我国上市银行效率及其影响因素研究

VIP免费

3.0 李佳 2024-09-20 4 4 389.91KB 52 页 150积分

侵权投诉

浙江财经学院硕士学位论文

摘要

银行业是金融业的主体，银行业的发展关系到一个国家金融的稳定与安全。

我国的银行业上市改革工作，在经历了十几年的发展之后，取得了长足的进步。

在2007 年次贷危机引发的全球金融危机中，世界银行业首当其冲受到严重冲击，

有的银行因倒闭而消失，有的银行前途未卜。中国作为世界主要经济增长体，银

行业在此次金融风暴中受到何种程度的影响成为人们关注的焦点。中国银行业尽

管也受到了国际金融风暴的影响，但依然能够在危机中稳健前行。

银行业效率的高低直接影响到社会资源的配置效果和金融资源的利用水平。

上市银行效率问题的研究是近二十年来国际金融界和各国监管当局研究的重点课

题之一。面对国内外复杂多变的经济形势，如何提升我国商业银行尤其是上市商

业银行的运行效率以增强其综合竞争能力，是我国银行业面临的一个紧迫问题。

有鉴于此,本文试图从如何测度我国上市银行效率入手，系统分析我国上市银行效

率的主要影响因素，从而找到提高我国上市银行效率的有效途径,并以此为依据,有

望上市银行能够提高综合效率，增强竞争能力，并且为后续的银行上市提供一点

借鉴。

本文在阅读大量商业银行效率理论研究文献的基础上，分别对国外和国内有

关银行效率的研究进行了回顾和总结。包括银行效率的界定及分类，效率测度理

论和效率影响因素理论的国内外研究现状。在此基础上，本文选择了当前学术界

较为公认的数据包络分析法（DEA 方法）研究我国上市银行效率。目前国内研究

商业银行效率的文章较多，但由于数据等问题的限制，以上市银行为样本研究银

行效率，对上市商业银行效率进行专门研究的较少，本文试图弥补这一领域的不

足。根据整理出的最新数据，选取上市银行为研究对象，利用模型分别从技术效

率、纯技术效率及规模效率三个方面，对我国家上市银行的效率进行了测算，对

我国上市银行的效率做出全面的分析。运用 DEA 模型对我国 11 家上市银行的效

率进行了测度，排名和比较。然后对可能影响上市银行效率的因素进行理论分析，

并根据效率值测度的结果，结合已有的理论研究，运用 Eviews 软件对可能影响我

国上市银行效率的几大主要影响因素进行了回归分析，找出影响上市银行效率的

主要因素。

在测度上市银行效率值时，采用现金增加值方法所筛选出的商业银行 DEA 效

率评价的投入指标和产出指标，较为准确的测度上市银行效率值。目前关于 DEA

效率研究的投入产出指标，大都是定性的选择，本文采用实证分析筛选出的投入

产出指标，更为准确的反映银行效率。在分析影响上市银行效率的因素时，本文

通过横向对比（上市银行与非上市银行效率比较）和纵向对比（同一银行上市前

浙江财经学院硕士学位论文

后效率比较），观察上市前后银行效率的变化，分析上市前后银行自身和环境的变

化，找出影响上市银行效率的特有因素。

通过理论和实证分析我们发现，随着我国银行体制改革进程的推进，中国上

市商业银行的效率呈逐年上升趋势；多家银行上市后效率明显上升。上市商业银

行中，国有商业银行效率均值低于股份制商业银行效率均值。但国有商业银行效

率增长的速度要比股份制商业银行快；随着国有商业银行股份制改造的不断完善，

两者之间的差距在缩小。不同国有商业银行之间效率也存在明显差距。其中，建

设银行和工商银行效率明显高于交通银行和中国银行。股份制商业银行之间效率

差异也较大，深圳发展银行、民生银行、招商银行效率较高，兴业银行较差。对

影响中国上市商业银行效率的因素进行回归分析后发现，银行产权、银行规模、

上市年数与银行效率显著正相关，其中，银行产权对银行效率的影响最显著。产

权结构是影响中国上市商业银行效率的最重要因素之一，这与我国学者张健华以

及郭妍的研究结论“产权结构对银行效率有显著影响”相符。同时，研究也发现目前

不良贷款率对中国上市商业银行效率的影响尚不显著。

最后，根据实证分析的结果，文中提出了一些提升上市银行效率的对策建议。

关键词：上市银行；DEA 模型；效率；影响因素

浙江财经学院硕士学位论文

III

ABSTRCAT

The banking industry is the main body of financial industry．Its development

relates to the stability and security of a national finance．The reform work of our

country's banking industry has made considerable progress in several years’ time．In

2007, the global financial crisis was triggered by subprime crisis．Banks of the world

have been seriously affected．Some banks collapse and disappear, and some banks face

an uncertain future．As China is the leading body of the world's economic growth,

influence from the financial crisis to the banking industry becomes the focus of

attention ．Although banking sector of China has also been influenced in the

international financial turmoil, but they are still able to walk forward in a crisis．

