【摘要】：通過閱讀及梳理大量研究文獻(xiàn)之后,發(fā)現(xiàn)效率問題是商業(yè)銀行經(jīng)營(yíng)管理活動(dòng)的核心問題。雖然城市商業(yè)銀行作為我國(guó)銀行業(yè)金融機(jī)構(gòu)的重要組成部份,但是由于數(shù)據(jù)的可獲得性等原因,對(duì)城市商業(yè)銀行效率的測(cè)算與分析的文獻(xiàn)較少。在城市商業(yè)銀行仍未完全理清其機(jī)制體制的大背景下,對(duì)城市商業(yè)銀行效率進(jìn)行正確評(píng)價(jià),可以為城市商業(yè)銀行的可持續(xù)發(fā)展提供一些參考,因此對(duì)城市商業(yè)銀行進(jìn)行測(cè)算及分析具有一定的理論意義及實(shí)踐價(jià)值。 基于此,本研究在銀行樣本的選取上,綜合考慮到了地區(qū)差異、資產(chǎn)規(guī)模及股權(quán)結(jié)構(gòu)等多個(gè)方面,選取了我國(guó)37家城市商業(yè)銀行作為研究對(duì)象。時(shí)間序列上以2008至2011年為研究期間。在測(cè)算銀行效率時(shí),采用了面向投入的規(guī)模報(bào)酬可變的DEA模型,并以中介法選取了投入項(xiàng)及產(chǎn)出項(xiàng),以利息支出、營(yíng)業(yè)費(fèi)用及固定資產(chǎn)為投入變量；以利息及紅利收入、存款總額及貸款總額作為產(chǎn)出變量,測(cè)算出37家商業(yè)銀行的效率情況,及達(dá)到最優(yōu)規(guī)模應(yīng)改善的方向及數(shù)據(jù)。并通過運(yùn)用37家商業(yè)銀行的面板數(shù)據(jù),依據(jù)Malmquist指數(shù)模型,測(cè)算出Malmauist指數(shù)及分解,進(jìn)行了比較分析。 結(jié)果主要表明：城市商業(yè)銀行的總體效率仍是偏低的,特別是規(guī)模效率方面；規(guī)模效率最優(yōu)的城市商業(yè)資產(chǎn)規(guī)模在五百億到一千億之間；純技術(shù)效率與城市商業(yè)資產(chǎn)規(guī)模之間基本成正比關(guān)例；政府參股一般不利于城市商業(yè)銀行純技術(shù)效率的提高；引入外資銀行作為城市商業(yè)銀行的戰(zhàn)略投資有助于銀行效率的提高；投入結(jié)構(gòu)上,利息支出及固定資產(chǎn)投入相對(duì)于營(yíng)業(yè)費(fèi)用來說投入過多,適當(dāng)減少相應(yīng)的冗余量可以提高城市商業(yè)銀行的效率。 因此,我們城市商業(yè)銀行可以通過以下措施來提高銀行效率,一是優(yōu)化股權(quán)結(jié)構(gòu),適時(shí)引進(jìn)外部戰(zhàn)略投資者,二是優(yōu)化投入結(jié)構(gòu),提高負(fù)債管理水平；三是鞏固傳統(tǒng)存貸業(yè)務(wù),適度拓展中間業(yè)務(wù)；四是組建城市商業(yè)銀行聯(lián)盟,逐步實(shí)現(xiàn)跨地區(qū)業(yè)務(wù)整合；五是積極探索風(fēng)險(xiǎn)管理模式,建立健全風(fēng)險(xiǎn)防范機(jī)制；六是完善信息披露制度,發(fā)揮外部監(jiān)督的作用。 本文也在研究的過程發(fā)現(xiàn)了本文研究方法上的一些缺陷。首先,測(cè)算的關(guān)鍵在于量化各項(xiàng)指標(biāo),城市商業(yè)銀行的整體形象及產(chǎn)品服務(wù)的核心價(jià)值等都會(huì)影響到城市商業(yè)銀行的效率,但到目前為止,仍未有找到合理的指標(biāo)進(jìn)行衡量；其次,DEA方法的缺點(diǎn)在于不能夠及時(shí)地檢驗(yàn)結(jié)果的顯著性水平,雖然有人提出了Bootstrap技術(shù)融入到DEA模型當(dāng)中去,但由于編程方面的難度,并未有將不Bootstrap技術(shù)融入到DEA測(cè)算城市商業(yè)銀行的過程中去；等等。
[Abstract]:After reading and combing a lot of literature, it is found that efficiency is the core problem of commercial bank management. Although urban commercial banks are an important part of banking financial institutions in China, due to the availability of data, there is little literature on the measurement and analysis of the efficiency of urban commercial banks. Under the background that the city commercial bank has not completely clarified its mechanism and system, it can provide some references for the sustainable development of the city commercial bank by correctly evaluating the efficiency of the city commercial bank. Therefore, the calculation and analysis of urban commercial banks have certain theoretical significance and practical value. Based on this, this study selects 37 city commercial banks in our country as the research object, taking into account the regional differences, asset size and equity structure and so on. The time series was 2008 to 2011. In the calculation of bank efficiency, the DEA model of variable scale reward for investment is adopted, and the input and output items are selected by intermediary method, with interest expenditure, operating expenses and fixed assets as input variables, interest and dividend income as input variables. The total deposit amount and the total loan amount are taken as output variables to measure the efficiency of 37 commercial banks and the direction and data to be improved to reach the optimal scale. By using the panel data of 37 commercial banks, according to the Malmquist index model, the Malmauist index and its decomposition are calculated and analyzed. The results show that the overall efficiency of urban commercial banks is still low, especially in the aspect of scale efficiency, and the optimal scale of urban commercial assets is between 50 billion and 100 billion. The relationship between pure technical efficiency and the scale of urban commercial assets is basically proportional, and government equity participation is generally not conducive to the improvement of pure technical efficiency of urban commercial banks. The introduction of foreign banks as a strategic investment of urban commercial banks is conducive to the improvement of bank efficiency. In terms of investment structure, interest expenditure and fixed assets investment are excessive compared with operating expenses. Appropriate reduction of the corresponding redundancy can improve the efficiency of urban commercial banks. Therefore, our city commercial banks can improve bank efficiency through the following measures: first, optimizing the equity structure, introducing timely external strategic investors; second, optimizing the investment structure and raising the level of debt management; third, consolidating the traditional deposit and loan business. Moderate expansion of intermediate business; fourth, the formation of a city commercial bank alliance to gradually achieve cross-regional business integration; fifthly, actively explore the risk management model and establish a sound risk prevention mechanism; sixth, improve the information disclosure system, Play the role of external supervision. This paper also found some defects in the research method in the course of the study. First of all, the key to the measurement is to quantify the indicators, the overall image of the city commercial banks and the core value of the products and services will affect the efficiency of the city commercial banks, but up to now, there is no reasonable indicators to measure; Secondly, the disadvantage of Bootstrap method is that it can not test the significance level of the result in time. Although some people have proposed that Bootstrap technology be integrated into DEA model, but because of the difficulty of programming, No Bootstrap technology has been incorporated into the process of DEA measurement of urban commercial banks; and so on.
【學(xué)位授予單位】：海南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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