本文關(guān)鍵詞：我國上市商業(yè)銀行績效與中間業(yè)務(wù)效率的實(shí)證研究　出處：《西南財經(jīng)大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 銀行績效 中間業(yè)務(wù)效率 數(shù)據(jù)包絡(luò)DEA CAEMLS體系因子分析

【摘要】：中間業(yè)務(wù)是現(xiàn)代商業(yè)銀行盈利的三種業(yè)務(wù)之一,它在不占用或少占用銀行資金的情況下為銀行帶來非利息收入,在不改變資產(chǎn)負(fù)債總額的情況下擴(kuò)大了資金運(yùn)用。同時,中間業(yè)務(wù)可以促進(jìn)商業(yè)銀行收入結(jié)構(gòu)多元化發(fā)展,提高綜合經(jīng)營效益,分散銀行風(fēng)險。20世紀(jì)70年代開始,中間業(yè)務(wù)逐步成為國際銀行發(fā)展的主動力,是商業(yè)銀行綜合競爭力提升的推動力量。而我國銀行業(yè)長期處于分業(yè)經(jīng)營與利率、匯率管制的政策背景下,中間業(yè)務(wù)發(fā)展起步晚且產(chǎn)品經(jīng)營領(lǐng)域受到嚴(yán)重限制,致使銀行收入結(jié)構(gòu)不平衡。2001年,我國加入了世貿(mào)組織,銀行業(yè)及相關(guān)監(jiān)管機(jī)構(gòu)開始重視商業(yè)銀行收入結(jié)構(gòu)的合理性,推出一系列鼓勵中間業(yè)務(wù)經(jīng)營的法律規(guī)范。在政策鼓勵與同業(yè)競爭的背景下,各大銀行積極發(fā)展中間業(yè)務(wù),在快速提高中間業(yè)務(wù)凈收入占比的同時不斷擴(kuò)展中間業(yè)務(wù)產(chǎn)品類型,從‘量’上實(shí)現(xiàn)了商業(yè)銀行收入結(jié)構(gòu)的調(diào)整。但同時,中間業(yè)務(wù)‘質(zhì)’的不足開始顯現(xiàn),如高附加值產(chǎn)品較少、風(fēng)險控制能力不足、收費(fèi)定價不規(guī)范等問題。由于中間業(yè)務(wù)更易受到外部政策和市場環(huán)境的影響,在監(jiān)管不力的情況下,其隱蔽、多樣的風(fēng)險更易觸發(fā),盲目過快地推出大量中間業(yè)務(wù)產(chǎn)品,不但耗費(fèi)銀行成本,還會為銀行帶來潛在風(fēng)險。中間業(yè)務(wù)發(fā)展是一把“雙刃劍”,在我國銀行業(yè)經(jīng)營環(huán)境不斷變化的大背景下,分析銀行間中間業(yè)務(wù)經(jīng)營效率的差異、探討中間業(yè)務(wù)發(fā)展對銀行業(yè)綜合實(shí)力提升產(chǎn)生的影響尤為必要,可以對銀行業(yè)中間業(yè)務(wù)發(fā)展的經(jīng)營管理方向做出有益探索。 1.本文研究思路 在回顧銀行績效評價、中間業(yè)務(wù)外部效應(yīng)等相關(guān)學(xué)術(shù)研究的基礎(chǔ)上,本文對中間業(yè)務(wù)的概念與經(jīng)營范圍進(jìn)行了界定,簡要介紹銀行績效CAMELS評價指標(biāo)體系與中間業(yè)務(wù)效率分析的相關(guān)理論,概述因子分析與非參數(shù)數(shù)據(jù)包絡(luò)方法(DEA)的相關(guān)知識。實(shí)證研究部分,本文首先選擇17家上市商業(yè)銀行2005-2010年的數(shù)據(jù)作為樣本,按照經(jīng)營規(guī)模對樣本進(jìn)行歸類劃分。其次,在CAMELS評價法與DEA中介法框架內(nèi)分別選取反映銀行績效與中間業(yè)務(wù)效率的指標(biāo)。再次,在對相關(guān)指標(biāo)進(jìn)行描述統(tǒng)計分析的基礎(chǔ)上,運(yùn)用因子分析法得到商業(yè)銀行經(jīng)營績效與經(jīng)營規(guī)模的因子得分,運(yùn)用非參數(shù)數(shù)據(jù)包絡(luò)法(DEA)得到我國商業(yè)銀行中間業(yè)務(wù)發(fā)展效率。另外,通過對因子得分與效率得分進(jìn)行橫向、縱向?qū)Ρ?從微觀上把握銀行績效與中間業(yè)務(wù)效率的現(xiàn)狀。最后,通過Pearson相關(guān)系數(shù)檢驗(yàn),從宏觀上分析銀行績效與中間業(yè)務(wù)效率的相關(guān)性,探尋中間業(yè)務(wù)正負(fù)面效應(yīng)的作用效果,在此基礎(chǔ)上有針對性地提出改進(jìn)中間業(yè)務(wù)經(jīng)營的政策建議。 2.本文研究內(nèi)容 第一章,緒論。在分析選題背景意義的基礎(chǔ)上明確研究目的,介紹本文研究思路和實(shí)證方法,概述研究內(nèi)容框架作后,點(diǎn)明本文研究特色。 第二章,文獻(xiàn)綜述。分類總結(jié)國內(nèi)外商業(yè)銀行績效及影響因素、中間業(yè)務(wù)發(fā)展與銀行績效相關(guān)性的學(xué)術(shù)研究,概述影響中間業(yè)務(wù)發(fā)展的相關(guān)結(jié)論,在此基礎(chǔ)上,總結(jié)已有文獻(xiàn)在方法論上值得借鑒與需要改進(jìn)的地方。 第三章,理論與方法介紹。概述CAMELS績效評價體系,對中間業(yè)務(wù)進(jìn)行界定,介紹因子分析、數(shù)據(jù)包絡(luò)DEA等實(shí)證方法。 第四章,銀行績效與經(jīng)營規(guī)模的實(shí)證研究。首先運(yùn)用描述統(tǒng)計方法分析2005-2010年我國上市商業(yè)銀行經(jīng)營績效指標(biāo),然后通過因子分析計算銀行綜合績效得分與經(jīng)營規(guī)模得分,對2005-2010年計算結(jié)果進(jìn)行排名,并對銀行績效變動、銀行規(guī)模變動進(jìn)行總結(jié)分析。 第五章,中間業(yè)務(wù)效率實(shí)證研究。首先對我國商業(yè)銀行中間業(yè)務(wù)階段性經(jīng)營成果進(jìn)行描述統(tǒng)計分析。然后運(yùn)用BCC模型與Super-Efficiency模型計算中間業(yè)務(wù)效率,并對2005-2010年商業(yè)銀行效率得分與排名變動進(jìn)行分析。 第六章,銀行績效、中間業(yè)務(wù)效率、銀行經(jīng)營規(guī)模的相關(guān)性分析。分別對銀行績效、中間業(yè)務(wù)效率、銀行經(jīng)營規(guī)模進(jìn)行Pearson相關(guān)性檢驗(yàn),在實(shí)證研究結(jié)果的基礎(chǔ)上進(jìn)一步分析其產(chǎn)生的原因。 