【作者】 李珂；

【导师】 高汉；

【作者基本信息】 华东政法大学 ， 产业经济学， 2011， 硕士

【摘要】 银行效率问题为金融市场各方关注已久,随着我国金融市场于2005年底完全对外开放,在日益激烈的竞争环境的背景下,面对越来越复杂的市场,分析银行效率及其影响因素就成为提高我国银行竞争力、完善我国金融市场改革的重要途径。本文以上述背景为出发点,结合数据的可获得性,将考察范围确定为国有银行、股份制银行和城市商业银行三类,具体为14家A股上市商业银行。文章首先综合介绍了和银行效率研究有关的国内外现有文献,对于现有的研究成果和观点进行了归纳总结,并在此基础上提出本文的观点;然后引入银行效率的基本概念及常用分析方法,重点介绍了DEA分析方法和超效率DEA分析方法。本文运用两阶段DEA分析和超效率DEA分析方法,将银行效率研究划分为社会效率和经济效率两个阶段。对2004年-2009年之间我国14家上市商业银行社会效率和经济效率进行实证分析:从超效率DEA的结果看,整体而言我国银行效率有所提升;而两阶段DEA方法和超效率DEA方法均表明,国有银行的社会效率相较其经济效率而言偏低,其经济效率表现优于股份制银行;股份制银行相较于国有银行的优势主要体现在社会效率阶段;而城市商业银行的两阶段效率表现差别比较明显,可能暗含较高的成长性。通过对银行效率影响因素的相关性分析,本文认为利率水平(基准利率)显著影响我国银行的社会效率和经济效率,银行收入结构对于银行的社会效率和经济效率产生相反的影响;而宏观经济发展程度、银行资产利用情况和资产规模则显著影响我国银行的经济效率,但是对社会效率的影响并不明显;银行所有制形式、是否拥有外资战略投资者以及银行业市场集中度对银行效率的影响并不明显。在分析了银行效率及其主要影响因素后,本文从上述结论出发,给出相应建议:对于我国银行及金融市场而言,我国应当在保持经济总体平稳增长、积极推进利率市场化改革的同时,稳步提高开放程度、强化金融监管;对于银行个体而言,各家银行应加大力度拓展中间业务,加强金融创新。其中规模较大的银行应该注重社会效率的提高,主要体现为提高资产利用率;而规模较小的银行,以城市商业银行为例,则可以通过增设分支机构、横向收购等措施扩大规模,以此促进效率的提升。更多还原

【Abstract】 Banking Efficiency has been concerned by competitors of Financial Industry for years. Since China opened up its financial market, Chinese banks had to compete with not only domestic banks, but also the foreign ones. Analyzing Banking Efficiency and the influencing factors is much more important in that background to enhance our banking competitiveness and improve the development of financial market.This paper chooses 14 list banks from 2004 to 2009. We identify them as state-owned banks, joint-stock banks and city commercial banks. We firstly review literature of this field, and then introduce the basic concepts and methods of Efficiency and Banking Efficiency. We mainly use DEA ( Data Evaluating Analysis) model and Super-DEA model in two stages. Stage-one is named Social Efficiency, it was a relative value to measure the contribution of banks to other department. And stage-two is called Economy Efficiency, it was an absolute value mainly about the efficiency for each bank itself.The result could be concluded into four areas. First is that the overall level of efficiency is higher year by year. The second is that state-owned banks are much efficient in stage-two than stage-one. Third, state-owned banks are more competitive in stage-one compare with the state-owned. Fourth, city commercial banks have different performances in two stages.The regression of banking efficiency includes eight factors. Factors of Credit Rate and Income Structure show significance in both stages. Factors of GDP, Loan/Deposit and Scale of Assets are only significant to economy efficiency. Others are not significant to neither.This paper advises the authority of Financial Market to improve Interest Rate Reforming and enhance the supervising. As to domestic banks, they should pay more attention to intermediary business and innovation, and expand the scale in recent years.更多还原