【摘要】：自2008年次貸危機(jī)引發(fā)的全球金融海嘯以來,商業(yè)銀行受到越來越嚴(yán)格的管理。不斷提高的資本充足率要求,使得銀行在開展傳統(tǒng)信貸業(yè)務(wù)時(shí),可貸資金越來越少。另外，外資銀行的全面進(jìn)入引致銀行業(yè)更加激烈的競爭,利率市場化改革政策的出臺(tái)，“金融脫媒”現(xiàn)象的出現(xiàn)，無疑都使得商業(yè)銀行面臨著存貸利差的減少代理的挑戰(zhàn),致使傳統(tǒng)利潤創(chuàng)造方式的盈利性大大縮減。在傳統(tǒng)盈利模式越來越受到限制的情況下，中間業(yè)務(wù)成為重要的利潤來源。然而我國商業(yè)銀行中間業(yè)務(wù)由于起步晚，存在著管理規(guī)范性差、創(chuàng)新性不足等問題，與國際先進(jìn)水平存在著較大的差距。因此,研究商業(yè)銀行中間業(yè)務(wù)的效率和影響其發(fā)展的因素、發(fā)現(xiàn)我們商業(yè)銀行中間業(yè)務(wù)發(fā)展中的問題，成為當(dāng)前背景下,銀行從業(yè)者需要關(guān)心的重要問題之一。 本文首先除了針對中間業(yè)務(wù)做了概念上的闡述外，重點(diǎn)對關(guān)于影響銀行中間業(yè)務(wù)發(fā)展因素的文獻(xiàn)加以回歸和總結(jié)，并對關(guān)于中間業(yè)務(wù)及銀行效率的研究模型和方法加以介紹。在此基礎(chǔ)上,搜集全國23家上市及非上市商業(yè)銀行2007年到2012年六年的數(shù)據(jù),根據(jù)中間業(yè)務(wù)收入百分比處理投入變量，，優(yōu)化傳統(tǒng)投入—產(chǎn)出變量，以使DEA模型中的變量得以匹配，從而對這23家商業(yè)銀行中間業(yè)務(wù)的整體效率加以打分，通過DEA模型和Malmquist指數(shù)方法測算靜態(tài)和動(dòng)態(tài)的中間業(yè)務(wù)效率。接著根據(jù)銀行性質(zhì)進(jìn)行聚類，比較了不同類型銀行之間的中間業(yè)務(wù)效率情況，及各自的發(fā)展趨勢。 隨后，本文利用DEA模型測算的效率值為被解釋變量，運(yùn)用Eviews6.0軟件建立Tobit回歸模型，試圖從微觀層面上找出影響商業(yè)銀行中間業(yè)務(wù)效率的因素，評估各因素對于中間業(yè)務(wù)的影響程度，希望借此能夠?yàn)榻鹑跈C(jī)構(gòu)相關(guān)工作者提供一定的參考，制定相應(yīng)的中間業(yè)務(wù)發(fā)展改革計(jì)劃。
[Abstract]:Since the global financial tsunami triggered by the subprime mortgage crisis in 2008, commercial banks have been more and more strictly managed. The increasing capital adequacy requirement makes banks have less and less loanable funds in the traditional credit business. In addition, the full entry of foreign banks leads to more fierce competition in the banking sector, the introduction of the policy of market-oriented interest rate reform and the appearance of the phenomenon of "financial disintermediation", which undoubtedly make commercial banks face the challenge of reducing the interest margin between deposit and loan. As a result, the profitability of the traditional way of profit creation is greatly reduced. Under the condition that the traditional profit mode is more and more restricted, the intermediate business becomes the important profit source. However, due to the late start of the intermediate business of commercial banks in China, there are some problems, such as poor management standards, insufficient innovation and so on, and there is a big gap with the international advanced level. Therefore, studying the efficiency of intermediary business of commercial banks and the factors influencing its development, and finding out that the problems in the development of intermediary business of our commercial banks have become one of the important problems that the banking practitioners need to pay attention to in the current background. In addition to the conceptual elaboration of intermediate business, this paper focuses on the regression and summary of the literature on the factors affecting the development of intermediate business in banks, and introduces the research models and methods of intermediate business and banking efficiency. On this basis, we collect the data of 23 listed and unlisted commercial banks from 2007 to 2012, deal with input variables according to the percentage of intermediate business income, optimize the traditional input-output variables, so that the variables in the DEA model can be matched. Thus, the overall efficiency of the intermediate business of these 23 commercial banks is graded, and the static and dynamic intermediate business efficiency is measured by DEA model and Malmquist index method. Then, according to the nature of bank clustering, the paper compares the efficiency of intermediate business between different types of banks and their development trends. Then, using the efficiency value of DEA model as explained variable, using Eviews6.0 software to establish Tobit regression model, this paper tries to find out the factors that affect the efficiency of commercial bank intermediate business from the micro level. In order to evaluate the influence of various factors on intermediary business, we hope to provide some reference for the relevant workers of financial institutions and formulate the corresponding reform plan for the development of intermediate business.
【學(xué)位授予單位】：重慶大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.2

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