【摘要】：2007年以來(lái),我國(guó)經(jīng)濟(jì)步入下行周期,并且在利率市場(chǎng)化改革的雙重夾擊下,一路高歌前行的商業(yè)銀行遇到了發(fā)展中的重要轉(zhuǎn)折點(diǎn)。商業(yè)銀行面對(duì)新的市場(chǎng)環(huán)境和迎面而來(lái)的重重沖擊,如何在日益激烈的競(jìng)爭(zhēng)環(huán)境中保持良好的盈利能力、營(yíng)運(yùn)能力和持續(xù)發(fā)展能力,全面提升經(jīng)營(yíng)績(jī)效已經(jīng)成為廣泛關(guān)注的焦點(diǎn)。本文在對(duì)商業(yè)銀行經(jīng)營(yíng)績(jī)效相關(guān)理論及測(cè)度方法研究的基礎(chǔ)上,選取較為成熟的測(cè)度方法,即超效率DEA模型對(duì)我國(guó)16家上市銀行經(jīng)營(yíng)績(jī)效進(jìn)行測(cè)度研究,通過(guò)對(duì)超效率技術(shù)值的觀察得出:從時(shí)間軸看,我國(guó)上市銀行的經(jīng)營(yíng)績(jī)效近年來(lái)呈現(xiàn)波動(dòng)中上升的趨勢(shì),由2007年的0.79增長(zhǎng)到2015年的1.00,增長(zhǎng)了 25.76%;從橫截面看,不同類型商業(yè)銀行的經(jīng)營(yíng)績(jī)效水平存在差別,超技術(shù)效率最高的為北京銀行,超技術(shù)效率值為2.49,最低的為華夏銀行,僅為0.47。在此基礎(chǔ)上通過(guò)對(duì)影響商業(yè)銀行經(jīng)營(yíng)績(jī)效的因素進(jìn)行理論分析,選取相關(guān)指標(biāo)構(gòu)造多元線性回歸模型,以探究不同指標(biāo)變量對(duì)銀行經(jīng)營(yíng)績(jī)效的影響,結(jié)果顯示:(1)中間業(yè)務(wù)收入占比與經(jīng)營(yíng)績(jī)效呈現(xiàn)顯著正向相關(guān)關(guān)系;(2)成本收入比與經(jīng)營(yíng)績(jī)效呈現(xiàn)顯著負(fù)向相關(guān)關(guān)系;(3)GDP、資產(chǎn)規(guī)模、不良貸款率與銀行經(jīng)營(yíng)績(jī)效不存在顯著相關(guān)關(guān)系。(4)對(duì)銀行分類回歸分析發(fā)現(xiàn):中間業(yè)務(wù)收入占比對(duì)不同類型的銀行均表現(xiàn)出顯著正相關(guān)關(guān)系,而資產(chǎn)規(guī)模與成本收入比對(duì)于不同類型的銀行經(jīng)營(yíng)績(jī)效具有不同的影響。文章最后根據(jù)我國(guó)上市銀行經(jīng)營(yíng)績(jī)效的特征與影響因素的研究,提出針對(duì)性政策建議:(1)建立健全商業(yè)銀行績(jī)效評(píng)價(jià)體系,實(shí)現(xiàn)市場(chǎng)有效監(jiān)測(cè)分析;(2)加快業(yè)務(wù)創(chuàng)新、適應(yīng)轉(zhuǎn)型發(fā)展,大力發(fā)展中間業(yè)務(wù);(3)增強(qiáng)市場(chǎng)定位,在綜合化經(jīng)營(yíng)的基礎(chǔ)上加強(qiáng)特色化經(jīng)營(yíng)發(fā)展。
[Abstract]:Since 2007, China's economy has stepped into a downward cycle, and under the double attack of market-oriented interest rate reform, the commercial banks have encountered an important turning point in the development. Facing the new market environment and the oncoming impact, commercial banks how to maintain good profitability, operation ability and sustainable development ability in the increasingly fierce competitive environment. Overall improvement of business performance has become the focus of widespread concern. On the basis of the research on the theories and measurement methods of commercial banks' operating performance, this paper selects a more mature measurement method, that is, super-efficiency DEA model, to measure the performance of 16 listed banks in China. By observing the technical value of super-efficiency, it is concluded that the operating performance of listed banks in China has shown an upward trend in recent years, from 0.79 in 2007 to 1.00 in 2015. The operating performance level of different types of commercial banks is different. The bank of Beijing has the highest super-technical efficiency, the super-technical efficiency is 2.49, and the lowest is Huaxia Bank, which is only 0.47. On this basis, through the theoretical analysis of the factors affecting the performance of commercial banks, select relevant indicators to construct multiple linear regression model to explore the impact of different index variables on the performance of commercial banks. The results show that: (1) the proportion of intermediate business income is significantly positively correlated with operating performance; (2) the ratio of cost to income is significantly negatively correlated with operating performance; (3) the scale of GDP, assets. There is no significant correlation between non-performing loan ratio and bank operating performance. (4) the classification regression analysis of banks found that the proportion of intermediate business income to different types of banks showed significant positive correlation. However, the ratio of asset size to cost-income has different effects on the performance of different types of banks. Finally, based on the study of the characteristics and influencing factors of the performance of listed banks in China, the paper puts forward some suggestions: (1) to establish and improve the performance evaluation system of commercial banks, to realize the effective monitoring and analysis of the market; (2) to speed up business innovation. To adapt to the transformation and development, to develop intermediary business vigorously; (3) to strengthen market positioning and strengthen the development of special management on the basis of comprehensive management.
【學(xué)位授予單位】：南京大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.33
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本文編號(hào)：2267020