商业银行经营效率及影响因素分析
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率均值作为计量模型中的被解释变量,分析银行内在因素对其效率的影响程度。笔
者通过仔细分析,最终采用存贷比、资本充足率、不良贷款率、资产规模权重和产
权因素这几个影响银行效率的主要因素作为解释变量进行研宄。研究结果显示,我
国商业银行的规模、不良贷款率、存贷比普遍偏高,资本充足率在上市后保持在有
效的水平。产权即是在上市后,仍然是一个需要继续解决的问题。
关键字:商业银行、效率、数据包络分析、面板数据模型
v
Abstract
As a credit medium, payment medium and the executive of financial service and
economic accommodation, the commercial bank has a tremendous influence on
生原因。笔者根据股权结构将11家银行分为股份制银行和国有银行,研宄结果显
示股份制银行较国有银行有相对较高的效率值,且配置效率较低是国有银行效率落
后的主要诱因之一。在股份制银行中兴业银行、民生银行位于生产前沿面上的时间
区间较长;国有银行中中国农业银行技术落后规模冗余的现象较为严重。
面板数据模型是计量经济学中常用的分析方法,笔者决定运用得出各银行的效
Coopers和E. Rhodes推出一个多输入多输出系统称作相对效率的概念。通过
分析决策单元与生产前沿面的偏离程度来评价他的DEA有效性。本文通过DEA分
析测算出国内11家商业银行的技术效率、配置效率和综合效率,并以此为基准横
向比较银行间效率的差异从而得出银行间实力的综合排名、分析该效率差异值的产
国际金融
指导教师:
方显仓
论文作者:
吴沿沿
2012年3月
§E
2012届硕士研究生学位论文
学校代码:10269
学号:020
蔡粟■犬鲎
商业银行经营效率及影响因素分析
--基于11家国内商业银行的DEA和面板实证分析
摘要
商业银行在国民经济中占据着重要的位置,作为信用中介,支付中介,金融服
务和调节经济的执行者,银行对民生产生极大的影响。自从2005年起,我国商业
adequacy ratio(CAR), NPL ratio, asset size portion and property right as explanatory
efficiency and economic efficiency of 11 banks which were combined by national
owned banks and listed banks. The writer hoped to get the comprehensive strength
asset quality; profitability index and the anti risk capability had been improved greatly.
But the forward step of the banks also had been confined because of the scale
2012届研究生硕士学位论文
分类号:
学校代码:10269
密级:
学号:020
EastChinaNormalUniversity
fi面士字位文
MASTER'S DISSERTATION
论文题目:商业银行经营效率及影响因素分析
-基于11家国内商业银行的DEA和面板实证分析
院系:
商学院
专业:
世界经济
研究方向:
expansion oriented development and the narrow product line.
A. Charnes, Coopers and E. Rhodes were two economists with high
reputation. They had been focused on the Data Envelopment Analysis for many years.
Through DEA; researchers could measure the distance between decision making unit
and production frontiers. This article calculated the technology efficiency, allocative
the Bank of Agriculture suffered a lot from the scale inefficiency.
