基于dea方法的中国商业银行效率问题研究-金融学专业论文.docxVIP

效率值有显著的影响作用。在宏观方面，本文从市场份额、市场集中 效率值有显著的影响作用。在宏观方面，本文从市场份额、市场集中 率等方面分析了我国银行业的市场结构现状，考察了不同市场结构下 银行行为及对效率的影响。实证结果表明：高市场集中度导致低效率， 而效率与绩效高度正相关。 在以上分析的基础上，本文提出了提高我国银行业效率的建议。 关键词商业银行，DEA方法，技术效率，规模效率，影响因素 n ABSTRACTEfficiency ABSTRACT Efficiency is one ofthe core problems that the economics deals with． It is also the goal that commercial banks chase in their business administration．ne efficiency of banking is not only in the individual bank’S performance and its competence，but also the reflection of the intrinsic quality of the national economy development．The bank吨 development depends on the efficiency in the long nln，rather than the speed．After the entry to WTO，Chinese banking will be confronted with more fierce competitions between native and foreign banks．So it is meaningful in the theory and practice to do some work on the efficiency ofChinese banking and the influencing factors． After the review of some related researches on foreign or native banking，this paper interprets the basic meaning of the bank efficiency and the approaches applied in the researches，one of which is non-parametric．By making use of Data Envelopment Analysis(DEA) method，this paper measures the technology efficiency，pure technology efficiency and scale efficiency of 14 Chinese commercial banks from 1997 to 2005 Oll the basis of reasonable input and output．Then we make a comparison about this efficiency of the banks between 9 years，as well as explaining them．111e estimation resuh shows that the efficiency of the whole banking increases gradually and fluctuates at the same time．The efficiency of state—owned banks is lower than that of shareholder-owned banks．which is in coordination with the performance of each hnd of banks． Farther on，this paper has a research on factors that influencing efficiency from the micro and macro aspect．From micro aspect,the research on the influencing factors is conducted in multivariate regression model，while model，while the DEA technical efficiency estimates are refer