运用SFA方法对我国商业银行支农金融效率的研究
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摘要
我国建国60年以来,社会经济取得了长足的发展和进步,尤其是城市化建设,完成了从无到有再到现代化高速发展时期。而与之相比我国农村的状况则令人堪忧,历史上国家从农村大量汲取资源支援城市化建设,造成了农村经济金融上发展的落后性。为了保障社会公平稳定和谐的发展,国家近年来持续力度加大了对农村经济发展的支持,这其中核心的部分是对农村金融市场的介入和支持。各类性质的金融体系和金融机构互相协作,在国家金融主管部门的宏观调控下,为农村金融市场和金融机构的发展及社会主义新农村金融体系的形成贡献力量。本文主要探讨其中商业银行对农村金融体系的支持情况。
首先在第一章,本文分析了商业银行介入我国农村金融市场的背景和本文研究商业银行支农的现实意义,在国家充分的重视和关注下,商业银行对农村金融市场的介入将有利于满足农村微观经济主体的金融需要和农村金融市场的进步。接着本文着重对国内外运用随机前沿方法(SFA方法)评价生产效率及金融机构效率的相关文献进行了综述,并对运用SFA方法评价支农金融机构效率的现有研究状况以及作者研究思路、文章架构、创新及不足之处作出一定的阐述。
第二章为商业银行支农效率分析的理论阐述,在这里主要通过两个角度进行说明,一是商业银行支农的主要理论依据(主要理论来源为农业金融市场论和不完全竞争市场论的相关内容)和我国特殊“三元”架构下商业性金融的性质,是
第三章主要为金融机构包括支农金融机构效率概念的相关解释,对SFA方法的及选取该方法的原因进行了简要的介绍,并提出支农效率测度的分析框架。
第四章通过大量数据分析了商业银行支农的现状,主要分析角度为：支农商业银行涉农贷款规模、资金净流量统计、机构数量、网点覆盖面与人员结构统计、资产及盈利状况及中间业务品种及规模,并在分析现状后进一步阐述了商业银行目前面临的主要问题和困难。
第五章是文章的重点,根据第二章的分析框架针对商业银行支农效率的评价体系建立了模型,探讨了基本模型和指标选取的取舍,通过农业银行、农村商业银行、邮政储蓄银行2003-2010年的相关面板和截面数据在盈利效率和支农效率两个方面进行测度和评价,并分析了相关影响因素。得出结论,影响商业银行支农利润的主要因素包括体制内和体制外的,体制内的主要受其资产机构、不良资产率等因素的影响,体制外则包括改制、上市、是否由合作金融演变等因素。在支农效率上,商业银行涉农资金回流的效率主要与其本身的信贷结构、支农地区的经济发展状况和农业企业／农户贷款比例(间接影响了其涉农资产质量)有关。
第六章则对前文的分析结果提出一定的政策建议和展望。
Since the founding of new China for60years, the social economy has made great development. Especially, the city construction. We experienced the whole period, from scratch to the modern high-speed development. To the contrary.the rural situation is worth worrying.In the history, the country get so many source for urban development. It made the rural economy's development backward. In order to protect social stability and development, the country give support to rural economy in recent years. Their focus is intervention and support to the rural financial market.Under the macro control of the national financial authoritieies,various properties of the financial system and institutions to cooperate with each other,and make great contribution to the new socialist rural financial system formation. This paper mainly discusses the role of commercial banks in rural financial system.
In the first chapter, this article has analyzed themeaning of entrance for commercial bank in China's rural financial market.Under the national attention and concern, the intervention of commercial banks in rural financial market will meet the financial needs of rural micro economy and make progress for rural financial market. Then the paper focuses on SFA method to evaluate the efficiency of financial institutions and research the status, make some comments on the some writers' thought, framework and innovation.
The second chapter is the theory elaborate for the commercial banks to support agriculture efficiency. Includes the theory support(it mainly from financial market of agriculture and.here mainly through the two aspects, one is the commercial bank to support agriculture the main theoretical basis (the main theoretical source for agricultural financial market theory and Market of not complete competition theory) and China's special financial nature under'3-parts'framework.
The third chapter mainly elaborates the explanation of financial institution. Then It make introduction to the SFA method and the cause of selecting the method.next we build framework to support efficiency evaluation system.
