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论文编号：	2627
作者编号：	2120082138
上传时间：	2010/6/17 13:20:20
中文题目：	我国金融控股公司背景下的商业银行经营效率研究
英文题目：	A Research on the Operating Efficiency of China’s Financial Holding Banks
指导老师：	王全喜教授
中文关键字：	金融控股公司;商业银行经营效率;数据包络分析;Malmquist指数;Tobit回归
英文关键字：	Financial Holding Company; Operating Efficiency of Comercial Banks; Data Envelope Analysis; Malmquist Index;Tobit regression
中文摘要：	随着金融业混业经营趋势的发展，我国已有一批尚不规范的金融控股公司存在，一批商业银行已处于金融控股公司体系之中，但当前学术界鲜有专门针对金融控股公司背景下的商业银行（文中称“金控银行”）经营效率的实证研究。 本文以我国大陆15家主要商业银行为样本，分成金控组、非国有金控银行组成的新金控组和非金控组三类，以2003-2008年为样本期间，首先从静态的角度，采用数据包络分析（DEA）对三组样本的技术效率、纯技术效率和规模效率进行比较研究。然后从动态的角度，运用Malmquist指数及其分解指数测度了样本期间内样本银行效率的动态变化；最后构建Tobit模型，运用面板数据对全部样本以及分组样本的效率影响因素进行回归分析。 实证结果表明：(1)我国非国有金控银行的技术效率和规模效率都高于非金控银行；金控银行和非金控银行的效率差异主要来源于规模效率差异。(2)金控银行比非金控银行更具成长性；无论金控银行还是非金控银行，技术效率的改进主要得益于技术进步，而其自身的经营管理水平都较低，且成长性不足。(3)金控银行比非金控银行在效率影响因素上更清晰、明确，应对外部环境变化的能力也高于非金控银行。(4)我国国有金控银行经营效率的绝对值虽然仍然较低，但成长性可观。 根据以上结果，本文认为我国商业银行向金融控股公司转型是可行的策略选择。建议政府相关部门完善金融法律法规、加强对金融控股公司的引导和监管。建议商业银行在学习国内外先进经验的基础上根据国情自主创新；通过多样化的综合经营适度扩大规模；同时更新经营理念、强化内部控制、提高人力资源质量、改善管理水平。
英文摘要：	With the trend of commercial bank mixed operation, a group of informal financial holding companies have already become a new component of the banking in China. While at present few empirical researches have been made technically on the operating efficiency of financial holding banks (FH banks). Fifteen major Chinese mainland commercial banks from the year 2003 to 2008 are taken as sample banks and they are divided into groups of FH banks, new FH banks（non-state-owned commercial banks）and non-FH banks. Under a consideration of non-parametric analysis, Data Envelope Analysis (DEA) is adopted to make a comparative study among the operation efficiency of the sample banks. And Malmquist index is employed to measure the dynamic changes of the sample banks during the years. In addition, a Tobit regression model is utilized to study the factors affecting the operation efficiency. The empirical results are as follows: (1) Non-state-owned FH banks’ technical efficiency and scale efficiency are higher than those of FH-banks and non-FH banks in China; the main difference among them is due to scale efficiency. (2) FH banks’ efficiency grows faster than that of non-FH banks; all sample banks’ efficiency increase greatly profits from technological progress, but weak in their operation and management. (3) Impact factors on non-FH banks’ efficiency are not as clear and definite as the FH banks’ and are vulnerable to the macro- environment changes. (4) Though the efficiency of state-owned banks is still low, it grows fast. According to above results, this paper concludes that it is a feasible option for China’s commercial bank to transit to financial holding bank. In order to promote the healthy development of Chinese banking industry, it is suggested that government improve the financial law system and strengthen the guidance as well as supervise the FH banks. And commercial banks are advised to try some independent innovation accordingly based on learning other’s experience. By diversifying their economic undertakings and enlarging the scale of operation appropriately, the commercial banks are able to realize diverse undertakings. During the process, they are suggested to update the management philosophy, strengthen the internal controls, improve the human resources and promote the operation and management.
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