【作者】 金春红；

【导师】 赫国胜；

【作者基本信息】 辽宁大学 ， 金融学， 2014， 博士

【摘要】 在经济金融全球化的国际背景下，金融业的对外开放和融入国际社会的程度也进一步加深。商业银行是金融体系的重要经济主体，其经营和发展不仅要受到全球化背景的影响，而且其经营绩效的结果关系到国民经济发展的命脉。而对商业银行业绩评价逐渐集中在效率研究上，银行业效率的高低将会直接影响我国整个金融体系的运行效率，而且也会对经济运行的有效性和经济资源的最终配置效率产生影响。近年来金融界和学术界已将对商业银行效率的研究视为一个重点课题，研究内容包括：我国商业银行效率的现状如何？影响我国商业银行效率的因素有哪些？应该如何提升我国商业银行的经营效率？这些都是我国银行业面临的一系列问题，而本文正是从这些问题出发，从银行效率测度和影响效率因素两个角度对我国商业银行进行研究。在借鉴国内外研究成果的基础上，本文的研究从以下几个方面展开：（1）根据目前银行效率研究的主流方向——前沿效率视角，对银行经营效率进行界定，并给出经营效率测度的非参数方法。然后依此对我国2007至2012年商业银行的经营效率测度，并分析了银行的投入冗余和产出不足问题，以及银行规模与经营效率的关系分析。（2）在近几年关于如何提高我国银行效率的讨论热潮中，产权结构和市场结构是两个重要因素。而这两个关键因素对银行经营效率产生影响时并不是相互独立的，产权结构对银行所产生的激励约束作用与市场结构所形成的行业竞争性有关；竞争性的市场结构可以促进产权结构的完善，垄断性的市场结构则限制产权结构的作用发挥。因此本文基于双重视角将产权结构和市场结构结合起来分析其对银行经营效率的影响。（3）银行在内部经营上存在个体差异，从而其经营效率也会产生不同，本文从实证上也考虑了内部结构因素对银行经营效率的影响。（4）在上述实证研究结果的基础上从宏观经济环境、市场竞争环境、产权激励约束环境以及银行经营的内部结构上提出提升我国银行经营效率的政策建议。在研究方法上，本文将定性分析与定量分析相结合，多方面多视角分析经营效率的影响因素以求对我国银行经营效率进行全面的研究，并在以下方面进行了创新：（1）在对银行经营效率测度时，将风险因素考虑在内，体现银行与一般企业的不同。（2）对银行经营效率的影响因素分析时，采用了一个新的分析框架，首先利用DEA一阶段效率值分析产权、市场结构等环境影响因素对效率的影响，然后利用三阶段DEA模型剔除环境因素对银行经营效率的影响，对效率进行再测度，进而考虑商业银行内部经营因素对效率的影响，这与其他研究中直接对影响因素作回归分析是不同的。更多还原

【Abstract】 With the economic and financial globalization,the integration into the internationalcommunity of the financial industry is further than before,and as the main body of thefinancial system in our country,commercial banks play a decisive role in the economicand financial development.Efficiency is a core method of economics, so it has become aneffective way to evaluate the performance of commercial banks.Banking efficiencydirectly relates to the overall efficiency of the financial system,but also to the allocationof resources and the quality of economic operation.In recent years, the study ofcommercial bank efficiency has become a key topic.And how to evaluate our country’scommercial bank efficiency? Which factors affect the bank efficiency? How to improvethe operating efficiency of our country’s commercial bank efficiency? These are a seriesof problems that our country confront currently.This paper will research these problemfrom two angles of bank efficiency measure and factors affecting efficiency.On the basis of related research references, this paper studies from the followingseveral aspects:(1)According to the forontier efficiency perspective,we give thedefinition of bank operating efficiency, and offer the relevant nonparametric methods tomeasure efficiency.Then measure our country’s commercial banks efficiency accordingto relevant data.Besides this paper analyze the problem of input-redundancy andoutput-deficiency, and the relationship between bank assets and bank efficiency.(2)Theownership structure and market structure are two important factors to affect bankefficiency. Ownership structure affects bank efficiency related to degree of competitionin the market,so this paper combine ownership structure and market structure to analyzeits impact on bank efficiency.(3)The individual difference existing in banks product thedifferent efficiency,this paper also considers the internal structure from empirical factorsinfluencing bank efficiency.(4)From above empirical research results, this paper putforward the strategies to promot our country’s bank operating efficiency from macroeconomic environment, market competitive environment,property incentive environmentand the internal structure of bank.On the research methods,this paper adopts the method of combining normativeanalysis and empirical analysis,and studis the efficiency of banks with multiple perspectives.It makes innovations in the following aspects:(1)The risk factors areaccounted for in measuring bank efficiency because bank is different from generalenterprise.(2)It employs a new analytical framework for analysis factors influencing bankefficiency.First,it estimates the environmental impact factors such as ownershipstructure,market structure influence on efficiency with the DEA efficiency of firststage.Then it analyzes the internal structure factors influencing bank efficiency with thethird stage DEA efficiency.The three stages DEA model is used in reseach.And thisframework is different from others.更多还原