我国银行业经营绩效评价及其影响因素研究

重庆大学

硕士学位论文

我国银行业经营绩效评价及其影响因素研究

姓名：胡东

申请学位级别：硕士

专业：金融学

指导教师：蒲勇健

2010-05

摘要

自2003年我国深化国有银行股份制改革以来，我国银行业无论是资产规模、资产质量、盈利能力，还是抵御风险的能力，都处于历史最好时期。但随着外资银行的大举进入、市场竞争的更趋激烈、银行存贷利差的逐年缩小，我国银行业面临的竞争压力也越来越大。对银行来说，强化竞争力是必经之路，因为竞争力的强弱关系到银行产业的生存与发展。因此，本文选取银行的经营绩效作为研究对象，通过分析我国银行业的经营绩效水平，来剖析我国银行发展的现状，评价我国银行业在经历改革后的效率水平，并通过分析经营绩效的影响因素，来说明提高我国银行业绩效水平的途径。

本文首先回顾了各种银行效率的评价方法，并结合我国的具体实际，选用Fried, Lovell, Schmidt and Yaisawarng（2002）提出的三阶段DEA模型实证研究我国银行业的经营绩效。以2008年我国13家国有及股份制银行作为研究样本，选取产权结构、设立年限和分支机构数作为环境变量，经第二阶段SFA模型调整，得到投入变量的调整值，重新运用DEA模型得到样本银行的真实效率值。比较调整前和调整后的效率值，得到以下结论：样本银行总体技术无效，大部分样本银行纯技术效率基本稳定且相差不大，均接近有效；经过环境因素调整后，国有银行规模效率普遍大幅提高且高于股份制银行，但是纯技术效率低于股份制银行，导致国有银行的整体技术效率低于股份制银行。

本文进一步以效率值作为被解释变量，选取资本充足率、不良贷款率、存贷比、中间业务比率、总资产收益率、人力资源比率和外资持股比例作为影响因素，运用Tobit 回归分析法分析各影响因素的影响大小，研究发现：降低不良贷款率、提高资本充足率、存贷比、中间业务比率、总资产收益率、人力资源比率和外资持股比例均可以提高银行的效率；从显著性来看，资本充足率、存贷比、中间业务比率、外资持股比例未通过显著性检验，表明提高这几个因素对银行效率的提高无显著作用。

最后，对全文的研究成果做了总结，并基于实证研究得到的结论，从国有银行产权改革、信贷资金管理、发展中间业务、人才体系建设和引进国外战略投资者等方面提出提升我国银行业经营绩效的建议。

关键词：银行效率，三阶段DEA模型，Tobit回归，环境变量

ABSTRACT

Since 2003, China's deepening of joint-stock reform of state-owned banks, Whether China's banking industry assets, asset quality, profitability, or ability to withstand risks, are in the best period in history. However, with the large-scale entry of foreign banks, more intense market competition, and the bank deposit and lending spreads shrinking each year, China's banking industry faces competitive pressure is also growing. For the banks, strengthen the competitive edge is the way, because the competitiveness is the key to banking industry's survival and development. Therefore, this paper selects the bank's operating performance as research objects. By analyzing the operating performance of China's banking industry, we can analyze the status quo of China's banking sector and evaluate the levels of efficiency of China's banking industry after experiencing post-reform. And through the analysis of factors affecting business performance, we can illustrate the way to improve the China's banking industry.

This paper reviews a variety of banking efficiency evaluation methods at first, and combined with China's specific conditions, selects the three-stage DEA model proposed by Fried, Lovell, Schmidt and Yaisawarng (2002) for empirical studies of the operating performance of China's banking industry. We select China's 13 state-owned and joint-stock banks in 2008 as a research sample, and select the property rights structure, length and branch number as the environment variables. Through the adjustment of SFA model in the second phase, then we re-use the DEA model to calculate the true value of t h e sample banks. Comparing the efficiency of value before and after adjustment, we can get the following conclusions: sample Bank overall technical are Invalid, pure technical efficiency of m ost samples are stable and close to effective; after adjustment, state-owned banks have a substantial increase in scale efficiency and generally higher than the joint-stock banks. But its pure technical efficiency is lower than the joint-stock banks, resulting in the overall technical efficiency of state-owned banks less than the joint-stock banks.

This paper selects the value of efficiency as the dependent variable, and select the capital adequacy ratio, non-performing loan rate, deposit-loan ratio, intermediary business ratio, return on assets, human resources ratio and foreign capital shares of holdings as influencing factors, make use of the Tobit model to analyze the affecting size of the factors. The study