我国农村商业银行的效率评价及其影响因素分析

发布时间：2018-04-12 22:33

本文选题：农村商业银行 + 技术效率　；参考：《暨南大学》2014年硕士论文

【摘要】：本文选取了我国15家农村商业银行作为研究对象，运用数据包络分析（DEA方法），对其技术效率、纯技术效率和规模效率进行了研究，比较方式包括横向的静态效率比较、纵向的动态效率比较、按东、中、西部经济区域划分的效率比较以及按资产规模划分的效率比较，发现（1）农商行在2011年机构数骤然增加时，整体农商行纯技术效率与规模效率提高且处於规模报酬递减的机构数下降，但随后的2012年呈现出整体效率下降，规模报酬递减机构数上升的趋势，这说明银行扩充的部分资本存在运营效率低，从而对农商行的效率产生负面影响；（2）农商行目前受纯技术效率影响较大；（3）东部、中部区域的农商银的技术效率处於较高水平，且处於较为稳定状态，而西部区域农商行的技术效率普遍较低，且其技术效率波动较大；（4）大型农商行技术效率比中小型农商行技术效率略高，在市场竞争加剧时，中小型农商行纯技术效率反应更加灵敏，，且中小型农商行更具有规模效率。然后本文采用Tobit回归对农村商业银行自身效率的影响因素进行分析，发现技术效率与市场份额显著负相关、与存贷比显著正相关、与成本耗费显著负相关、与资产收益率显著正相关、与创新能力显著正相关。进而提出提高效率的建议：保持合理市场份额，加强资源配置能力，增强银行盈利能力，提高银行金融创新能力。
[Abstract]:In this paper, 15 rural commercial banks in China are selected as the research objects, and their technical efficiency, pure technical efficiency and scale efficiency are studied by using DEA method of data Envelopment Analysis. The comparison includes horizontal static efficiency comparison.The vertical dynamic efficiency comparison, according to the efficiency comparison of the east, middle and west economic regions and the efficiency by assets scale, found that the number of agricultural firms increased sharply in 2011.The pure technical efficiency and scale efficiency of agribusiness as a whole have increased and the number of institutions in the decline of returns on scale has decreased, but the overall efficiency has declined and the number of declining institutions of diminishing returns of scale has increased in 2012.This shows that some of the capital expanded by banks has low operating efficiency, which has a negative impact on the efficiency of agribusiness banks. 2) the agribusiness banks are now greatly affected by pure technical efficiency.) in the east, the technical efficiency of agribusiness banks in the central region is at a higher level.The technical efficiency of large agribusiness banks is slightly higher than that of small and medium-sized agribusiness banks, and when the market competition intensifies, the technical efficiency of large agribusiness banks is lower than that of small and medium-sized agribusiness firms, and the technical efficiency of agricultural and commercial banks in the western region is generally low, and the technical efficiency of large agribusiness banks fluctuates greatly.The pure technical efficiency of small and medium agribusiness is more sensitive, and small and medium-sized agribusiness is more scale-efficient.Then this paper uses Tobit regression to analyze the influencing factors of rural commercial banks' own efficiency, and finds that technical efficiency is negatively correlated with market share, deposit / loan ratio, cost and cost.It has significant positive correlation with return on assets and innovation ability.Then it puts forward some suggestions to improve efficiency: to maintain reasonable market share, to strengthen the ability of resource allocation, to enhance the profitability of banks, and to improve the ability of bank financial innovation.
【学位授予单位】：暨南大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F832.35

【参考文献】