基于数据包络分析法（DEA）的中国上市商业银行经营效率研究

发布时间：2018-01-13 13:34

本文关键词：基于数据包络分析法（DEA）的中国上市商业银行经营效率研究　出处：《辽宁大学》2014年硕士论文　论文类型：学位论文

【摘要】：在金融全球化背景下，随着金融管制的放松以及金融创新的发展，我国的商业银行面临来自国外和国内竞争对手的双重竞争。同时，2013年7月20日，我国利率市场化进程进一步推进，全面放开了对贷款利率的管制。面对这样的背景，商业银行不得不调整原有的经营战略，重新进行市场定位，抓住机遇，，战胜挑战，提高竞争力。本文首先回顾了国内外学者对商业银行经营效率研究的文献，其次简要介绍了商业银行经营效率的含义及测度方法，分析了不同方法的优缺点并加以比较。之后运用定性分析法从宏观、中观、微观三个方面分析了影响上市商业银行经营效率的因素，同时运用数据包络分析法（DEA）分析了16家上市商业银行的经营效率，分析时间段为2010年至2012年。分析结果发现除交通银行外的4家国有控股商业银行处于规模报酬递减阶段，且其经营效率与股份制商业银行相比较低；而各家股份制商业银行发展状态各不相同，发展较好的是中信银行、光大银行和民生银行，这3家上市商业银行均存在技术效率、纯技术效率和规模效率，而平安银行处于规模报酬递增的阶段，华夏银行也是如此；上市的城市商业银行发展态势较好，北京银行和宁波银行存在技术效率、纯技术效率和规模效率，且规模报酬不变，南京银行处在规模报酬递增阶段。最后一章关于提高上市商业银行经营效率提出了几点对策建议：一是合理控制经营规模；二是加强对金融创新的重视程度，提高员工质量；三是重视中间业务的发展；四是加强对上市商业银行的合理合规监管。
[Abstract]:Under the background of financial globalization, with the financial deregulation and the development of financial innovation, China's commercial banks are facing double competition from foreign and domestic competitors. At the same time, in July 20, 2013, to further promote the marketization of interest rate, the full liberalization of the loan interest rate regulation. Under such a background, the commercial banks have to adjust the original business strategy, accurate market positioning, seize opportunities and overcome challenges, improve competitiveness.
This paper first reviews the research on the efficiency of commercial bank management literature on domestic and foreign scholars, followed by a brief introduction to the definition and measure the efficiency of commercial banks, analyzes the advantages and disadvantages of different methods were compared. After using the method of qualitative analysis from the macro, meso, three aspects of the factors affecting the operational efficiency of listed commercial banks the micro view, while the use of data envelopment analysis (DEA) analysis of 16 listed commercial banks operating efficiency analysis, the period is from 2010 to 2012. The analysis results show that the 4 state-owned commercial banks in addition to the bank at the stage of decreasing returns to scale, and the operating efficiency is low compared with joint-stock commercial banks; while the joint-stock commercial bank development status is different, better development of the CITIC Bank, China Everbright Bank and Minsheng Bank, the 3 listed commercial banks have technical efficiency Rate of pure technical efficiency and scale efficiency, and Ping An Bank in increasing returns to scale stage, so is the Huaxia Bank; the development trend of city commercial banks listed on the good, Beijing bank and Ningbo Bank of technical efficiency, pure technical efficiency and scale efficiency, and constant returns to scale, the Bank of Nanjing in the last stage of increasing returns to scale. The chapter on improving the listed commercial bank management efficiency and put forward some suggestions: one is the reasonable control of the scale of operation; the two is to strengthen the importance of financial innovation, improve the quality of employees; the three is of great importance to the development of the intermediate business; the four is to strengthen the reasonable regulation of listed commercial banks.

【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F832.33

【参考文献】