第七章,結(jié)論與不足。概述中間業(yè)務(wù)效率與銀行績效相關(guān)性的研究結(jié)果,提出政策建議,總結(jié)本文研究不足之處。 3.主要研究結(jié)論本文在CAMELS評價體系基礎(chǔ)上,運(yùn)用指標(biāo)描述統(tǒng)計法、因子效率得分排名比較法,對銀行間績效與中間業(yè)務(wù)效率進(jìn)行橫縱向?qū)Ρ确治?運(yùn)用Pearson相關(guān)系數(shù)檢驗(yàn)中間業(yè)務(wù)效率與銀行績效的關(guān)系,得到以下結(jié)論： (1)商業(yè)銀行績效水平不斷提升,國有控股居中等水平且穩(wěn)定增長、中小股份制水平偏低且內(nèi)部差異較大、地方商業(yè)水平較高但缺乏穩(wěn)定性。具體而言,國有控股盈利能力高且穩(wěn)步提升,資本實(shí)力強(qiáng)但優(yōu)勢遞減,資產(chǎn)質(zhì)量差但改善較快,流動性平穩(wěn)合理；中小股份制盈利能力與資本實(shí)力低但不斷提升,資產(chǎn)質(zhì)量高且不斷優(yōu)化,流動性穩(wěn)定偏高；地方商業(yè)銀行盈利能力與資本實(shí)力高但波動幅度大,資產(chǎn)質(zhì)量與流動性大幅下跌。 (2)商業(yè)銀行中間業(yè)務(wù)規(guī)模不斷擴(kuò)大且銀行間經(jīng)營效率差異凸顯,國有控股市場優(yōu)勢顯著且效率偏高,中小股份制快速增長但效率偏低、地方商業(yè)市場劣勢明顯且效率差異較大。具體而言,國有控股凈收入及其占比偏高且增長快速,規(guī)模投入偏高導(dǎo)致效率降低；中小股份制凈收入高速增長且占比差異大,規(guī)模投入不足且技術(shù)效率偏低：地方商業(yè)凈收入及其占比偏低且增長緩慢,效率差異大且波動無明顯規(guī)律。 (3)中間業(yè)務(wù)效率與銀行績效是正相關(guān),但顯著性水平是波動的。其中,中間業(yè)務(wù)效率與盈利能力正相關(guān),但經(jīng)濟(jì)環(huán)境變動引起顯著性水平出現(xiàn)波動；資本實(shí)力與中間業(yè)務(wù)效率正相關(guān),但顯著性水平受政策法規(guī)影響；伴隨著銀行業(yè)資產(chǎn)質(zhì)量的同質(zhì)化,資產(chǎn)質(zhì)量與中間業(yè)務(wù)效率的正相關(guān)性逐步消失；受中間業(yè)務(wù)經(jīng)營產(chǎn)品影響致使中間業(yè)務(wù)效率與流動因子相關(guān)性不顯著。此外,銀行經(jīng)營規(guī)模與銀行績效及中間業(yè)務(wù)效率的相關(guān)性不顯著。 綜合而言,現(xiàn)階段我國商業(yè)銀行中間業(yè)務(wù)發(fā)展與銀行盈利能力是正向促進(jìn)關(guān)系,但中間業(yè)務(wù)發(fā)展與銀行風(fēng)險抵御能力的關(guān)系不明朗,只有在銀行監(jiān)管更加規(guī)范、金融市場體系更加成熟的情況下,中間業(yè)務(wù)發(fā)展與銀行績效的相關(guān)性才能更加清晰。基于此,各商業(yè)銀行要根據(jù)自身情況,分步驟、有重點(diǎn)地發(fā)展中間業(yè)務(wù)品種、擴(kuò)展業(yè)務(wù)規(guī)模,通過彌補(bǔ)績效水平與中間業(yè)務(wù)經(jīng)營的不足,在控制中間業(yè)務(wù)投入成本與經(jīng)營風(fēng)險的前提下,最大程度發(fā)揮中間業(yè)務(wù)對銀行績效的優(yōu)化作用。 4.研究特色 縱觀全文,本文具有以下三方面的特色： (1)實(shí)證研究方面,本文嘗試將非參數(shù)數(shù)據(jù)包絡(luò)(DEA)方法引入銀行中間業(yè)務(wù)評價領(lǐng)域,從效率角度綜合評價中間業(yè)務(wù)發(fā)展現(xiàn)狀�，F(xiàn)有文獻(xiàn)多通過國內(nèi)外非利息收入占比的比較,反映我國商業(yè)銀行中間業(yè)務(wù)經(jīng)營水平,幾乎沒有考慮從經(jīng)營效率角度做出進(jìn)一步分析,本文對拓展中間業(yè)務(wù)評價方法做出了有益嘗試。 (2)指標(biāo)選取方面,本文基于CAMELS評價體系與DEA中介法,綜合評價銀行績效與中間業(yè)務(wù)發(fā)展水平。首先,本文嘗試用銀行績效因子綜合反映銀行盈利能力與風(fēng)險抵御能力,通過銀行績效與中間業(yè)務(wù)效率的相關(guān)性分析,探討現(xiàn)階段我國銀行業(yè)中間業(yè)務(wù)發(fā)展的綜合作用效果。其次,本文用成本投入與收入產(chǎn)出綜合反映中間業(yè)務(wù)經(jīng)營水平,拓展了手續(xù)費(fèi)凈收入等單一財務(wù)指標(biāo)的評價范圍。 (3)研究對象方面,本文細(xì)分我國銀行業(yè)市場結(jié)構(gòu),針對性分析銀行間經(jīng)營差異。我國商業(yè)銀行規(guī)模體制多樣化,僅從整體分析銀行績效與中間業(yè)務(wù)效率的相關(guān)性,難以反映個體間差異問題,缺乏實(shí)’踐指導(dǎo)意義。本文嘗試通過歸類分析,挖掘銀行績效與中間業(yè)務(wù)效率微觀影響因素,為不同規(guī)模商業(yè)銀行中間業(yè)務(wù)的發(fā)展提供專項(xiàng)建議。
[Abstract]:Intermediary business is one of the three business of modern commercial bank profitability, it does not occupy or less occupation of bank funds caused by non interest income for the bank, without changing the total balance of the expansion of the use of funds. At the same time, the intermediate business of commercial bank income structure can promote diversified development, improve overall operating efficiency and spread the risk of bank.20 century 70s, intermediate business has gradually