| 摘要: | 金融業是整個城市經濟的核心，而銀行業作為金融業最重要的組成部分，商業銀行經營效率的高低無論是對這個金融業的穩定、健康發展，還是對整個城市、國家以至世界經濟的平穩健康發展都有着非常重要的影響。良好的商業銀行效率不僅是銀行經營和管理的重要目標，也是銀行自身在一個城市、國家以至世界上有較高綜合競爭力的集中體現。商業銀行效率的提高和控制成本的重要性，使我們應該深入分析有關銀行效率的理論基礎，找出銀行效率的影響因素，根據各因素的影響，找出改進銀行效率的方法，有助於提高商業銀行和金融業的整體效率水平。
本文在總結中國和外國現有研究成果的基礎上，比較了銀行效率測量的兩類方法：參數法和非參數法的優缺點，以及結合目前澳門商業銀行業的實際情況，本文選擇了非參數法中的資料包絡分析法（DEA）的投入導向模型。投入變量包括：各項支出（包括營運支出、利息支出和在職員工資支出）和銀行的總資產。銀行的產出指標包括：貸款的總額和稅前經營利潤。本文通過投入導向DEA模型對澳門10間商業銀行2010年至2019年的技術效率、純技術效率、規模效率、規模報酬狀態進行了測算，在分析了銀行效率水平之後，本文也對影響銀行效率的因素進行分析，從影響銀行效率的宏觀和微觀因素兩個層面中選取了十個變量，包括：本地生產總值增長比率、社會固定資產投資增長率、貨幣供給增長率、總資產增長率、存貸比率、資產收益率、中間業務收入佔比、不良貸款率、資本充足率。以技術效率為因變量，建立了計量經濟學模型，並進行了回歸分析，並得出了六個顯著性的影響因素，包括：存貸比率、資產收益率、中間業務收入佔比、不良貸款率、資本充足率
Just as financial industry is the center of a city economy, the banking industry is an important part of the financial system. Operation efficiency of commercial banks plays an important role in the financial sector stability, healthy progress. In addition, for the whole city, country and even the world economic stability and healthy development it also has a very important influence. Higher commercial bank efficiency level is not only the important target of bank operation and management, but also the reflection of the competition ability in one city, country and even the world. Given the importance of the commercial bank efficiency and cost control, we should deeply analysis relevant theory about bank efficiency, find out the factors influencing the efficiency of the bank, and put forward some improved methods according to various factors of effect in order to contribute to improve the efficiency level of the commercial banks and financial industry.
Based on the existing research at china and abroad, this paper made comparative analysis on advantages and disadvantages of parametric and nonparametric method which are used to measure efficiency of bank, and combining the actual situation of Macau banking industry. We choice the input oriented DEA model of nonparametric method to analysis efficiency of bank. We select the input variables include: all expenses including operating expenses, interest payments and salary expenses, total asset. We select the output variables include loans, pre-tax operating profit, Using input oriented DEA mode, this paper calculates the technical efficiency, pure technical efficiency, scale efficiency and scale state of ten Macau commercial banks from 2010 to 2019. Finally, this paper selected ten variables from macro and micro aspect. This ten variables include: GDP growth rate, social fixed asset investment growth rate, currency supply growth rate, total asset growth rate, deposit-loan ratio, asset return rate, asset expense ratio, proportion of intermediate business income, non-performing loan ratio, and capital adequacy ratio. It made technical efficiency as dependent variable to analyze the factors affecting the bank’s efficiency using a mathematical model. We get six significant influence factors. This six variables include: deposit-loan ratio, asset return rate, asset expense ratio, proportion of intermediate business income, non-performing loan ratio, and capital adequacy ra |
