【作者】 杜煜坤；

【导师】 赵达薇；

【作者基本信息】 哈尔滨理工大学 ， 产业经济学， 2008， 硕士

【摘要】 银行作为金融体系的核心直接影响着金融业和整体国民经济的竞争实力。回首改革开放30年所走过的路程,我国银行业在中国经济、金融发展和改革开放中做出了巨大的贡献。当今随着经济全球化进程的推进,我国金融市场正积极的向着市场化和国际化迈进,此时的我国银行又承载着更加艰巨的责任。在这样的国内国际大环境下,为保证银行实现高效稳定健康的可持续性发展,从银行自身的角度对其进行经营效率评价研究具有重要的现实意义。本文的研究对象为我国银行,包括3家政策性银行、4家国有商业银行和8家具有代表性的全国性股份制商业银行。本文将政策性银行纳入研究范围,这是根据我国金融体制改革的步骤适时提出的。未来我国的3家政策性银行也将按照一行一策的方针进行的银行商业化改革,实现自主经营、自负盈亏、自担风险。因此,本文将政策性银行作为样本银行之一进行研究,对我国政策性银行改革和银行总体效率的提升具有重要的参考意义。本文的总体研究思路是以Battese and Coelli(1995)提出的随机边界分析模型为基础,构建出我国银行的成本无效率评价模型和无效率因子评估模型,运用最大似然估计法,推估1999-2005年样本银行的成本无效率值,同时估计两个模型的系数值,根据实证结果对银行效率高低和各无效率影响因子进行量化和比较。本文经实证研究发现国有银行的经营效率在三类银行中处于最低,其次是政策性银行,经营效率最优的是全国性股份制商业银行。本研究还发现我国银行的股份制改革取得了明显的成效,使得我国银行业的经营效率大幅提升,同时这也得益于加入WTO给中国经济和金融业带来的冲击和挑战。本研究详细分析了影响我国银行经营效率的这些无效率因素及产生原因,最后提出了提升我国银行经营效率的对策和建议。认为我国银行应从加快建立现代商业银行制度、优化银行的组织架构、加强人力资源管理的创新机制、采用先进的银行业务流程、实施银行服务外包战略等几方面入手,努力把我国银行建设成为高效的健康的领先的现代化国际化金融企业。更多还原

【Abstract】 The banking, as the core of the financial system of a country, influences a country’s economy and the overall competence. Looking back the course of China’s Reform in 30 years, the banking has made great progress in our country’s economics, financial development and Open Policy. With the speedy development of economic globalization, the financial market in China is more and more market-dominant and international. Under such circumstances, the banking is taking on more responsibilities as well as facing more challenges.The subjects of this thesis are Chinese banks, including three Policy banks, four State-owned commercial banks and eight major Shareholding commercial banks. In this thesis, Policy banks are taken as research subjects, which is due to the reality that a reform is going on involving China’s financial system. In future, Policy banks in China are inclining to be more commercial than political. They will someday be completely market-dominated. That’s why Policy banks are listed in the subjects of this thesis. The researcher hopes that it will give some indication to the improvement in efficiency of Policy banks as well as the whole banking system in China.The thesis aims to blueprint two models-Cost inefficiency estimation model and Inefficiency factor estimation model, based on Stochastic Frontier Approach (Battese and Coelli, 1995). Maximum likelihood estimation method is applied to get the banks Stochastic Cost Frontier Function between 1999 and 2005. The thesis also estimates our banks cost inefficiency values and the technical inefficiency influencing factors values. It is proved in this thesis that among the three types of banks the efficiency of State-owned banks is the lowest, inferior to Policy banks, and Shareholding commercial banks have the best efficiency in the three. It is also found out that the reform in Chinese banks has achieved obvious progress, which contributes to great improvement in bank’s efficiency. At the same time, China’s joining in WTO also accordingly influences China’s economy and finance.This thesis, by probing the variable factors that prohibit bank’s efficiency, gives some valuable suggestions and hints to the improvement of the banking in China. It is supposed that China can set up more advanced, healthy and international banking system by founding commercial regulations, improving banking structure, enforcing staff management and trying creative service procedures.更多还原