become the active force of international banking development, is the driving force to enhance the comprehensive competitiveness of commercial banks. China's banking industry is in a long-term operation and interest rate, exchange rate policy under the background of the development of intermediate business started late and product management field is severely limited, resulting in the bank the unbalanced income structure for.2001 years, China's accession to the WTO, the banking regulatory agencies and began to pay attention to the income structure of commercial banks is reasonable , launched a series of encouraging intermediate business management laws and regulations. In the policy to encourage and competition under the background of developing the intermediary business banks, the rapid increase in net income ratio of the intermediate businesses and expanding intermediate business products, from the "quantity" on the adjustment of the income structure of commercial banks. But at the same time, lack of intermediary business in "quality" began to appear, such as high value-added products less, risk control ability is insufficient, pricing problem is not standardized. Because of the intermediate business more easily influenced by the external policy and market environment, the lack of supervision, its concealment, various risks are likely to trigger, blind too soon to launch a large number of intermediate business products, not only cost the bank cost, but also bring potential risks for the bank. It is a "double-edged sword" intermediary business development in China's banking industry business environment changing Under the background, it is necessary to analyze the differences in the efficiency of interbank intermediary business. It is particularly necessary to explore the impact of the development of intermediary business on the comprehensive strength of banking industry, and make a useful exploration for the management direction of the development of banking intermediary business.
1. research ideas
In the review of bank performance evaluation based on intermediate business external effects and other related academic, the concept of the intermediary business and business scope, brief introduction of CAMELS bank performance evaluation index system and the intermediate business theory of efficiency analysis, overview of factor analysis and nonparametric data envelopment analysis (DEA) related knowledge at the part of empirical research, this paper selected the data from 17 Listed Commercial Banks in 2005-2010 as the sample, in accordance with the scale of operation is classified in the sample. Secondly, the CAMELS evaluation method and DEA method respectively in the intermediary frame selected to reflect the bank performance and the intermediary business efficiency index. Thirdly, based on the descriptive statistical analysis of correlation the index, using the factor analysis method to