银行效率的测度及影响因素研究

发布时间：2018-01-07 20:39

本文关键词：银行效率的测度及影响因素研究　出处：《山西财经大学》2017年硕士论文　论文类型：学位论文

【摘要】：互联网经济的迅猛发展对我国目前的经济结构和格局产生着巨大的影响,尤其是对传统银行业的冲击最为明显,使得银行业依靠存贷利差来维持其利润的格局发生着改变,这样势必会对银行的经营业绩产生影响。所以研究互联网对商业银行的影响,银行效率是不可避免的话题。对于银行效率,目前学术界正统的研究脉络是先测度出银行的效率值,然后再建立模型对银行效率值的影响因素进行分析。本文在此基础上,进一步细化研究,既是在分析银行效率的影响因素的基础上,进一步研究银行分支机构数量对银行效率的门槛效应。本文以对银行效率定义的介绍为出发点,因为只有明确了银行效率的定义,才能在整个文章中围绕着银行效率值进行分析;然后详细说明了目前国内外关于银行效率的研究成果,为了更加条理的说明问题,也为了给本文奠定一个坚实的理论基础,本文的文献综述主要从两条线进行说明,一条线是从国内外关于银行效率影响因素中得出了影响银行效率的五个因素,并将这五因素作为第二条线的控制变量;第二条线是针对国内外关于分支机构数量与银行效率二者关系的文献进行说明。其次本文用网络DEA进行银行效率的测度。在此之前,本文先介绍了常用的几种银行效率的测度方法,并比较了这几种方法的优缺点,最终确定了选用网络DEA进行银行效率的测度。再次是本文的研究主体,在银行效率测度结果出来以后,先用高斯软件测出银行的技术效率不存在门槛效应或者门槛值,而银行的纯技术效率存在双重门槛值,接下来仅针对银行的纯技术效率建立面板门槛模型,得出在三个阶段中,每一阶段的银行分支机构数量所对应的系数,并得到五个控制变量的系数。最后本文根据上文得出的结论,也就是银行分支机构数量的两个节点,分别是2151和5512个分支机构,并提出了一些政策建议。比如农业银行的分支机构数量相对较多,而交通银行的分支机构数量相对适中等等。
[Abstract]:The rapid development of Internet economy has a great impact on the current economic structure and pattern of our country, especially on the traditional banking industry. Make the banking industry rely on deposit and loan interest rate to maintain its profit pattern has changed, which is bound to have an impact on the performance of banks. So the impact of the Internet on commercial banks. Bank efficiency is an inevitable topic. For banking efficiency, the orthodox research context is to measure the efficiency of banks first. Then the model is established to analyze the influencing factors of bank efficiency. On this basis, this paper further refine the research, which is based on the analysis of the influencing factors of bank efficiency. Further study the threshold effect of bank branch number on bank efficiency. This paper introduces the definition of bank efficiency, because only the definition of bank efficiency is clear. Only in the whole article can the bank efficiency value be analyzed; Then it explains in detail the current domestic and foreign research results on the efficiency of banks, in order to explain the problem more orderly, but also to lay a solid theoretical foundation for this paper. The literature review of this paper mainly explains from two lines, one line is from the influence factors of bank efficiency at home and abroad obtained five factors, and the five factors as the second line of control variables; The second line is to explain the relationship between the number of branches and bank efficiency at home and abroad. Secondly, this paper uses network DEA to measure bank efficiency. This paper first introduces several commonly used bank efficiency measurement methods, and compares the advantages and disadvantages of these methods, and finally determines the use of network DEA to measure bank efficiency. Again, it is the main body of this paper. After the result of bank efficiency measurement, Gao Si software is used to measure the technical efficiency of the bank without threshold effect or threshold value, while the pure technical efficiency of the bank has double threshold value. Then we only establish the panel threshold model for the pure technical efficiency of banks, and get the corresponding coefficient of the number of bank branches in each of the three stages. Finally, according to the conclusion above, there are two nodes in the number of bank branches, 2151 and 5512, respectively. For example, the number of branches of Agricultural Bank is relatively large, while the number of branches of Bank of Communications is relatively moderate.
【学位授予单位】：山西财经大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F224;F832.33

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