiency of commercial banks reflects the operation and resource utilization of commercial banks The stability and development of commercial banks is of great importance to the development of China's financial industry To the commercial bank itself, the efficiency is not only directly related to the development of the bank itself, but also the direct performance of the commercial bank's own competitiveness, and it is also the commercial bank's own realization of the resource optimization configuration and the prevention of financial risk Therefore, the efficiency of commercial banks is important to the development and stability of the banking industry, the improvement of the core competitiveness of the banks, the reduction of operational risks and the promotion of economic growth Meaning: Second, as a barometer of national economic barometer, commercial banks and a national economic development tool There is a close relationship. Through the analysis of the efficiency of the commercial banks, the state financial supervision institutions can understand the level of utilization of the resources of the commercial banks, and formulate relevant financial supervision regulations for the commercial banks, which are beneficial to the efficient use of resources inside the commercial bank industry. Configuration and utilization. In the literature on the efficiency efficiency of commercial banks in our country, the efficiency frontier analysis method was used to analyze the ownership of commercial banks and the market. In the selection of methods and models, the non-parametric data envelopment analysis method and the parameters are also used in the selection of the method and the model The data envelopment analysis mainly focuses on the technical efficiency and scale efficiency of the input factors, and aims at perfecting the technology of the production system to the optimal state, and the stochastic frontier analysis mainly focuses on the profit of the input element. Efficiency and cost efficiency, designed to systematically pass production According to the research of the existing literature, this paper finds that there are some areas that are still to be improved and optimized. Commercial banks are limited at the enterprise level, which can be easily caused by the choice of indicators Land preparation reflects the specific nature of the bank. Second, the researchers disagree over the definition of efficiency concepts and categories, and even some research There is no clear meaning of efficiency. Third, some documents tend to easily compare the relative efficiency values that were originally measured when using the data envelopment analysis method to study the efficiency Based on the above reasons, the research literature on bank efficiency at home and abroad is carefully read and analyzed, and the factors such as availability of data, representativeness and comparability of sample banks, etc. are taken into account. The factors affecting the efficiency of commercial banks in China are analyzed, and T By using DEA method and Malmquist index to compare our commercial banks, the technical efficiency and pure technical efficiency of commercial banks in China since 2004 to 2010 were analyzed. The research results show that the main factor contributing to the decline of technical efficiency of state-owned commercial banks is the inefficient scale efficiency of state-owned banks; meanwhile, China's state-owned commercial banks Commercial banks also have a tendency to decline in scale, while in a joint-stock commercial bank, there is no In particular, the main problem that restricts the development of commercial banks in China is that the business income is mostly the difference between the single deposit and the loan interest, the proportion of the intermediate business and the external business is small, The weak ability of state-owned commercial banks is not conducive to the promotion of efficiency, but the state-owned commercial banks are also limited by the institutional and institutional reasons, and the lack of advanced management At the same time, the paper also puts forward some suggestions on the development of advanced information technology in the aspect of technology. At the same time, we should pay more attention to the introduction and cultivation of high-level talents; in the aspect of allocation, we should strengthen the innovation of business products and gradually increase the prevention and control of financial risks; in the aspect of scale, commercial banks should flexibly formulate themselves according to their own characteristics The strategic objective of development, the scale of business planning and operation, and the management of internal pipes at the same time
【学位授予单位】：重庆师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

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