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论文编号：	5307
作者编号：	2120112622
上传时间：	2013/6/6 11:30:02
中文题目：	基于三阶段DEA方法的北京市商业银行经营效率评价研究
英文题目：	Research on Operation Efficiency of The Beijing Commercial Bank Based on Three-stage DEA
指导老师：	黄福广
中文关键字：	商业银行;经营效率;三阶段DEA;Tobit模型
英文关键字：	Commercial banks, operation efficiency; three-stage DEA; Tobit model
中文摘要：	商业银行的存在能够促进资源的优化配置，高效稳定的银行体系能够保证经济快速增长。目前，商业银行的经营效率仍然参差不齐，而且依靠粗放发展的模式是不可能持久的，必须找出影响商业银行经营效率的因素，努力提高经营效率，进而从根本上提高自身的竞争力。北京是中国重要的金融中心之一，银行分支机构多，经营规模较大，便于相互间的横向比较，本文选择北京市领地范围内的商业银行进行对比分析，力图评价银行经营效率及其影响因素。在参考和借鉴国内外诸多研究成果的基础上，本文运用三阶段DEA方法，通过理论分析、模型构建和实证检验，对2007年至2010年间的北京市商业银行的经营效率进行评价研究。首先，本文对国内外银行效率的研究成果和三阶段DEA方法在银行效率评价中的应用状况进行梳理和综述。然后，选取DEA模型的投入产出指标以及SFA模型的环境变量，构建三阶段DEA模型。本文的核心部分是运用三阶段DEA方法对北京市商业银行经营效率进行测算，并对测算得出的效率值进行各角度的比较分析。最后，本文对影响北京市商业银行经营效率的主要因素进行了定性和定量分析，并有针对性地给出了提升经营效率的对策建议。通过研究分析得出以下结论，第一，所选取的12家商业银行在2007?2010年间的技术效率平均值总体呈现下降趋势，这主要是由于从2007年开始发生了全球性的金融危机，这期间全球许多大型的金融机构破产，还有一些由政府接管，在这样的大背景下，北京辖区范围内的商业银行也难免受到一定的影响；第二，北京市股份制商业银行的技术效率要好于国有商业银行的技术效率，这主要是因为两类银行的纯技术效率有一定的差距，因此，国有商业银行应该努力提高经营管理能力；第三，北京市商业银行的无效率主要是因为规模无效率，即各银行没有达到最合理的经营规模；第四，银行的资产、存款市场份额、存贷比和权益比四个指标与商业银行的经营效率呈正相关关系。最后，在对评价研究结果综合分析的基础上，本文提出四条对策建议，希望对北京市商业银行经营效率的提高有所帮助。
英文摘要：	The existence of the commercial banks can promote the optimization configuration of resource. The highly efficient and stable banking system can guarantee rapid economy growth. At present, the operation efficiency level of the commercial banks is still uneven, and moreover it is not sustainable to rely on the extensive mode of development. So, it is necessary to identify the factors that affect the operation efficiency of the commercial banks and to take appropriate measures. And thus, the competitive power can be fundamentally improved through increasing operation efficiency. Beijing is one of the important financial centers in China. Because of more bank branches and large business scale in Beijing, it is easy to make horizontal comparison. So, we choose the commercial banks within the territorial limits of Beijing to make comparative analysis and try to evaluate the operation efficiency and the influencing factors. In this paper, on the basis of reference for many domestic and foreign researches, we evaluate the operation efficiency of the Beijing commercial between 2007 and 2010 using three-stage DEA method. First, we sort out and synthesis the relevant theory and literature. Then, choose input indicators, output indicators and environment variables and build the three-stage DEA model. The core of the paper is to evaluate the operation efficiency of Beijing commercial bank using three-stage DEA method and to analyze the result from various angles. Finally, we make qualitative and quantitative analysis of the main factors affecting the operation efficiency and give the suggestions targeted to improve the operation efficiency. Through research, we conclude that, first, the overall average efficiency of the selected 12 commercial banks shows downward trend between 2007 and 2010. The downward trend is mainly due to the global financial crisis that began in 2007. This financial crisis led to that a number of fairly large-scale financial institutions collapsed or been took over by government. So Beijing commercial banks are inevitably impacted by it. Second, the technical efficiency of the joint-stock commercial banks is better than the state-owned commercial banks. Mainly because pure technical efficiency of the two types of banks have a certain gap, so the state-owned commercial banks should strive to improve the management capacity. Third, the technical inefficiency of Beijing commercial bank is mainly because of the scale inefficiency. This means banks did not reach the most reasonable operation scale. Fourth, the scale of the bank's assets, market share of deposits, loan-to-deposit ratio and equity ratio is positive correlation with operation efficiency of commercial banks. Finally, on the basis of comprehensive analysis of evaluation results，we put forward four suggestions. We hope these suggestions can be helpful for improving the operation efficiencies of Beijing commercial banks.
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