get scores of the performance of commercial banks and the scale of operation, using the non parameter data envelopment analysis (DEA) in China Commercial bank intermediary business development efficiency. In addition, through horizontal, the factor score and the efficiency score of longitudinal contrast, grasp the status of bank performance and intermediary business efficiency from the microscopic point. Finally, through the Pearson correlation coefficient test, correlation analysis between bank performance and business efficiency from the macro, to explore the effect of the intermediate business of the positive and negative effects on this basis, puts forward the improvement of intermediary business policy recommendations.
2. the content of this paper
The first chapter is the introduction. On the basis of analyzing the background significance of the selected topic, we clarify the purpose of the study, introduce the research ideas and empirical methods of this paper, and outline the research framework after doing the research, and point out the characteristics of this research.
The second chapter, literature review. The classification of factors of domestic and foreign commercial bank performance and the influence of academic research correlation between the development of intermediate business and bank performance, the effects of the relevant conclusions to the development of intermediary business, based on the summary of the existing literature on methodology and it is worth learning place needs to be improved.
The third chapter, the introduction of the theory and method, summarizes the CAMELS performance evaluation system, defines the intermediary business, introduces the factor analysis, and the data envelopment DEA and other empirical methods.
The fourth chapter, an empirical study on bank performance and business scale. Firstly, listed 2005-2010 years of commercial banks operating performance indicators by using descriptive statistical methods, and then through the factor analysis to calculate the score and the score of the comprehensive performance of bank business scale, ranking the results for 2005-2010 years, and changes in the performance of banks, bank scale changes were analyzed.
The fifth chapter, empirical research on the efficiency of intermediate business. The intermediate business of commercial banks in China stage operating results of descriptive statistical analysis. Then the calculation of intermediate business efficiency by using BCC model and Super-Efficiency model, and the 2005-2010 commercial bank efficiency scores and ranking changes were analyzed.
The sixth chapter is about the correlation analysis of bank performance, intermediate business efficiency and bank operation scale. It conducts Pearson correlation test on bank performance, intermediate business efficiency and bank operation scale, and further analyzes the causes based on the empirical results.
