基于SFA方法的我国商业银行X效率研究

发布时间：2018-06-25 05:03

本文选题：SFA + 商业银行　；参考：《湘潭大学》2014年硕士论文

【摘要】：2013年1月6日，巴塞尔银行监管委员会公布了关于巴塞尔协议Ⅲ的最新修订细节。国际上银行监管的日趋严格，对目前还正在巴塞尔协议Ⅱ实施阶段的国内诸多银行来说，毫无疑问是增大了风险管理难度。我国商业银行面临资本约束越来越强，市场竞争越来越激烈的压力，因此提高银行效率成为提升核心竞争力的有效手段。在监管环境和竞争压力产生巨大变化以及计算机科技在商业银行的广泛应用的时期，商业银行应做的应对措施，比如精简机构从而使成本效率更高，转向新产品研发从而摆脱单纯依靠利差收入来源等。因而合理测度我国商业银行的效率水平，对于商业银行管理层制定合适的经营战略有很好的参考作用，具有很强的现实意义。本文以X效率理论为依据，通过建立SFA模型并运用最小二乘法和极大似然估计法估算X效率以及检验成本函数，对中国12家商业银行2001年以来的效率状况进行了有效实证检验。在投入产出指标选取上，本文采用资产法测算商业银行的X效率，其中投入指标有利息支出、固定资产净值、营业费用和人员成本，产出指标包括贷款总额、存款总额和税前利润。检验过程中对国有商业银行和股份制商业银行进行比较，结果显示中国商业银行X效率整体水平处于上升状态，但是国有商业银行X效率值整体低于股份制商业银行效率值。最后联系中国商业银行的实际在实证的基础上，有针对性地提出能够提高商业银行效率的政策建议，，包括转变存贷款营销策略，完善金融监管体制，优化国有银行产权结构和发展创新型金融产品等。在一定的理论意义和现实意义的考量下，本文的研究有利于加深我国银行业改革、提升商业银行经营效率和盈利能力。
[Abstract]:On January 6, 2013, the Basel Committee on Banking Supervision released the latest revision details of Basel III. With the increasingly strict supervision of banks in the world, there is no doubt that it is increasing the difficulty of risk management for many domestic banks which are still in the stage of implementation of Basel II. China's commercial banks are facing increasingly strong capital constraints and increasingly fierce market competition, so improving the efficiency of banks has become an effective means to enhance the core competitiveness. At a time of dramatic changes in the regulatory environment and competitive pressures and the widespread use of computer technology in commercial banks, commercial banks should take measures such as streamlining structures to make costs more efficient, Turn to new product research and development so as to get rid of relying solely on interest income sources. Therefore, the reasonable measurement of the efficiency level of commercial banks in China has a good reference role for the management of commercial banks to formulate appropriate management strategy, and has a strong practical significance. Based on the theory of X efficiency, by establishing SFA model and using the least square method and maximum likelihood estimation method to estimate X efficiency and test cost function, this paper makes an effective empirical test on the efficiency of 12 commercial banks in China since 2001. In the selection of input-output indicators, this paper uses the assets law to measure the X efficiency of commercial banks, in which the input indicators include interest expenditure, net fixed assets, operating expenses and personnel costs, and the output indicators include the total amount of loans. Total deposits and pre-tax profits. The comparison between state-owned commercial banks and joint-stock commercial banks shows that the overall level of X efficiency of Chinese commercial banks is on the rise, but the X-efficiency value of state-owned commercial banks is lower than that of joint-stock commercial banks. Finally, based on the actual situation of Chinese commercial banks, the paper puts forward some policy suggestions that can improve the efficiency of commercial banks, including changing the marketing strategy of deposit and loan, perfecting the financial supervision system. Optimize the property right structure of state-owned banks and develop innovative financial products. Under the consideration of certain theoretical and practical significance, the research in this paper is conducive to deepening the banking reform of our country and improving the management efficiency and profitability of commercial banks.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F224

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