我国商业银行效率状况及其影响因素分析

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浙江财经学院硕士学位论文

摘要

金融是现代经济的核心，近 20 多年来，无论是理论研究还是实证分析都表明

金融业的发展对经济具有促进作用。其中商业银行是金融调控的市场基础，银行

业的发展关系到一国金融的稳定与安全。面对金融国际一体化的大环境，提高商

业银行的国际竞争力是金融业可持续化的关键。

银行效率是银行竞争力的集中体现，提高银行业效率是防范金融风险和推动

银行业可持续发展的根本。从 20 世纪 50 年代开始，银行业效率理论在国外已经

得到广泛的研究和应用。所谓银行效率指的是银行实现最合理的投入和产出组合

的能力，是衡量金融机构经营业绩的重要标准，效率值的高低可以反映银行机构

资源利用效果以及整体经营状况，特别是在我国以间接融资为主的金融体系中,

商业银行的效率高低也直接关系到社会资源的配置效果。目前来看，国内学者们

研究更多的是集中于分析商业银行的功能，制度安排以及法人治理结构等方面，

对于商业银行效率的研究还比较缺乏，因此对这一问题的研究就显得相对迫切。

根据银行业的特殊性，借鉴企业效率的研究手段研究银行业效率，不仅是在微观

层面上对银行业效率研究的探索，更是对现有商业银行理论研究的重要补充。

本文首先在理论部分解释了银行效率相关概念，介绍了几种测量效率的方法

和模型，主要包括数据包络（DEA）和随机前沿分析法(SFA)。在实证部分，本文

首先利用 DEA 模型测度了我国 14 家商业银行 2000 年至 2009 年的静态技术效率，

并将其分解为纯技术效率和规模效率两个方面，发现股份制银行技术效率普遍要

高于四大商业银行，其中四大商业银行的纯技术效率偏低是其主要因素；然后，

本文又利用 SFA 模型从贷款效率和利润效率两个角度对我国十四家商业银行进行

了动态技术效率分析，从结果看我国四大商业银行的贷款效率较高，而股份制银

行利润效率较为理想，揭示了我国四大商业银行存在贷款冲动问题；实证最后一

部分本文讨论了影响银行效率的外部因素、行业因素和内部微观因素，在减少多

重共线性的基础上选取相关指标进行 Tobit 回归分析，揭示出不同指标对不同所

有制银行的效率影响差异。最后,本文结合实证分析结果，总结了银行业当下主要

存在的问题并就银行业未来发展提出建议。

关键词：银行效率；数据包络分析法；随机前沿分析法；Tobit 回归

浙江财经学院硕士学位论文

ABSTRACT

Finance is the core of modern economy. During these 20 years, both theoretical

research and empirical analysis have indicated that the development and efficiency of

the financial industry can promote the economic progress. Commercial banks are the

market bases of financial regulation, which in turn related to a country's financial

stability and security. Improving the international competitiveness of commercial

banks is the key factor to the financial sustainability when international integration of

finance is now booming

Bank efficiency is the embodiment of banking competitiveness and the

improvement of it makes the foundation of risk prevention and sustainable

development in the banking industry. The efficiency theory has been widely studied

and applied in foreign countries since 1950s.The bank efficiency refers to capabilities

of commercial banks to achieve the most reasonable combination of input and output

which is the important measurement of operating performances. The efficiency level

can be used as a index to reflect the resource utilization and overall operating

conditions. Particularly in China, whose financing system mainly depended on indirect

financing, the efficiency of commercial banks also directly relates to the social

resource allocation effect. Currently domestic scholars focus more on the analysis of

bank functions, institutional arrangements and corporate governance structure, etc. The

scarcity of bank efficiency researches urges the study on this issue. According to the

distinct characteristic of banking industries, the research on bank efficiency not only

explores the efficiency of the banking sector at a micro level, but also composes an

essential complement to theoretical studies.

This article first explains the concept of bank efficiency in the theoretical part,

then describes several methods and models which can measure bank efficiencies,

including Data Envelopment analysis (DEA) and Stochastic Frontier Analysis (SFA).

In the empirical part, this paper starts with the measurement of the static efficiency for

14 domestic commercial banks from 2000 to 2009 with the help of DEA model, and

then break it down to the pure technical efficiency and the scale efficiency. The

technical efficiency of joint-stock banks is found to be higher than the four major

commercial banks, of which the lower pure technical efficiency of 4 major commercial

浙江财经学院硕士学位论文

III

banks is the main factor. This paper also makes use of SFA model to calculate the

dynamic efficiency of 14 commercial banks from two different perspectives, namely

loan and profit efficiency .The result proclaims the 4 major commercial banks enjoy

higher loan efficiencies, while the 10 joint-stock banks are profitably efficient,

revealing the loan impulse in 4 major commercial banks. In the last part of empirical

research, we discuss the external, industry and internal factors that affect the bank

efficiency using the Tobit regression model. The indicators selected based on the

reduction of multicollinearity revealed that indicators play different roles among

commercial banks with opposite ownership. Finally, this thesis summarizes the main

problems in the current banking industry according to the empirical results and make

recommendations for future development.

Keywords: Bank efficiency; Data Envelopment analysis (DEA); Stochastic Frontier

Analysis (SFA); Tobit regression model

浙江财经学院硕士学位论文

第一章引言..................................................................................................................... 1

第一节写作背景及选题意义......................................................................................1

第二节国内外银行效率研究回顾..............................................................................2

第三节本文的结构体系及研究方法..........................................................................5

第四节本文主要创新点..............................................................................................6

第二章银行效率相关理论与计量模型......................................................................... 8

第一节银行效率的理论基础......................................................................................8

第二节银行效率计量方法与模型..............................................................................9

第三章基于数据包络法的银行业效率实证研究....................................................... 14

第一节投入产出指标选择........................................................................................14

第二节中国银行业效率实证分析............................................................................15

第三节实证分析小结................................................................................................19

第四章基于随机前沿法的银行业效率实证研究....................................................... 21

第一节模型设定及数据说明....................................................................................21

第二节银行贷款效率实证分析................................................................................21

第三节银行利润效率实证分析................................................................................24

第四节实证分析小结................................................................................................27

第五章银行效率影响因素实证研究........................................................................... 29

第一节影响银行效率的宏观因素实证分析............................................................29

第二节影响银行效率的行业因素分析....................................................................32

第三节影响银行效率的内部微观因素分析............................................................34

第四节本章实证结果小结........................................................................................38

第六章我国银行业存在问题小结及其政策建议..................................................... 40

第一节我国银行业问题总结....................................................................................40

第二节对我国银行业未来发展的政策建议............................................................45

参考文献......................................................................................................................... 51

附录

............................................................................................................................... 55

攻读硕士学位期间发表论文......................................................................................... 58

致谢

............................................................................................................................... 59

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摘要：

浙江财经学院硕士学位论文I摘要金融是现代经济的核心，近20多年来，无论是理论研究还是实证分析都表明金融业的发展对经济具有促进作用。其中商业银行是金融调控的市场基础，银行业的发展关系到一国金融的稳定与安全。面对金融国际一体化的大环境，提高商业银行的国际竞争力是金融业可持续化的关键。银行效率是银行竞争力的集中体现，提高银行业效率是防范金融风险和推动银行业可持续发展的根本。从20世纪50年代开始，银行业效率理论在国外已经得到广泛的研究和应用。所谓银行效率指的是银行实现最合理的投入和产出组合的能力，是衡量金融机构经营业绩的重要标准，效率值的高低可以反映银行机构资源利用效果以及整体经营状况，特别是在我国...

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