The height of banking industry’s efficiency influences the allocation social

resources and efficiency of the financial resources’ use level directly．Research to the

bank efficiency is a key topic of the international financial circles and supervising and

managing authority in the last 20 years．Facing the complex economic situations, how

to promote commercial bank of our country, especially listed banks, to improve their

operating efficiency to strengthen their synthesis competitive ability, is an urgent

question which our country banking industry must consider ．Taking this into

consideration, this article attempts to estimate efficiency of the listed bank in our

country, and analyze the major factors effected efficiency of listed bank, and find the

effective way to enhances efficiency of bank ．We hope to provide a model for

following bank to enhance their synthesis efficiency and competitive ability．

After reading massive thesis of commercial bank efficiency, we has carried on a

review and summary to oversea and domestic related bank efficiency research,

including definition and classification of bank efficiency, theory of efficiency measure

and influence factor．In this foundation, we choose the data-envelope analytic method

which the current academic circles recognized (the DEA method) to study the efficiency

of listed bank of our country．

At present, there is much domestic research on commercial bank efficiency, but as

a result of data limits, study on the listed bank efficiency is few．In this thesis we try to

make up this to domain the insufficiency．According to the most recent data which

reorganizes, the selection listed bank is the object of study, the use model separately

from the technical efficiency, the merely technical efficiency and the scale efficiency,

has carried on the reckoning to the listed bank efficiency, and making comprehensive

analysis．We measure the efficiency of 11 listed banks in our country by using the DEA

浙江财经学院硕士学位论文

model, put the order and take the comparison．Then we analyze the possible factors

which affect the listed bank efficiency theoretically．According to the efficiency value

of measuring result and the fundamental research, we use the software Eviews to make

a regression analysis on the possible factors which affect the listed bank efficiency and

discover the primary factors．

When measure the listed bank efficiency value, We use the cash increase in value

method to choose the screens and delivers targets of commercial bank DEA

efficiency ．It’s a more accurate measurement．At present, research on the target of

DEA efficiency is mostly qualitative choice, but this thesis uses the real diagnosis

analysis to select the target．It will be more accurate to reflect bank efficiency．We

analyze the factors of listed bank efficiency by through the crosswise contrast (listed

banks with non-listed banks efficiency comparison) and the longitudinal contrast

(around identical banks listed efficiency comparison) ．Around observation of the

change of listed banks efficiency, around analysis of the change of environment and the

banks itself, we find the unique factors which influence listed banks efficiency．

According to the theory and real diagnosis to analysis, we find that, along with

reform of our bank organizational, the Chinese listed commercial bank's efficiency

assumes the trend of escalation year by year．Many banks’ efficiency obviously rises

after listed ．In the listed commercial bank, the state-owned commercial banks

efficiency average value is lower than the joint-stock commercial banks ．But the

state-owned commercial bank efficiency grows the speed must be quicker than the joint-

stock bank; Along with the state-owned commercial bank joint stock system

transformation unceasing consummation, between both disparity is reducing．Between

the different state-owned commercial bank the efficiency also has the obvious disparity．

Among them, the construction bank and the industry and commerce bank efficiency is

higher than the Communications Bank and Bank of China obviously．Between the

joint stock commercial bank the efficiency is also different ．The Shenzhen

development Bank, Minsheng Bank and Merchant Bank efficiency are high, promotes

education the bank to be bad ．After affects the Chinese listed commercial bank

efficiency the factor to carry on the regression analysis to discover that, the bank

property right, the bank scale, the listed year number and the bank efficiency

remarkable are being connected, among, the bank property right is most remarkable to

the bank efficiency influence ．The property right structure affects one of Chinese

Going on the market Commercial bank efficiency most important attributes, “the

文档加载中……请稍候！
如果长时间未打开，您也可以点击刷新试试。

下载文档到电脑，查找使用更方便

150 积分 4人已下载

立即下载 VIP免费下载

摘要：

浙江财经学院硕士学位论文I摘要银行业是金融业的主体，银行业的发展关系到一个国家金融的稳定与安全。我国的银行业上市改革工作，在经历了十几年的发展之后，取得了长足的进步。在2007年次贷危机引发的全球金融危机中，世界银行业首当其冲受到严重冲击，有的银行因倒闭而消失，有的银行前途未卜。中国作为世界主要经济增长体，银行业在此次金融风暴中受到何种程度的影响成为人们关注的焦点。中国银行业尽管也受到了国际金融风暴的影响，但依然能够在危机中稳健前行。银行业效率的高低直接影响到社会资源的配置效果和金融资源的利用水平。上市银行效率问题的研究是近二十年来国际金融界和各国监管当局研究的重点课题之一。面对国内外复杂多变...

展开>> 收起<<

我国上市银行效率及其影响因素研究.pdf

共52页,预览4页

还剩页未读，继续阅读

我国上市银行效率及其影响因素研究

相关推荐

开通VIP享超值会员特权

作者详情

相关内容

推荐作者

热门标签

举报选择: