【作者】 王国虹；

【导师】 何炼成； 何枫；

【作者基本信息】 陕西师范大学 ， 政治经济学， 2006， 硕士

【摘要】 银行业不仅是我国金融体系的主体，而且也是产业体系中的一部分。我国银行业在过去的时间里主要以国有商业银行为主体，改革开放以来银行业承担了经济发展和改革的巨大成本，银行业效率现状低下。入世以后，我国银行业面临着外资的冲击，提高银行业效率对我国经济发展和金融安全有着重要的作用和意义。 对我国银行效率的研究大部分局限在银行微观经营方面，本文将从银行产业的角度出发，运用随机前沿分析方法(SFA)全面考察宏观经济环境、产业组织因素和银行微观影响因素与银行业效率的相关性，从而全面探讨影响我国银行业的因素，并据此提出针对性的建议。实证模型选取我国包括四大国有银行和光大、民生、华夏、招商、交通、福建兴业、深圳发展、广东发展、上海浦东发展、中信实业银行等股份制银行一共十四家商业银行1997-2003年的数据为样本，运用利润效率模型和优质贷款模型基于SFA技术进行回归分析。 实证模型回归结果发现，我国银行业在样本时期内(1997-2003)利润效率与优质贷款产出效率均与宏观经济环境没有正相关性。其中与利润效率负相关，而与贷款效率没有显著相关性，说明我国银行业在过去的时间里受到政府干扰和预算软约束的影响，赢利能力和优质业务产出能力并没有随着宏观经济环境的改善而改善，银行业承担了国家经济发展和改革的巨大成本。银行产业方面，实证结果表明市场结构并没有对效率产生负面影响，四大国有银行并没有因为资产规模的绝对优势而在市场上取得控制性地位导致整个银行业效率下降，我国银行业反而还有一定的规模效率空间可以拓展，主要表现在股份制业务和地域规模受到政策管制限制，扩大股份制银行规模从而促进其规模效率是提高银行业效率的有效途径。银行微观方面，两个实证模型都表明所有权结构与银行业效率高度相关，权益／资产比率和人力资本在两个模型回归中得出的不一致结果表明我国银行业受到预算软约束的影响以及银行业内部还存在X-非效率因素，中间业务收入一项则表明提高我国银行业中间业务水平可以有效提高银行业利润效率，进而对提高整个银行业效率有重要的作用。此外，不良资产率与银行业效率负相关，但二者的关系认为不是一维的简单因果关系。更多还原

【Abstract】 The banking is not only the body of the country’s financial system, but also the member of industrial system. The nation’s commercial banks played the important role of our country’s financial system that afforded the cost of the economic reform and development, which result in the impotence of the banking efficiency. Since we have entered the WTO, the domestic banking has to face the impact from the foreign banking. It’s too important for our economic development and financial safety to improve the domestic banking efficiency.The former study about the domestic banking mostly focuses objects on the microcosmic factors of the banking. The author will test the relativity between the banking efficiency value and every angle of aspect of the relative factors through the SFA model by using the computer program Fronter4.1. In model the data we use are all from the financial annual of China and every bank’s annual report from 1997-2003, including the four nation’s commercial banks and ten stock banks.The effect of the model after regress indicates that there ’s no any positive relativity between the microeconomics and the banking efficiency value in 1997-2003. The effect also indicates that the domestic banking’s manage in the lasted years are interacted by the government and the soft restriction. As an industrial section the effect indicates that the market structure doesn’t has a negative effect to the banking efficiency. So the scale of Chinese banking is not too large to expand, especially for the stock banks. As to the microcosmic factors, the effect shows that the ownership is relative with the efficiency, which the stock banks are more effective in profit efficiency or excellent loan efficiency model than the nation’s commercial banks. The ratios of the ratio of E/A, human resource quality and the non-interest income also indicate that the banking can improve efficiency value through reform in the microcosmic factors, which will be discussed in the chapter five.According to the study above, in the chapter five the author proposes that to improve our country’s banking efficiency we accelerate the reformation of the banking’s更多还原