【作者】 杨林；

【导师】 吴俊；

【作者基本信息】 重庆大学 ， 金融学， 2013， 硕士

【摘要】 效率问题一直是经济学和管理学研究的热点问题。随着我国经济增长方式的转变和结构调整深化，金融体制改革进程不断提速，利率市场化稳步推进，使得国内银行经营环境正在发生深刻的变化，依靠规模扩张和资本消耗的传统盈利模式将难以为继，商业银行战略转型迫在眉睫。银行效率是银行内部管理能力、资源配置能力和市场竞争力的综合体现，提高经营效率有利于促进商业银行的战略转型和可持续发展。因此，准确、真实评价我国商业银行业效率现状，分析各银行无效率产生的原因，有助于提升我国商业银行经营绩效，优化金融资源配置，并促进经济增长方式转变。本文在对国内外相关文献进行回顾后，选取我国25家国有、股份制和城市商业银行作为研究样本，以其2006-2011年期间的经营情况为研究对象，在考虑商业银行非期望产出的情况下，以存款作为各年度之间的联系变量，运用修正的动态DEA测算了各家银行每年的技术效率值、纯技术效率值和规模效率值。在此基础上以动态DEA模型给出商业银行在6年期间的整体效率值，并判断效率的变化情况以及变化的来源，更加全面地反映了我国银行业效率的动态演变。随后，本文以技术效率指标为因变量，从商业银行内外部因素出发，选取影响银行效率的若干因素为自变量，建立回归模型，进行回归分析，分析得到各个因素对银行效率的影响情况。研究表明：（1）我国商业银行业的纯技术效率处于较高水平，但由于普遍存在规模无效率和不良贷款产出过多的情况，导致综合效率仍未达到最优效率前沿。（2）国有、股份制商业银行及城市商业银行三类银行在纯技术效率方面的差距不大，在技术效率和规模效率上差异较为明显，其中部分城市商业银行在技术效率和纯技术效率上均已追赶上国有和股份制商业银行。（3）从商业银行效率的影响因素看，金融危机与技术效率存在显著负相关关系、人均资产与技术效率存在显著正相关关系，资本充足率、净资产收益率和股权结构均对技术效率有正向影响。最后，本文在实证研究结论的基础上，从优化经营规模、降低不良贷款率、深化股权改革、加强金融创新等方面提出了政策建议供决策部门参考。更多还原

【Abstract】 The efficiency evaluation has been the hot issue of the research problems in theeconomics and management researches. The operating environment of chinese banking’is changing, following the transformation of economic growth pattern，the deepening ofthe structural adjustment，the constant acceleration of financial system reform and thesteady promotion of the interest rate marketization. Traditional development patternrelying on capital consumption is unsustainable. It’s the very time for commercial banksto set out to transform strategic. Banking efficiency is the comprehensive embodimentabout the ability of internal management and resource allocation and its marketcompetitiveness. Improving the bank’s operational efficiency is helpful to promote thestrategy transformation and its sustainable development. Therefore, accurate and realevaluation of the current efficiency of commercial banks in china and analyzing thereasons of inefficient in the Banks are help to promote china’s commercial banks’operating performance, to optimize the allocation of the financial resources, and topromote the mode transformation of economic growth.In this paper, after a review of the related literature at home and abroad, we select25the state-owned, joint-stock and city commercial Banks as the research sample, thebusiness situation of the period2006-2011as the observations. Considering theunexpected output of commercial bank, we choose the deposit as the link variablebetween years and use modified dynamic DEA to estimate the every year’s technologyefficiency, pure technology efficiency and scale efficiency of Banks. It uses the dynamicDEA model to reveal the efficiency value of commercial Banks as a whole, during6years, and tries to measure the changing and causing of the efficiency. So itcomprehensively describes the dynamic evolution of efficiency of domestic commercialBanks. Then, we use ‘technical efficiency’ as the dependent variable on the basis ofendogenous factors of commercial Banks, and choose the factors which may influence theefficiency of Banks as the independent variables to build the model and do regressionanalysis, so we can get to know how these factors affect the efficiency of commercialbanks separately. The research shows that:(1) Pure technical efficiency of Chinese commercial banking industry is at a highlevel, but the overall efficiency of banking industry has not reached the optimal efficiency frontier because of the universal existence of scale inefficiency and much output of badloan.(2) For the State-owned, joint-stock commercial banks and city commercial banks,their disparities in the pure technical efficiency are narrowing, but the differences intechnical efficiency and scale efficiency are more obvious. In especial the parts of citycommercial banks are catching up to state-owned and joint-stock commercial banks in thetechnical efficiency and pure technical efficiency.(3) From the factors which affect the efficiency of commercial banks, financial crisishas a significantly negative correlation with the technical efficiency. And the per capitaassets, capital adequacy ratio, return on net assets and equity structure has a positiveeffect on technical efficiency.The last, we raise our policy advises from the perspective of optimizing the scale ofoperation, decreasing the rate of non-performing loans, deepening the stock systemreform and consolidating the financial innovations on the basis of the empirical researchconclusion.更多还原