本文選題：商業(yè)銀行　切入點：經(jīng)營效率　出處：《蘇州大學》2014年碩士論文　論文類型：學位論文

【摘要】：隨著我國金融體系改革的深化，商業(yè)銀行面臨著越來越激烈的競爭，銀行的經(jīng)營效率是商業(yè)銀行競爭力高低的核心，是商業(yè)銀行綜合競爭力的體現(xiàn)，關(guān)系到銀行自身的長遠發(fā)展，同時也影響著我國金融體系資源的配置，對我國宏觀經(jīng)濟的穩(wěn)健運行有著不容忽視的作用。此外，在我國經(jīng)濟發(fā)展放緩的大背景下，商業(yè)銀行更應(yīng)注重自身的經(jīng)營效率。因此，對我國商業(yè)銀行的效率進行研究并探討效率與股票收益之間關(guān)系，，是具有重要的理論和現(xiàn)實意義的。 在上述背景下，本文對大量國內(nèi)外相關(guān)研究文獻進行了回顧梳理，在總結(jié)現(xiàn)有研究成果的基礎(chǔ)上，運用非參數(shù)方法研究測算我國商業(yè)銀行的效率水平，并對銀行效率與股票收益的關(guān)系進行了回歸分析。首先，闡述了本文的研究背景意義、研究思路及研究方法；其次，回顧梳理了商業(yè)銀行效率的內(nèi)涵、評價方法、與股票收益之間關(guān)系等方面的研究；再次，對我國商業(yè)銀行的經(jīng)營效率進行了測算評估。依據(jù)我國十三家上市商業(yè)銀行2006年至2012年間的面板數(shù)據(jù)并結(jié)合DEA模型和超效率DEA模型測算得出銀行的效率，實證結(jié)果表明我國商業(yè)銀行總體效率水平有待提高，股份制商業(yè)銀行的效率要優(yōu)于國有商業(yè)銀行；然后，對基于超效率DEA模型測算出的我國商業(yè)銀行效率與其股票收益的關(guān)系進行檢驗，結(jié)果證實了兩者之間呈顯著的正相關(guān)關(guān)系，但回歸系數(shù)較低，說明了我國股票市場的有效性有待增強；最后，對全文的研究結(jié)論進行了總結(jié)，并提出了相關(guān)的政策建議。
[Abstract]:With the deepening of the reform of our financial system, commercial banks are facing more and more fierce competition. The operational efficiency of banks is the core of the competitiveness of commercial banks and the embodiment of the comprehensive competitiveness of commercial banks. It is not only related to the long-term development of the bank itself, but also affects the allocation of resources in the financial system of our country, and plays an important role in the steady operation of the macro economy of our country. In addition, under the background of the slowing down of the economic development of our country, Therefore, it is of great theoretical and practical significance to study the efficiency of Chinese commercial banks and explore the relationship between efficiency and stock returns. In the above background, this paper reviews a large number of domestic and foreign related research literature, on the basis of summarizing the existing research results, using non-parametric method to measure the efficiency level of commercial banks in China. The relationship between bank efficiency and stock returns is analyzed by regression analysis. Firstly, the background significance, research ideas and research methods of this paper are expounded. Secondly, the connotation and evaluation methods of efficiency of commercial banks are reviewed. The relationship between stock returns and other aspects; again, Based on the panel data of 13 listed commercial banks from 2006 to 2012, combined with the DEA model and the super-efficiency DEA model, the efficiency of the banks is calculated and evaluated. The empirical results show that the overall efficiency of commercial banks in China needs to be improved, and the efficiency of joint-stock commercial banks is better than that of state-owned commercial banks. This paper tests the relationship between efficiency and stock returns of commercial banks in China based on super-efficiency DEA model. The results show that there is a significant positive correlation between them, but the regression coefficient is low. Finally, the conclusion of this paper is summarized, and the relevant policy suggestions are put forward.
【學位授予單位】：蘇州大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.33;F832.51

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