Panel Data Model was also used in this article. The writer would like to use the
economic efficiency as the explained variable and the loan to deposit ratio, the capital
ranking. The result showed comparing with national banks; the listed banks earned a
higher economics efficiency, Min Sheng Bank located at the production frontiers and
people's wellbeing. Since 2005, publist listed had becwenku.baidu.comme prevalent between bank
industrial inChina. Until 2009, most major banks had been listed through which the
银行掀起了一股上市热潮,截止到2009年国内主要的商业银行都上市完毕,通过
这轮上市银行的资产质量,盈利指标以及抗风险能力都有长足的提高。然而商业银
行以规模扩张为主要手段,以信贷产品为主营业务,以利差金额为利润源头的发展
模式在日新月异的金融市场中受到了不可避免的局限。
数据包络分析(DEA分析)是由美国着名数学家和经济管理学家A. Chames,
者通过仔细分析,最终采用存贷比、资本充足率、不良贷款率、资产规模权重和产
权因素这几个影响银行效率的主要因素作为解释变量进行研宄。研究结果显示,我
国商业银行的规模、不良贷款率、存贷比普遍偏高,资本充足率在上市后保持在有
效的水平。产权即是在上市后,仍然是一个需要继续解决的问题。
关键字:商业银行、效率、数据包络分析、面板数据模型
v
Abstract
As a credit medium, payment medium and the executive of financial service and
economic accommodation, the commercial bank has a tremendous influence on
生原因。笔者根据股权结构将11家银行分为股份制银行和国有银行,研宄结果显
示股份制银行较国有银行有相对较高的效率值,且配置效率较低是国有银行效率落
后的主要诱因之一。在股份制银行中兴业银行、民生银行位于生产前沿面上的时间
区间较长;国有银行中中国农业银行技术落后规模冗余的现象较为严重。
面板数据模型是计量经济学中常用的分析方法,笔者决定运用得出各银行的效
Coopers和E. Rhodes推出一个多输入多输出系统称作相对效率的概念。通过
分析决策单元与生产前沿面的偏离程度来评价他的DEA有效性。本文通过DEA分
析测算出国内11家商业银行的技术效率、配置效率和综合效率,并以此为基准横
向比较银行间效率的差异从而得出银行间实力的综合排名、分析该效率差异值的产
国际金融
指导教师:
方显仓
论文作者:
吴沿沿
2012年3月
§E
2012届硕士研究生学位论文
学校代码:10269
学号:020
蔡粟■犬鲎
商业银行经营效率及影响因素分析
--基于11家国内商业银行的DEA和面板实证分析
摘要
商业银行在国民经济中占据着重要的位置,作为信用中介,支付中介,金融服
务和调节经济的执行者,银行对民生产生极大的影响。自从2005年起,我国商业
adequacy ratio(CAR), NPL ratio, asset size portion and property right as explanatory
efficiency and economic efficiency of 11 banks which were combined by national
owned banks and listed banks. The writer hoped to get the comprehensive strength
asset quality; profitability index and the anti risk capability had been improved greatly.
But the forward step of the banks also had been confined because of the scale
2012届研究生硕士学位论文
分类号:
学校代码:10269
密级:
学号:020
EastChinaNormalUniversity
fi面士字位文
MASTER'S DISSERTATION
论文题目:商业银行经营效率及影响因素分析
-基于11家国内商业银行的DEA和面板实证分析
院系:
商学院
专业:
世界经济
研究方向:
expansion oriented development and the narrow product line.
A. Charnes, Coopers and E. Rhodes were two economists with high
reputation. They had been focused on the Data Envelopment Analysis for many years.
Through DEA; researchers could measure the distance between decision making unit
and production frontiers. This article calculated the technology efficiency, allocative
the Bank of Agriculture suffered a lot from the scale inefficiency.
Panel Data Model was also used in this article. The writer would like to use the
economic efficiency as the explained variable and the loan to deposit ratio, the capital
ranking. The result showed comparing with national banks; the listed banks earned a
higher economics efficiency, Min Sheng Bank located at the production frontiers and
people's wellbeing. Since 2005, publist listed had becwenku.baidu.comme prevalent between bank
industrial inChina. Until 2009, most major banks had been listed through which the
银行掀起了一股上市热潮,截止到2009年国内主要的商业银行都上市完毕,通过
这轮上市银行的资产质量,盈利指标以及抗风险能力都有长足的提高。然而商业银
行以规模扩张为主要手段,以信贷产品为主营业务,以利差金额为利润源头的发展
模式在日新月异的金融市场中受到了不可避免的局限。
数据包络分析(DEA分析)是由美国着名数学家和经济管理学家A. Chames,