中国城市商业银行效率研究

发布时间：2018-04-19 18:16

本文选题：城市商业银行 + 效率　；参考：《西南交通大学》2014年硕士论文

【摘要】：2003年的银行股份制改革开始,我国城市商业银行的发展取得了骄人的成绩。近年来,城市商业银行省际范围的合并重组、跨区经营、引入战略投资者、A股上市等一系列迅猛发展的势头正深刻的影响着中国的银行业,它势必成为继四大国有银行和全国性股份制银行之后的一支重要生力军对我国经济的发展做出巨大的贡献。随着竞争的日益激烈,我国城市商业银行只能在国有银行、大中型股份制商业银行和外资银行的夹击下求生存、谋发展。为了在竞争中发展壮大,城市商业银行的当务之急是要提高综合实力、实现可持续发展来迎接一系列的挑战。城市商业银行的效率的高低可以反映城市商业银行的综合实力,是评价城市商业银行绩效的综合性指标。所以对城市商业银行的效率及其影响因素的进行实证分析具有非常重要的实践意义。本文采用定性分析和定量分析相结合的方式,在理论分析的基础上,运用DEA模型、Malmquist指数及分解模型和平行数据模型对我国城市商业银行的影响因素做了全面的研究。概括而言,本文由五个章节组成。第一章为绪论指出了本文研究我国城市商业银行效率的必要性,并对国内外对银行效率研究的相关文献进行梳理,同时指出本论文的研究思路和方法,以及创新与不足之处。第二章是理论基础部分,先后阐述了效率和银行效率的概念,详细介绍说明了银行效率测度的模型,为后文的实证分析奠定理论基础。第三章在前文的理论基础上,选取我国48家城市商业银行作为研究对象,样本期间为2008-2011年,基于DEA模型,分别从静态效率角度(经营效率、技术效率和规模效率)和动态效率角度Malmquist指数模型对城市商业银行的效率进行测度,并考察了其跨期变化的情况。实证结果表明全国城市商业银行的经营效率总体呈现上升的趋势,而促使这一改变的原因主要在于纯技术效率的提升,也即完善的管理水平、健全的公司内部治理机制促进了城市商业银行效率的提升,但是我国的城市商业银行并没有达到理想值,仍然需要继续努力提升经营效率。半数左右城市商业银行规模报酬递减,并且规模的无效会降低经营效率,因此我国城市商业银行应当从适度控制发展规模、提高资产质量、优化资源配置和加强风险防范方面来提高银行效率。分成三大经济区域讨论的时,经营效率总体都稳定上升,西部城市商业银行经营效率、技术效率和规模效率均最高,由此可以看出适中的经营规模更适合城市商业银行的发展,而区域经济发展程度的高低与城市商业银行效率的提升没有明显的正向关系。第四章运用面板回归模型对样本城商行经营效率影响因素进行实证分析,定量考察我国城商行受到宏观因素和微观因素影响的程度。实证结果发现宏观因素中由于存贷利差在样本期间没有变化,所以系数被忽略掉了而GDP增长率对我国城商行效率的抑制性作用显著,微观因素中资产规模、资产收益率和存贷比率与城商行经营效率有显著的正相关关系,即三者的提高会促进我国城商行经营效率的提升,其中资产规模对经营效率的影响甚小,资产收益率的影响更大。第五章是结合实证结果,有针对性的为我国城市商业银行的科学经营管理提出政策建议。
[Abstract]:In recent years , China ' s urban commercial banks have made great contributions to the development of our economy . In recent years , China ' s urban commercial banks have made great contributions to the development of our economy . As the competition becomes more and more intense , China ' s urban commercial banks can only seek survival and development in the fight of state - owned banks and large - and medium - sized stock - stock commercial banks and foreign banks .

Based on the theory analysis , this paper makes a comprehensive study on the influencing factors of urban commercial banks in China by using DEA model , Malmquist index and decomposition model and parallel data model .

In the first chapter , the author points out the necessity of studying the efficiency of urban commercial banks in our country , and sorts out the relevant literatures about the research of bank efficiency at home and abroad , and points out the research thoughts and methods of this paper , as well as the innovation and deficiency .

The second chapter is the basic part of the theory . The concept of efficiency and bank efficiency is explained in detail , the model of bank efficiency measure is introduced in detail , and the theoretical foundation is laid for the empirical analysis of the latter .

In chapter 3 , on the basis of the former theory , 48 urban commercial banks in China are selected as research objects , and the efficiency of urban commercial banks is measured from static efficiency angle ( operation efficiency , technical efficiency and scale efficiency ) and dynamic efficiency angle Malmquist index model .

The fourth chapter applies the panel regression model to the empirical analysis of the influencing factors of the operation efficiency of the sample city and commercial bank , and quantitatively studies the influence of macro - factors and micro - factors on the urban and commercial bank of our country . The empirical results show that the factors of the macro - factors are not changed during the sample period , so the factors are ignored , and the GDP growth rate has a positive correlation with the efficiency of the urban and commercial banks .

The fifth chapter is based on the empirical results , and puts forward policy suggestions for the management and management of urban commercial banks in China .

【学位授予单位】：西南交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

【参考文献】