基于風(fēng)險(xiǎn)視角的我國商業(yè)銀行效率及影響因素研究

1、 暨南大學(xué)碩士學(xué)位論文 II Abstract Risk management and efficiency improvement are not only the important problems which commercial banks facing in the operation and management, but also the major theme of the central banks who mai

2、ntain financial stability and promote economic development in the world. But the existing research of the efficiency of commercial banks implicitly assume that most banks are facing the same degree of risk. Many research

3、ers didn’t give enough attention to the risk of commercial banks. The research of the efficiency and risk of commercial banks are not fully developed, neither in the study of profit efficiency nor in the study of cost ef

4、ficiency. It will be large error in the research of the efficiency of commercial banks without considering the risk factor. This paper deeply researches the efficiency of chinese commercial banks base on the perspective

5、of risk. First, this paper estimates the Z-value of commercial banks in China, and analyzes the other indicators of risk. Found that the risk of bankruptcy of the commercial bank in China has a trend of decline. Secondly

6、, this paper calculated the efficiency of Chinese commercial banks using the stochastic frontier approach in considering the risk factors or not considering. Then we compares and analyzes the efficiency which calculated

7、in the two situations. The results show that: it is likely to underestimate the commercial banks’ profit efficiency, and significantly influences the ranking of the profit efficiency of the commercial banks, without cons

8、idering the risk factor. Finally, this paper analyzes the important factors of commercial banks’ efficiency from the four aspects which are loan to deposit ratio, the asset scale，the financial crisis and the macroscopic

9、economic environment. Commercial banks’ loan to deposit ratio is positively related with efficiency. Assets scale is also positively related with the efficiency of commercial banks. Larger asset scale of commercial banks