联系我们

论文查询结果	返回搜索

论文编号：	2552
作者编号：	2120082102
上传时间：	2010/6/14 9:48:04
中文题目：	我国商业银行效率及银行因素研究
英文题目：	Study on Efficiency and Influence Factors of Chinese Commercial Banks
指导老师：	陈国欣
中文关键字：	银行效率;数据包络分析;影响因素
英文关键字：	Bank Efficiency;DEA;Factors
中文摘要：	金融市场在资源配置和保证经济正常运转中起着重要的作用，银行业是金融市场的中坚力量。在开放经济中，一个国家银行业竞争力的强弱事关国家的金融安全。2008年的全球金融危机对美国的投资银行造成了重大创伤，高盛、摩根等集团把重点业务转向了商业银行业务，这一方面表明了商业银行的重要性和吸引力，同时也意味着未来商业银行面临更加激烈的竞争。 在国内方面，随着加入WTO五年过渡期完成，国际各大著名商业银行纷纷入主中国，国内股份制商业银行蓬勃发展，多家城市商业银行在A股上市，而且目前银行业正在涉及信托、证券和保险等金融业务，这些因素共同使我国商业银行面临多方面的竞争压力，如何提高我国商业银行的效率，提高持久的竞争力成为我国银行业的重要问题，同时也是理论界关注的焦点。 银行效率不只是财务上反映的盈利能力，而是对银行投入产出的综合考核。目前，国内外学者对银行效率的测量和影响因素有了很多的研究，本文综合了各种因素选取了数据包络分析（DEA）方法测量我国商业银行的效率，利用计算的超效率值作为解释变量，本文还采用了多元线性回归模型分析了影响我国商业银行效率的主要因素。分析结果表明，股份制商业银行的技术效率是最高的，而国有商业银行的规模效率要显著低于股份制商业银行和城市商业银行，除建设银行以外，其他国有商业银行的效率排名都相对靠后，而股份制商业银行和上市的城市商业银行获得了较高的排名。在银行效率的影响因素方面，我国商业银行的效率与银行的总资产收益率和贷款净值比率呈显著的正相关关系，银行效率与我国的总资产规模和独立董事比率呈一定的相关关系，进一步的分析表明我国商业银行的最佳总资产规模期间为7339.83亿元至17194.83亿元，而最佳的独立董事比率期间为25%至37.5%。 为了提高银行自身的竞争力，国有商业银行应该更加注重规模的控制甚至收缩，把更多投入加入到提升服务质量的层面上来，而股份制商业银行和城市商业银行应该充分发挥其处于规模效率递增的期间，扩大自己的业务和资产规模，以形成规模优势。同时，各类银行都应该努力提高自身的盈利能力，提高贷款的质量，以保证银行效率处于有竞争力的行列。而银监会更应该规范我国银行业的公司治理结构的调整，保持合理的独立董事比率，同时明确和规范外部监事的职责。只有银行自身和监管层的共同努力，才能保证我国银行效率的提高，从而让我国银行业保持持久的竞争力。
英文摘要：	Financial market plays an important role in optimizing resource distribution and ensuring the normal development of economy. Banking is the backbone in financial market. In open economy, the banking competitiveness in a country has great influence on financial security. The global financial crisis caused great loss on American investment banks in 2008. Goldman Sachs and Morgan have transferred the business into commercial banking, which indicates the importance and attraction of commercial banks and the fierce competition of the future commercial banks. In domestic, with the ending of 5 years transition periods after China’s entering WTO, international famous commercial banks are pouring into China, domestic joint-stock commercial banks developing rapidly, many city commercial banks listing in the A-market。Further, banking is currently stepping into area of trust, securities and insurance。All of these factors impose great pressure on domestic commercial banks. It is an important question and attracting focus to analyze how to enhance the efficiency and long-lasting competition capacity. Banking efficiency is the measurement of not only the profitability in finance but also the input and output. Scholars researched a lot on the measuring and influence factors of banking efficiency. This paper used DEA to measure the efficiency of domestic commercial banks and selected super-efficiency as dependent variable. Further, the paper used multiple linear regression model to analyze the main factors. The result showed that domestic joint-stock commercial banks have the highest technical efficiency and the scale efficiency while the scale efficiency of domestic commercial banks are significantly lower than domestic joint-stock commercial banks and city commercial banks. The domestic commercial banks are ranked relatively in the end except China Construction Bank. Moreover, the efficiency of domestic commercial banks has significant positive correlation with the total return on assets and net loans ratio, some correlation with the assets scale and the ratio of independent director. Further analysis indicated the optimizing assets scale is between 733.983 billion and 1719.483 billion, optimizing ratio of independent director is between 25% and 37.5%. In order to increase the self-competitiveness, the domestic commercial banks should focus on shrinking the scale and enhancing the service quality. Moreover, domestic joint-stock commercial banks and city commercial banks should enlarge their business and assets scale to form scale advantage. Meanwhile, every kind of banks should try to increase their profitability and the quality of loan. CBRC should standardize the banking governance structure to maintain the reasonable independent director ratio and the role of external supervisors. Only the combination efforts of banking and the supervisor can guarantee the improvement of domestic bank efficiency to maintain competitiveness.
查看全文：	预览  下载(下载需要进行登录)