The fourth chapter through the data analy of situation of the commercial bank for rural financial. It mainly analysis from angle of agricultural loan scale, the net flow of funds statistics, the number of agencies, network coverage and structure of personnel statistics, assets and profitability and intermediate business and scale. Then elaborated in the the main problems and difficulties of commercial banks
The fifth chapter is the key chapter, finally made measurement and evaluation through the Agricultural Bank, rural commercial banks, postal savings bank2003-2010years related panel and data.Then analyses the related factors. To conclude, there are two aspects to influence rural commercial bank profit.First is inner syterm its assets, the ratio of non-performing assets and other factors, Another is restructuring, listing, financial evolution. In the agriculture efficiency, Commercial Bank of agriculture-related funds return efficiency, credit structure, regional economic development and agricultural enterprises/farmer loan ratio (indirectly affect the quality of assets).
The sixth chapter summarizes the analysis result to propose and some suggestions.
首先在第一章,本文分析了商业银行介入我国农村金融市场的背景和本文研究商业银行支农的现实意义,在国家充分的重视和关注下,商业银行对农村金融市场的介入将有利于满足农村微观经济主体的金融需要和农村金融市场的进步。接着本文着重对国内外运用随机前沿方法(SFA方法)评价生产效率及金融机构效率的相关文献进行了综述,并对运用SFA方法评价支农金融机构效率的现有研究状况以及作者研究思路、文章架构、创新及不足之处作出一定的阐述。
第二章为商业银行支农效率分析的理论阐述,在这里主要通过两个角度进行说明,一是商业银行支农的主要理论依据(主要理论来源为农业金融市场论和不完全竞争市场论的相关内容)和我国特殊“三元”架构下商业性金融的性质,是
第三章主要为金融机构包括支农金融机构效率概念的相关解释,对SFA方法的及选取该方法的原因进行了简要的介绍,并提出支农效率测度的分析框架。
第四章通过大量数据分析了商业银行支农的现状,主要分析角度为：支农商业银行涉农贷款规模、资金净流量统计、机构数量、网点覆盖面与人员结构统计、资产及盈利状况及中间业务品种及规模,并在分析现状后进一步阐述了商业银行目前面临的主要问题和困难。
第五章是文章的重点,根据第二章的分析框架针对商业银行支农效率的评价体系建立了模型,探讨了基本模型和指标选取的取舍,通过农业银行、农村商业银行、邮政储蓄银行2003-2010年的相关面板和截面数据在盈利效率和支农效率两个方面进行测度和评价,并分析了相关影响因素。得出结论,影响商业银行支农利润的主要因素包括体制内和体制外的,体制内的主要受其资产机构、不良资产率等因素的影响,体制外则包括改制、上市、是否由合作金融演变等因素。在支农效率上,商业银行涉农资金回流的效率主要与其本身的信贷结构、支农地区的经济发展状况和农业企业／农户贷款比例(间接影响了其涉农资产质量)有关。
第六章则对前文的分析结果提出一定的政策建议和展望。
Since the founding of new China for60years, the social economy has made great development. Especially, the city construction. We experienced the whole period, from scratch to the modern high-speed development. To the contrary.the rural situation is worth worrying.In the history, the country get so many source for urban development. It made the rural economy's development backward. In order to protect social stability and development, the country give support to rural economy in recent years. Their focus is intervention and support to the rural financial market.Under the macro control of the national financial authoritieies,various properties of the financial system and institutions to cooperate with each other,and make great contribution to the new socialist rural financial system formation. This paper mainly discusses the role of commercial banks in rural financial system.
In the first chapter, this article has analyzed themeaning of entrance for commercial bank in China's rural financial market.Under the national attention and concern, the intervention of commercial banks in rural financial market will meet the financial needs of rural micro economy and make progress for rural financial market. Then the paper focuses on SFA method to evaluate the efficiency of financial institutions and research the status, make some comments on the some writers' thought, framework and innovation.
The second chapter is the theory elaborate for the commercial banks to support agriculture efficiency. Includes the theory support(it mainly from financial market of agriculture and.here mainly through the two aspects, one is the commercial bank to support agriculture the main theoretical basis (the main theoretical source for agricultural financial market theory and Market of not complete competition theory) and China's special financial nature under'3-parts'framework.
The third chapter mainly elaborates the explanation of financial institution. Then It make introduction to the SFA method and the cause of selecting the method.next we build framework to support efficiency evaluation system.
