我国城市商业银行效率评价及影响因素分析

发布时间：2018-02-03 01:07

本文关键词： 城商行 DEA效率影响因素 Tobit模型　出处：《华东政法大学》2014年硕士论文　论文类型：学位论文

【摘要】：近几十年，我国城商行在监管机构引导和地方政府的支持下不断改革创新，已经逐步走上快速发展和稳健经营的道路，但是随着经济金融环境日益复杂，市场竞争日趋激烈，我国城商行将面临诸多挑战。一方面是巴塞尔协议Ⅲ对银行业资本管制要求越来越严格，另一方面是利率市场化改革、人民币国际化、民营资本以及外资快速涌入资本市场，使得银行业信贷市场空间越来越小，此外互联网金融的快速发展，对我国银行业传统业务提出了更大的挑战。而同业竞争的进一步加剧，不得不使城商行更加重视起自己的管理水平和经营效率，因此对我国城商行的经营效率及影响因素进行评估分析，对其今后经营管理和良好发展具有重要的参考价值和借鉴意义。本文首先介绍了国内外有关银行效率及其影响因素的文献综述，并提出了现有研究的不足，然后比较分析了测算银行效率的传统法和前沿法，并重点介绍了DEA模型和Malmquist生产率指数，之后又对我城商行的发展现状和面临的问题进行了总结。在实证分析方法上选择的是投入导向型的DEA模型对我国43家城商行效率进行了测算，并从不同角度对城商行效率进行了分析，又运用Malmquist指数从动态角度对我国城商行技术效率变化进行了评估。最后发现我国城商行整体技术效率并不高，且各个银行之间的差异比较复杂。在此基础上，本文以所得的城商行技术效率为因变量，选取了影响银行效率的多种个体因素，运用Tobit模型对此进行了实证分析，发现银行规模、外资参与、资本充足率、总资产收益率以及创新能力与银行技术效率呈正相关关系，不良贷款率与技术效率负相关，但是影响并不显著，，这与城商行近几年不断剥离不良贷款有关。最后，根据前面得出的结论，结合经济形势、市场行情以及城商行发展现状提出相应的政策建议。本文认为，我国城商行应当保持适度的规模扩张，明确市场定位，合理引进外资，加强自身风险控制，寻找多种渠道补充资本金，更要提高自身的经营管理水平和创新能力，从而提高经营效率和综合竞争力以应对愈加激烈的市场竞争和复杂的金融环境，更好地为我国中小企业和地方经济发展提供金融服务。
[Abstract]:In recent decades, under the guidance of the regulatory agencies and local government support, the city commercial banks in our country have been on the road of rapid development and steady operation, but with the increasingly complex economic and financial environment. Market competition is becoming more and more fierce, Chinese city commercial banks will face a lot of challenges. On the one hand, Basel III has more and more strict requirements for capital control of banking, on the other hand, interest rate marketization reform, RMB internationalization. The rapid influx of private capital and foreign capital into the capital market makes the banking credit market space smaller and smaller, in addition to the rapid development of Internet finance. It poses a greater challenge to the traditional banking business of our country. However, the further aggravation of the interbank competition makes the city commercial bank pay more attention to its own management level and management efficiency. Therefore, it is of great reference value and significance to evaluate and analyze the management efficiency and influencing factors of the city commercial banks in our country, which is of great reference value for its future management and good development. This paper first introduces the literature review of bank efficiency and its influencing factors at home and abroad, and points out the shortcomings of the existing research, and then compares and analyzes the traditional and frontier methods for measuring bank efficiency. The DEA model and Malmquist productivity index are introduced in detail. After that, the paper summarizes the development status and problems of our city commercial banks. In the empirical analysis method, we choose the input-oriented DEA model to measure the efficiency of 43 city commercial banks in our country. And from different angles to analyze the efficiency of urban commercial banks. Malmquist index is also used to evaluate the change of technical efficiency of city commercial banks in China from the dynamic point of view. Finally, it is found that the overall technical efficiency of city commercial banks in China is not high. And the differences between banks are complex. On this basis, this paper takes the technical efficiency of city commercial banks as dependent variables, selects a variety of individual factors that affect the efficiency of banks, and uses Tobit model to make empirical analysis and find out the scale of banks. Foreign capital participation, capital adequacy ratio, total return on assets and innovation ability have a positive correlation with the technical efficiency of banks, non-performing loan ratio and technical efficiency negative correlation, but the impact is not significant. This with the city of commercial banks in recent years to divest non-performing loans. Finally, according to the previous conclusions, combined with the economic situation, the market situation and the current situation of the development of the city commercial bank put forward corresponding policy recommendations. This paper believes that our city commercial banks should maintain a moderate scale of expansion. Clear market positioning, reasonable introduction of foreign capital, strengthen their own risk control, look for a variety of channels to supplement capital, but also to improve their management and innovation. In order to deal with the increasingly fierce market competition and the complex financial environment, we can improve the management efficiency and comprehensive competitiveness, and provide better financial services for the small and medium-sized enterprises and local economic development of our country.
【学位授予单位】：华东政法大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F832.33

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