坦桑尼亞銀行的競爭、效率與盈利性研究.pdf

1、The purpose of this research was meant to model the banking competition, efficiency and profitability in Tanzania.The following specific objectives used to guide the main objective of this work.The analysis of financial

2、performance of banks using CAMEL model,identification of the determinants of bank profitability, measurements of bank efficiency and competition, and the identification of the relationship between bank competition and ef

3、ficiency, as well as to find factors affecting bank efficiency.
　　Chapter one presents central research problem, which originates from the shallowness of banks competition existed in past years coupled with lower leve

4、l of bank profitability and efficiency.In this chapter main objective, research questions, research contributions and motivations of the research are presented.
　　In chapter two literature reviews covering theoretical

5、 and empirical study of banks competition, efficiency and profitability are thoroughly discussed.Literatures from various scholars' presence in books, papers and proceeding conferences were enumerated and unfilled gap wa

6、s identified.
　　Chapter three discusses the research methodology which includes the parametric and non-parametric approach.Stochastic frontier model applied to measure the efficiency of the banks.Panzar and Rosse used

7、 for analysis in order to identify the competition of banks.In this work secondary data extracted from the central Bank of Tanzania and other 45 banks (i.e.,data obtained from the head offices) used for analysis.
　　Ch

8、apter four analyzes the financial performance of banks using the CAMEL model, where the banks were found to operate above the regulatory requirements, eight large banks, were more capitalized followed by the medium banks

9、, NBIF and the small and regional banks.The main determinants of bank profitability were found to be capital adequacy, liquidity position, asset quality, total expenses, interest rate and the inflation rates.
　　Chapte

10、r five describes the efficiency of the banks using financial ratios, data envelopment analysis and stochastic frontier.In addition, efficiency of banks in groups is measured in order to identify the statistical differenc

11、es between them.SFA efficiency scores were found to be higher than the DEA scores.In other case, some banks were found to operate at the lower level of technical, cost and profit efficiency.
　　Chapter six discusses th

12、e competition of banks using Panzar and Rosse model.Findings reveal that a monopolistic market structure exists in banks.H statistics with 0.8 value means banks competition is high in the country.Despite stiff competitio

13、n in the banking system,large share of total assets is dominated by four largest banks which constitute more than 75％of the total banking assets.Using the H-statistics with 0.8 values, the competition difference between

14、classes of banks was found to be low with an exception to foreign and domestic banks.While using system GMM and granger causality test, the relationship between competition and efficiency were found to be negative, and p

15、rofitability and competition were found to relate positively.However within the classes of banks, competition were found to impact efficiency of banks, implies in long run competition is expected to bring positive influe

16、nce in efficiency of banks.The main sources of bank efficiency are non-performing loans, regulation, return on asset and deposit, liquidity, capital adequacy and asset quality.
　　Chapter seven gives the summary of fin

17、dings, conclusion and recommendations.Conclusively, it has been noted that the reforms in the banking have increased competition level and profitability with lower level of bank efficiency.Despite the increase in banking

18、 services, the level of the intermediation process has been lower because banks have invested less in rural areas.Also, the competitions of the banks have not reduced the spread of the interest rate.It is suggested banks