中国商业银行成本效率及影响因素研究

发布时间：2018-04-11 17:33

本文选题：商业银行 + WTO　；参考：《西北农林科技大学》2013年硕士论文

【摘要】：2001年，中国正式加入WTO。中国银行业进入了一个全新的发展和改革的阶段，同时也标志着一个全面竞争时代的即将到来。在2001年到2006年五年的宽限期内，中国银行业抓住这个难得的好时机，通过多方面的努力改变了中国银行在世人面前的形象，并于2006年前后多家银行陆续成功上市。在上市之后，各大银行融资渠道更为宽阔，资产结构也在进一步改革后得以优化。而中国商业银行在加入WTO后在国民经济发展中的地位也越来越显得重要。根据中国商业银行在加入WTO之后的数据（2001—2011），本文采用效率评价中运用最广泛的参数法随机前沿分析法（SFA）估算了中国13家上市银行在上市之后的成本效率值。进一步地，依据商业银行各自本身的经营特点，分析了影响我国银行业成本效率的主要内生性因素。通过对比文献资料和采用的银行数据的特点，构建了具有时间平方项的边界成本分析模型来测算这13家上市银行的成本效率值。通过模型估算最终得出：在2001-2011年间，我国商业银行效率平均值总体上呈不断上升的趋势，各商业银行成本效率趋于一致；股份制银行相对于国有银行而言平均效率值较高，但在样本期后期国有银行发展速度相对更快，尤其在2006年之后，，工商银行、建设银行的效率值也渐渐占据效率值排序的前列。在所有商业银行效率排序中，招商银行的平均成本效率最好。在得出银行成本效率的估计结果后，本文根据我国商业银行的现状，选取了银行规模、固定资产比、所有制类型、资本充足率、不良贷款率、非利息收入比重和技术进步率等7个方面，就可能影响银行成本效率的因素进行了实证性分析，通过计算发现：银行规模、产权结构、资本充足率和不良贷款率等四个指标对商业银行的成本效率有显著影响。银行规模和资本充足率对商业银行的成本效率具有显著的正向作用，且银行规模是正向影响商业银行成本效率的最强因素；而产权结构和不良贷款率则对银行的成本效率起显著的反作用，产权结构对成本效率的负作用仍然占据第一位，商业银行本身的性质是决定银行成本效率的一个重要因素。
[Abstract]:In 2001, China formally joined the WTO.China's banking industry has entered a new stage of development and reform, but also marks the coming of a comprehensive competition era.During the five-year grace period from 2001 to 2006, the Chinese banking industry seized this rare good opportunity and changed the image of the Bank of China in front of the world through various efforts.After listing, the major banks financing channels are wider, asset structure is also optimized after further reform.The position of Chinese commercial banks in the development of national economy is becoming more and more important after China's entry into WTO.Based on the data of China's commercial banks after China's entry into WTO, this paper estimates the cost efficiency of 13 listed banks in China after listing by using the most widely used parameter method of stochastic frontier analysis (SFAA) in efficiency evaluation.Furthermore, according to the operating characteristics of commercial banks, this paper analyzes the main endogenous factors that affect the cost efficiency of China's banking industry.By comparing the characteristics of the literature and the bank data, a boundary cost analysis model with time square term is constructed to calculate the cost efficiency of the 13 listed banks.Through the model estimation, it is concluded that during 2001-2011, the average efficiency of commercial banks in China is on the rise, and the cost efficiency of commercial banks tends to be consistent; the average efficiency of joint-stock banks is higher than that of state-owned banks.Especially after 2006, the efficiency of ICBC and CCB has gradually occupied the forefront of the ranking of efficiency values.Among all commercial banks, China Merchants Bank has the best average cost efficiency.According to the current situation of commercial banks in China, this paper selects the scale of banks, the ratio of fixed assets to assets, the type of ownership, the capital adequacy ratio, the non-performing loan ratio.This paper makes a positive analysis on the factors that may affect the cost efficiency of banks in seven aspects, such as the proportion of non-interest income and the rate of technological progress, and finds out by calculation: the scale of banks, the structure of property rights,The capital adequacy ratio and non-performing loan ratio have a significant impact on the cost efficiency of commercial banks.The scale of banks and the capital adequacy ratio have significant positive effects on the cost efficiency of commercial banks, and the scale of banks is the strongest factor that positively affects the cost efficiency of commercial banks.However, the structure of property right and the ratio of non-performing loans play a significant role in the cost efficiency of banks. The negative effect of property right structure on cost efficiency still occupies the first place. The nature of commercial banks is an important factor to determine the cost efficiency of banks.
【学位授予单位】：西北农林科技大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F224;F830.42;F832.33

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