【作者】 槐晶晶；

【导师】 李朝鲜；

【作者基本信息】 北京工商大学 ， 产业经济学， 2006， 硕士

【摘要】 2004年1月6日,国务院正式宣布将450亿美元的外汇储备注资中国银行和中国建设银行,这也标志着我国商业银行的改革进入一个加速发展的阶段。随后,各家商业银行纷纷采取积极引入战略投资者、开展创新业务、改善公司治理、加强风险控制等等举措,为我国入世所承诺的银行业全面开放做足竞争准备。而我国商业银行采取这些举措的根本目的是为了实现利润最大化、增强竞争实力、提高自身效率。那么,我国现阶段商业银行的效率状况如何、所采取的一些改革举措是否真能促进效率的提高,则是我们继续进行商业银行改革需要明确的问题。本文拟借鉴国外评价商业银行效率的新概念——利润效率(Profit Efficiency)来研究我国商业银行的效率现状,并分析商业银行效率的影响因素,为我国商业银行的改革提供一些新思路。论文首先梳理了商业银行效率研究由成本效率到利润效率的发展脉络,总结了利润效率较成本效率(Cost Efficiency)的优势所在,归纳了国内外有关商业银行利润效率及其影响因素的研究成果。利润效率是将商业银行获得的实际利润与生产前沿面上的商业银行(利润效率达到100%的商业银行)获得的利润进行对比来对效率进行评价的,与成本效率相比,利润效率不仅考虑了商业银行在投入端的效率最大化,即要以尽可能低的成本获得尽可能高的产出,而且也考虑了商业银行在产出端的效率最大化,即商业银行要选择获利能力最高的产出组合,可见,利润效率的研究更能全面地说明商业银行的效率现状。随后,论文使用随机前沿方法(Stochastic Frontier Approach,SFA),通过非标准利润效率函数(Alternative Profit Efficiency,AP),在将投入确定为劳动力、可贷资金和固定资产以及产出确定为贷款和盈利资产后,利用FRONTIER4.1软件,成功测算出了1996—2004年间,包括4家国有商业银行和10家股份制商业银行在内的利润效率值。我们发现,我国商业银行的利润效率存在着很大的跨期性和异步性,同时股份制商业银行拥有比国有商业银行更高的利润效率;但是,我们也清楚地看到,我国商业银行的利润效率水平总体偏低,仅为58.15%,存在着很大的利润效率增长空间。接着,论文对我国商业银行利润效率的可能影响因素——创新能力、公司治理状况、风险控制能力等进行了定量研究和分析,结果表明:创新能力的提高、风险控制能力的增强以及公司治理状况的改善都能促进我国商业银行利润效率的提高。最后,论文根据我国商业银行利润效率的测度以及影响因素的研究成果,围绕创新能力、公司治理和风险控制等三个影响因素,从银行自身、行业环境以及国家宏观背景等三个角度,全面地提出了提高我国商业银行利润效率的政策建议。总之,论文系统、客观地探讨了我国商业银行利润效率的理论及实践,对于我国商业银行利润效率的测算以及影响因素的分析进行了有益的尝试。更多还原

【Abstract】 On Jan 6th 2004, the State Council announced that it would bestow 45 billion US dollars foreign exchange to the Bank of China and the China Construction Bank. It symbolized a new stage of our commercial banks reform. After that, most commercial banks actively introduce strategic investors, encourage innovation, enhance the corporation governance and improve risk control in order to prepare for the banking open according to the rules of WTO. This article does the research on the profit efficiency and the influencing factors of our commercial banks and tries to provide some advice on banking reform. Profit efficiency is a new field of efficiency research.The article first concludes the literature of banking profit efficiency of domestic and foreign researches and its influencing factors, describes the development of banking efficiency research from the cost efficiency to the profit efficiency, and summaries the superiority of the profit efficiency comparing to the cost efficiency. The profit efficiency research covers the efficiency maximization not only of input but also of output. It is helpful for us to analysis the efficiency situation of our commercial banks. Afterwards, by using the Stochastic Frontier Approach (SFA),Alternative Profit Efficiency (AP),and Frontier4.1 software, the article surveys the profit efficiency of 4 state-owned commercial banks and 10 joint stock commercial banks during 1996—2004. It shows that the profit efficiency of commercial banks is very different from each other, and the joint stock commercial banks have higher profit efficiency than the state-owned commercial banks. As a whole, the profit efficiency of our commercial bank is very low, and it has potential to grow. Then the article investigates the relativity of three factors to the profit efficiency—innovation ability, corporation governance and the ability of controlling risk. The result indicates that the enhancement and improvement of innovation ability, corporation governance and the ability of controlling risk redound to promoting our commercial banks’profit efficiency. Finally, according to those results, the article put forward some suggestions.In a word, the article discusses the theory and practice of the profit efficiency of our commercial banks. It is a significative attempt to survey the profit efficiency and its influencing factors.更多还原