The fourth chapter through the data analy of situation of the commercial bank for rural financial. It mainly analysis from angle of agricultural loan scale, the net flow of funds statistics, the number of agencies, network coverage and structure of personnel statistics, assets and profitability and intermediate business and scale. Then elaborated in the the main problems and difficulties of commercial banks
The fifth chapter is the key chapter, finally made measurement and evaluation through the Agricultural Bank, rural commercial banks, postal savings bank2003-2010years related panel and data.Then analyses the related factors. To conclude, there are two aspects to influence rural commercial bank profit.First is inner syterm its assets, the ratio of non-performing assets and other factors, Another is restructuring, listing, financial evolution. In the agriculture efficiency, Commercial Bank of agriculture-related funds return efficiency, credit structure, regional economic development and agricultural enterprises/farmer loan ratio (indirectly affect the quality of assets).
The sixth chapter summarizes the analysis result to propose and some suggestions.
引文
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[2]Berger.Mester.Inside the Black Box:what ExPlains Differences in the Effieiencies of Finaneial Institutions? [J], Joumal of Banking and Finance,1997.
[3]Berger, HumPhrey. "Efficiency of Financial Institutions:International Survey and Directions of Future Researeh" [J], European Jounral of Operational Researeh, Special Issue 1997
[4]Rober& Hasna,Deynog,Itfekhar. The Peorfomances of De novo Commercial Banks:a Porfit Effieiency APProach[J], Jornal of Banking&Finance,1998.
[5]COELLI T J. Measurement of Total Factor Productivity Growth and Bases in Technological Change in Western Australian Agriculture [J],Journal of Applied Econometrics,1996.
[6]Algbe Akhighe, James E. Mcnulty, the Porfit Effieicency of Small US Commercial Banks [J],Jornal of Banking and Finance,2003.
[7]Jerry R, Skees "Risk Management Challenges in Rural Financial Markets:Blending Risk Management Innovations with Rural Finance" [C], University of Kentucky 2004.
[8]Jan-Egbert Sturm, Barry Williams, Foreign Bank Entry, Deregulation and Bank Efficiency:Lessons from the Australian Experience[J],Journal of Banking and Finance,2004.
[9]Deminguc-Kunt and Harry Huizinga, Determinants of Commercial Bank Interest Margins and Profitability:Some International Evidence[D],the World Bank Economic Review,1999.
[10]M, kabir Hassan&David R, Tufte, The Efficiency of a Institution:the Case of the Grameen Bank[J], Group-based Lending World Development 2001.
[11]Laura Cavallo, Stefania P. S, Rossi. Scale and scope economies in the European banking systems [J], Journal of Multinational Financial Management, Volume 11, Issues 4-5, December 2001, Pages 515-531.
[12]Nakhun Thoraneenitiyan, Necmi K, Avkiran. Measuring the impact of restructuring and country-specific factors on the efficiency of post-crisis East Asian banking systems:Integrating DEA with SFA[J], Socio-Economic Planning Sciences, Volume 43, Issue 4, December 2009, Pages 240-252.
[13]George E,Battese, Tim J,Coelli.Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data[J], Journal of Econometrics, Volume 38, Issue 3, July 1988, Pages 387-399.
[14]Aktham I, Maghyereh, Basel Awartan, Financial integration of GCC banking markets: A non-parametric bootstrap DEA estimation approach[J], Research in International Business and Finance, Volume 26, Issue 2, May 2012, Pages 181-195.
[15]张超,顾锋,邸强.基于随机前沿方法的我国商业银行成本效率测度研究[J],经济问题探索,2005.
[16]李春红,张冠龄,关永攀.我国境内中资银行与外资银行的成本效率比较分析[J],经济体制改革,2006.
[17]黄学元,方伯荣,黄德存,蔡家辉.香港商业银行的成本效率[J],国际银行业,2007.
[18]王一宇.农村金融产品和服务的“本土化”研究[J],经济师,2011年第2期.
[19]甘勇.农村商业性金融与农村经济发展的实证研究[J],求索,2007.
[20]刘丹林松沈晖.关于农村金融抑制问题的文献综述[J],金融经济,2010.9.
[21]赵旭,凌亢.国有银行效率决定实证分析[J],统计研究,2000,(8)：12—15.
[22]姚树洁,冯根福,姜春霞.中国银行业效率的实证分析[J],经济研究,2004.
[23]刘深,宋蔚兰.基于SFA的中国商业银行效率研究[J],金融研究,2004.
[24]吴育华,崔振南,刘喜华.商业银行的效率评估模型及其实证研究[J],青岛大学学报,2005.
[25]吴诣民,何静等.中国商业银行技术效率实证分析[J],统计与决策,2005.
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