The seventh chapter, conclusions and deficiencies. Summarize the research results of the correlation between the efficiency of intermediary business and the performance of the bank, put forward the policy recommendations, and summarize the shortcomings of this study.
3. the main conclusions of the study based on the CAMELS evaluation system, using the index of descriptive statistical analysis, factor scoring efficiency comparison method, analysis of horizontal and vertical contrast on the performance and efficiency of intermediary business between banks, using Pearson correlation coefficient test of intermediate business efficiency and bank performance, obtained the following conclusions:
(1) improve the performance of commercial banks, state-owned holding the middle level and the stable growth of small and medium-sized joint-stock level is low and the internal differences, the local commercial high level but lack of stability. In particular, the state-owned holding high profitability and strong capital strength steadily, but the advantage of decreasing, but the poor quality of assets to improve rapidly. Liquidity is stable and reasonable; profitability and capital strength of small and medium-sized joint-stock low but rising assets, high quality and continuous optimization, high liquidity and stable; the local commercial bank profitability and capital strength of Gao Danbo amplitude is large, the quality of assets and liquidity fell sharply.
(2) the intermediate business of commercial banks continues to expand the scale and inter bank operating efficiency differences between state-owned holding market highlights the significant advantages and the efficiency is high, the rapid growth of small and medium-sized joint-stock commercial market place but the efficiency is low, and the efficiency is obvious disadvantage differences. Specifically, the state-owned holding net income and the proportion of high and rapid growth, the scale of investment. To reduce the efficiency of small and medium-sized joint-stock; net income growth and the proportion of different scale, inadequate investment and low technical efficiency: local business net income and the proportion of low and slow growth, efficiency difference and fluctuation has no obvious regularity.
(3) between intermediary business and bank performance is positively related, but the level is significant fluctuations. Among them, the intermediate business is positively correlated with profitability, but the economic environment changes caused significant levels fluctuate; capital strength and intermediate business is positively related to the efficiency, but the level of significance by policies and regulations; with the bank industry asset quality homogenization, is the relationship between the asset quality and efficiency of the intermediate business gradually disappear; influence of intermediary business products resulted in no significant correlation between intermediary business efficiency and flow factor. In addition, no significant correlation between bank size and bank performance and intermediary business efficiency.
Overall, the current stage of development and profitability of bank intermediate business of commercial banks in China is to promote a positive relationship, but the relationship between development and bank intermediary business ability to resist risks is not clear, only in the banking supervision system of financial market more standardized, more mature, correlation to the development of intermediate business and bank performance based on more clearly. This, the commercial banks according to their own situation, step by step, to focus on the development of intermediate business varieties, expand business scale, the performance level and make up for the lack of intermediary business, in the premise of intermediate business cost and business risk, maximize the optimization effect of intermediate business on the bank's performance.
4. characteristics of research
Looking at the full text, this article has the following three aspects:
(1) the empirical research, this paper attempts to use the non parameter data envelopment (DEA) method is introduced into the banking intermediary business evaluation field, from the development of middle business comprehensive evaluation efficiency perspective. Many of the existing literature at home and abroad through the proportion of non interest income comparison, reflect our country commercial bank intermediary business management level, almost no consideration to further analysis from the angle of operating efficiency, this paper makes a good attempt to evaluate the development of intermediate business.
(2) the CAMELS index selection, evaluation system and DEA intermediary method based on comprehensive evaluation of bank performance and intermediate business development. Firstly, this paper attempts to use the bank performance factor reflects the bank profitability and ability to resist risks, analysis of the correlation between bank performance and service efficiency through the middle industry, discusses the comprehensive effect of intermediate business at this stage the development of China's banking industry. Secondly, the cost and income output reflects the intermediary business management level, expand the net fee income single financial index evaluation.
(3) the research object, this paper divided structure of China's banking market, according to analysis of interbank business differences. The size of China's commercial banks system diversification, only from the overall correlation between bank performance and business efficiency, it is difficult to reflect the differences between individuals, the lack of real practical significance. This paper attempts to classify analysis of mining micro influencing factors of bank performance and intermediary business efficiency, provide specific recommendations for the development of the intermediate business of commercial banks of different sizes.

【學(xué)位授予單位】：西南財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.2

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前1條

1 楊燦;中國農(nóng)業(yè)銀行中間業(yè)務(wù)發(fā)展策略研究[D];東北農(nóng)業(yè)大學(xué);2013年

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本文編號：1394317