【作者】 刘永乐；

【导师】 胡燕京；

【作者基本信息】 青岛大学 ， 金融学， 2006， 硕士

【摘要】 效率是经济学研究的核心问题之一,也是商业银行在经营管理中追求的目标。银行业的效率不仅表现为银行自身的经营绩效,是银行竞争力的集中体现,同时也反映了一国经济发展的内在质量。从长远来看,银行业的发展最终取决于效率。随着中国加入世界贸易组织,中外银行之间的竞争将更为激烈。因此本文研究中国银行业效率的测度及其动态变化,具有一定的理论意义和现实意义。 本文在回顾了大量国内外关于银行效率研究文献的基础上,首先运用非参数的数据包络分析方法(DEA)对中国商业银行(4家国有银行和11家新兴股份制银行)2002年～2004年间的成本效率、配置效率和技术效率等效率值进行了测度,并重点对其2004年的成本效率的现状和成本无效的来源作了详细的分析。然后通过引入基于DEA的Malmquist指数分析方法对中国银行业1999年～2004年的全要素生产率进行了计算,并分析了引起中国银行业生产率提高的主要因素。通过定量分析,本文主要得到的结论归纳如下: (1)新兴股份制商业银行的平均效率值普遍高于国有商业银行的平均效率值,但差距有缩小的趋势。 (2)2002年与2003年相比,中国整个银行业呈明显的上升趋势,但2003年与2004年相比,新兴股份制商业银行的效率基本维持不变,国有商业银行的效率反而有一定的下降。 (3)国有商业银行2004年的成本无效主要来源于技术无效,而新兴股份制商业银行的成本无效既有主要来源于技术无效的,也有主要来源于配置无效的。 (4)新兴股份制商业银行的规模报酬情况基本处于规模报酬不变和规模报酬递增阶段,而四大国有银行大都处于规模不经济的规模报酬递减阶段。 (5)2002年～2004年间中国银行业全要素生产率年平均增长了9.3%,说明最近几年中国商业银行的生产率提高很快。 (6)中国银行业生产率的增长更多的是由技术变化造成的,也就是生产边界的移动引起的。这表明,随着近几年来银行管制的进一步放松,银行业业内的竞争得到增强,银行的创新行为(即前沿面移动效应)有力的提升了银行的生产率。更多还原

【Abstract】 Efficiency is one of the core problems that the economics deals with. It is also the goal that commercial banks chase in their business administration. The efficiency of banking is not only in the individual bank’s performance and its competence, but also the reflection of the intrinsic quality of the national economy development. The banking development depends on the efficiency in the long run, rather than the speed. After the entry to WTO, Chinese banking will be confronted with more fierce competitions between native and foreign banks. So it is meaningful in the theory and practice to do some work on the efficiency of Chinese banking.After the review of some related researches on foreign and native banking, this thesis first utilized the data envelope analysis method (DEA) to calculate the cost efficiency, the allocative efficiency and the technical efficiency of Chinese commercial banks(4 state-owned commercial banks and 11 newly founded joint-stock commercial banks) during the periods of 2002 to 2004. The thesis made the detailed analysis to present situation of cost efficiency and the origin of cost inefficiency. Then the thesis made the computation to the total factor productivity of Chinese banking industry during the periods of 1999 to 2004 through the introduction Malmquist index analysis based on DEA. Through the quantitative analysis, the conclusions which the thesis drew are as follows:(1) The efficiency of the newly founded joint-stock commercial banks is higher than the state-owned commercial banks in general, but the tendency of the gap is reducing.(2) Compared 2002 with 2003, the efficiency of the Chinese banking industry has an increasing tendency, but compared 2003 with 2004, the efficiency of the newly founded joint-stock commercial banks is invariable in general and the efficiency of the state-owned commercial banks is reducing.(3) The cost inefficiency of the state-owned commercial banks mainly roots in the technical inefficiency, but that of the newly founded joint-stock commercial banks mainly roots in not only technical inefficiency but also allocative inefficiency.(4) The newly founded joint-stock commercial banks are in the stage of constantreturn to scale or increasing return to scale, while the state-owned commercial banks are mainly in the stage of decreasing return to scale.(5) The total factor productivity of Chinese banking industry has grown by 9.3% annually during the periods of 2002 to 2004, and it showed that the productivity of Chinese commercial banks had been enhanced quickly in recent years.(6) The growth of Chinese banking industry’s productivity is mainly caused by the technical change (frontier shift). This showed that the competition of the banking industry had been enhanced and the innovation behavior (namely frontier shift effect) of the banks would increase the productivity of the banks with the loosing control on the banks in recent years.更多还原