中国城市商业银行全要素生产率增长及其影响因素分析

发布时间：2017-12-30 18:04

本文关键词：中国城市商业银行全要素生产率增长及其影响因素分析　出处：《浙江工商大学》2014年硕士论文　论文类型：学位论文

【摘要】：中国城市商业银行自1995年创建以来,经过了近20年的发展,到2013年中国已拥有了146家城市商业银行,其资产总额占整个银行业的比重达到了10.03%,可见城市商业银行已是银行业的重要组成部分。自其创建以来,就积极致力于为中小企业提供资金服务,已是中小企业发展强大的资金后盾。可以说城市商业银行的发展直接影响到整个银行业甚至金融市场的发展。城市商业银行在快速发展的同时也存在诸多问题,例如发展依赖性强、服务群体集中等,这些因素都可能成为其生产率发展的制约因素。因此客观分析城市商业银行的全要素生产率,以及探讨城市商业银行生产率的影响因素显得极为重要。由于传统的Malmquist-Luenberger指数法具有线性无解且不具有传递性的特征,所以本文在已有的商业银行研究文献上,以数据包络分析法(DEA)为基础构建了全域Malmquist-Luenberger (GTML)指数法对银行全要素生产率进行测算。本文在研究城市商业银行全要素生产率影响因素时将国家及国有控股比重作为主要研究指标,且同时考虑本文数据的完整性,故从146家城市商业银行中筛选出20家,对其从2008-2013年的全要素生产率进行了测算,并将生产率指标进一步分解为技术效率和技术进步指标,进而具体分析中国城市商业银行生产率变动的原因。并结合国有控股银行及股份制银行对中国城市商业银行的实证结果进行对比分析。结果表明：中国银行业整体全要素生产率呈改进趋势,且其全要素生产率的增长源于技术效率的提高；虽然城市商业银行平均全要素生产率是下降的,但从全样本银行的技术效率指标看,浙江民泰商业银行(3.05%)、广东南粤银行(1.55%)、浙江稠州商业银行(0.91%)、浙江泰隆商业银行(0.79%)这四家城市商业银行的技术效率是最高的,且城商行的整体技术效率相比其他两类银行是最高的。说明城市商业银行在近年的技术效率发展方面表现较好。其次,基于GML指数及其分解值,本文构建了面板Tobit模型,从宏微观角度分析了中国城市商业银行的全要素生产率及其分解的影响因素。通过实证检验得出以下结论：(1)当地GDP增长率与城市商业银行的技术效率有显著正相关关系,同时,对城市商业银行的技术有显著抑制作用；当地通货膨胀率对城市商业银行的全要素生产率及技术进步有显著促进作用,综上说明当地经济发展状况与城市商业银行的发展息息相关。(2)国家及国有企业控股比重对城商行的技术效率进步起显著负向作用,表明城市商业银行中过多的国有成分不利于其自身技术效率的进步；资产规模与其技术效率发展显著正相关；自有资本比例对其全要素生产率的发展有显著负向作用；银行分支机构数的增加对银行技术效率进步有显著促进作用。
[Abstract]:Chinese City Commercial Bank since its inception in 1995, after nearly 20 years of development, to 2013 China has 146 city commercial banks, the total assets accounted for the proportion of the entire banking industry reached 10.03%, the city commercial banks is an important part of the banking industry. Since its inception, it is committed to to provide financial services for small and medium-sized enterprises, is the development of small and medium-sized enterprises with strong financial backing. It can be said that the development of city commercial banks directly affects the entire banking financial market. Even in the rapid development of city commercial banks at the same time, there are also many problems, such as the development of strong dependence, service focus groups, these factors are may be the factors restricting the development of productivity. So an objective analysis of the total factor productivity of city commercial banks, city commercial banks, is to explore the effect of productivity factors It's very important.
Because the traditional Malmquist-Luenberger index method with linear solution and does not have the transfer characteristic, so the commercial banks based on the existing research literature, with the data envelopment analysis (DEA) to construct the global Malmquist-Luenberger based (GTML) estimates of bank total factor productivity index method in this article. The factors of city commercial banks total the influence of the national productivity and state holding proportion as the main index, and considering the integrity of the data, from the 146 city commercial banks screened 20, to calculate the total factor productivity from 2008-2013 years, and the productivity index is further decomposed into technical efficiency and technical progress index. Then a detailed analysis of reasons for the change of China City Commercial Bank productivity. Combined with the state-owned banks and joint-stock banks to China commercial city The bank's empirical results were analyzed. The results show that the Chinese banking industry total factor productivity was improved trend, and to improve the TFP growth in technical efficiency; while the city commercial banks average TFP is declining, but from the index of technical efficiency of full sample bank, Zhejiang Commercial Bank of China and Thailand (3.05%), Guangdong Guangdong Bank (1.55%), Zhejiang Chouzhou Commercial Bank (0.91%), Tyrone Zhejiang Commercial Bank (0.79%) of the four City Commercial Banks' technical efficiency is the highest, and the overall technical efficiency of city commercial banks is the highest compared to the other two. That city commercial banks perform better in technical efficiency the development in recent years.
Secondly, based on the GML index and its decomposition value, this paper constructs the panel Tobit model, from the macro and micro analysis of the factors of total factor productivity Chinese city commercial banks and its decomposition effect. Through empirical test, draw the following conclusions: (1) there is significant positive correlation between GDP growth and technical efficiency of local city commercial banks at the same time, a significant inhibitory effect on the city commercial banks; local inflation rate of TFP and technical progress of city commercial banks have a significant role in promoting development, to sum up the development of local economy and city commercial banks are closely related. (2) the proportion of state-owned enterprises and state holding progress on technical efficiency of city commercial banks significantly the negative role that state-owned commercial banks in the city so much is not conducive to its own technological progress efficiency; assets scale and technical efficiency development There is a significant positive correlation; the proportion of self owned capital has a significant negative effect on the development of TFP, and the increase of bank branches has a significant role in promoting the technological efficiency of banks.

【学位授予单位】：浙江工商大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.5;F224

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