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论文编号：	6306
作者编号：	2120122602
上传时间：	2014/6/7 16:52:44
中文题目：	我国商业银行效率影响因素实证研究--基于公司治理视角
英文题目：	Analysis on Influencing Factors of Efficiency in Chinese Commercial Banks--Based on Corporate Governance Perspective
指导老师：	郝臣
中文关键字：	DEA模型；银行效率；公司治理
英文关键字：	Non-parametric DEA Model；Bank Efficiency；Corporate Governance
中文摘要：	我国商业银行近年来竞争日益激烈，利率市场化和金融脱媒趋势不可阻挡，各大商业银行盈利能力虽然保持增长但是增速逐渐放缓，提升银行效率并树立可持续竞争优势成为银行发展的必由之路。本文从公司治理的角度出发，研究我国14家上市商业银行2008-2012年效率的变化及影响因素。通过DEA数据包络分析，选择MALMQUIST函数产出导向型规模收益可变的VRS模型，本文对14家上市商业银行的综合效率、技术效率、规模效率和技术进步指数进行评估和比较分析。研究发现，我国四家大型商业银行2008-2012年平均综合效率要高于其余10家股份制商业银行的综合效率均值；2008-2012年技术进步比例分别为4.9%、17.8%、8.5%、9.3%和1%。本文通过多元回归分析发现，我国商业银行综合效率的影响因素主要包括：公司治理水平、银行规模、资产配置能力、高管薪酬、监事会规模和外部监事比例。其中公司治理水平、银行规模、资产配置能力与综合效率显著正相关；高管薪酬、监事会规模和外部监事比例与综合效率显著负相关。高管持股比例与银行纯技术效率显著正相关，贷存比指标与银行规模效率显著正相关，二者共同作用于银行综合效率。提升我国商业银行公司治理整体水平和资产配置能力有利于银行综合效率的提升；其中高管长期激励水平的提高有助于银行纯技术效率的提高，银行资产配置能力的提高有助于银行规模效率的提高；而单纯通过提高银行高管薪酬水平、扩大监事会规模或者提高外部监事比例，不仅不能提升银行综合效率，反而可能起反作用。
英文摘要：	In recent years, China's commercial banks are increasingly competitive. Implementation of market-based interest rates and financial disintermediation are imperative. Although the profitability of major commercial banks to maintain growth, but growth is slowing down, improve bank efficiency and establish a sustainable competitive advantage become the only way of banks’ development. From the perspective of corporate governance, we study 2008-2012 the influencing factors of China's 14 listed commercial banks’ efficiency. By DEA data envelopment analysis, we select MALMQUIST function output-oriented variable returns to scale VRS model, the paper measured and compared the overall efficiency, technical efficiency, scale efficiency and technical progress index of 14 commercial banks. The study found that the overall efficiency of China's four major commercial banks is higher than that of the remaining 10 joint-stock commercial banks. The technical progress indexes are 4.9%, 17.8%, 8.5%, 9.3% and 1% from 2008 to 2012. Regression analysis revealed some significant effect variables of the overall efficiency, which include NK corporate governance index, the ratio of loans to deposits, executive compensation, the size of supervisor board, the proportion of external supervisors. Among them, the level of corporate governance and asset allocation capabilities are significantly positive correlated with the overall efficiency; executive compensation, the size of the supervisory board and the proportion of external supervisors are significantly negatively correlated with banks overall efficiency. To improve the level of corporate governance and asset allocation will contribute to the bank overall efficiency improvement. By raising bank executive pay levels, to expand the size of the Supervisory Board or increase the proportion of external supervisors, not only can improve the overall efficiency, they may be counterproductive.
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