本文選題：商業(yè)銀行 + 帕累托效率��； 參考：《天津財經(jīng)大學》2012年碩士論文

【摘要】：金融危機對銀行業(yè)的影響是雙刃性的,對中國銀行業(yè)不例外,既有機遇也有挑戰(zhàn),但是目前看來對中國金融業(yè)的機遇是大于挑戰(zhàn)的,因為在全球金融遭受重創(chuàng)的情況下,中國金融業(yè)一枝獨秀的保持了較高的增長能力,中國商業(yè)銀行的高利潤業(yè)績使得中國金融業(yè)在全球金融市場大放光彩。然而恰恰正是因為這一奇特的現(xiàn)象引發(fā)了眾多學者對中國商業(yè)銀行利潤效率的關注。 本文以中國商業(yè)銀行利潤效率為研究對象,在對國內外相關研究成果歸類梳理的基礎上,用隨機前沿方法(SFA)構建了以商業(yè)銀行資本價格,人力資產(chǎn)價格以及可貸資金和非利息收入作為投入變量和產(chǎn)出變量的超越對數(shù)函數(shù),利用frontier4.1軟件分析了14家商業(yè)銀行的利潤帕累托效率,同時也以動態(tài)效率理論為基礎運用Malmquist指數(shù)分析了利潤的動態(tài)效率。通過定量分析得出幾點結論：第一、商業(yè)銀行利潤效率與其利潤存在很大的反差；第二、商業(yè)銀行利潤效率因結構的不同存在較大差異；第三、雖然效率水平整體呈現(xiàn)上升趨勢,但與最優(yōu)水平相比存在一定的漏出。在對結論進一步分析的基礎上發(fā)現(xiàn)商業(yè)銀行高利潤支撐因素主要有三個方面：第一是市場結構,依靠壟斷地位和未完全開放市場獲得便利與保護,體現(xiàn)了市場結構的保護效率；第二是盈利模式,依靠利差保護和規(guī)模保護確保了利潤,體現(xiàn)了模式效率；第三是投機因素,金融監(jiān)管滯后的短期投機效率支撐商業(yè)銀行在政策限制下仍能獲得部分高利潤。在對支撐因素分析的過程中發(fā)現(xiàn)金融全球化,利率市場化等金融市場環(huán)境變化下使得上述商業(yè)銀行的支撐因素將不可持續(xù),進而說明商業(yè)銀行高利潤對應的效率是存在問題的,據(jù)此本文從轉變盈利模式,拓展國際化發(fā)展,提升服務質量,完善風險管理機制等方面提出相應對策以實現(xiàn)商業(yè)銀行利潤帕累托效率改進。
[Abstract]:The impact of the financial crisis on the banking sector is double-edged, and it is no exception to the Chinese banking industry. There are both opportunities and challenges. But at present, the opportunities for the Chinese financial industry are greater than the challenges, because in the context of the global financial industry being severely hit, China's financial sector has maintained a high growth capacity, and the high profit performance of Chinese commercial banks has made the Chinese financial industry shine in the global financial market. However, it is precisely because of this strange phenomenon that many scholars pay attention to the profit efficiency of Chinese commercial banks. This paper takes the profit efficiency of Chinese commercial banks as the research object, on the basis of classifying the relevant research results at home and abroad, using the stochastic frontier method (SFAA) to construct the capital price of commercial banks. The price of human assets, loanable capital and non-interest income are regarded as the transcendental logarithmic functions of input and output variables, and the profit Pareto efficiency of 14 commercial banks is analyzed by using frontier4.1 software. On the basis of dynamic efficiency theory, the dynamic efficiency of profit is analyzed by using Malmquist index. Through quantitative analysis, several conclusions are drawn: first, the profit efficiency of commercial banks is very different from their profits; second, the profit efficiency of commercial banks is different because of the different structure; third, Although the efficiency level as a whole shows an upward trend, but there is a certain leakage compared with the optimal level. On the basis of further analysis of the conclusions, it is found that there are three main supporting factors for high profits of commercial banks: first, market structure, which relies on monopoly position and incomplete open market to obtain convenience and protection, embodies the efficiency of market structure protection; The second is profit mode, which relies on the protection of spread and scale to ensure profits, which reflects the efficiency of the model. The third is speculative factor. The short-term speculative efficiency of financial supervision lags behind to support commercial banks to obtain part of high profits under policy constraints. In the process of analyzing the supporting factors, it is found that the financial globalization, interest rate marketization and other financial market environment will make the supporting factors of the above commercial banks unsustainable, which further shows that there are problems in the efficiency corresponding to the high profits of the commercial banks. Based on this, this paper puts forward the corresponding countermeasures from the aspects of transforming profit mode, expanding international development, improving service quality and perfecting risk management mechanism in order to realize the improvement of profit Pareto efficiency of commercial banks.
【學位授予單位】：天津財經(jīng)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.33

【參考文獻】

相關期刊論文 前10條

1 車圣保;;效率理論述評[J];商業(yè)研究;2011年05期

2 邱偉;從金融資源論看我國商業(yè)銀行可持續(xù)發(fā)展[J];財經(jīng)科學;2002年01期

3 中國工商銀行國際業(yè)務部課題組;陳愛平;孫國申;高向陽;李丹;王佳佳;;工商銀行國際化發(fā)展研究[J];金融論壇;2007年02期

4 張紅軍;葉菲;;商業(yè)銀行利潤效率測度及影響因素分析[J];金融論壇;2008年12期

5 孫，

本文編號：2045353