Dissertation > Excellent graduate degree dissertation topics show

Empirical Study on X Efficiency in Commercial Banks of China

Author: ZhaoShiLei
Tutor: ZhaoZhenQuan
School: Jilin University
Course: Quantitative Economics
Keywords: X efficiency commercial bank branch and sub-branch DEA SFA
CLC: F224
Type: PhD thesis
Year: 2008
Downloads: 894
Quote: 12
Read: Download Dissertation


Chinese commercial banks have an important role in financial market, its efficiency could influence the allocative effect of social resource directly. Nowadays, the study on commercial efficiency turned to the study of X efficiency from the old-time study of scale efficiency and scope efficiency. Commercial banks operation is something like a black box. With the same inputs, different banks come out with extraordinarily different financial products and services. X efficiency represents a comprehensive reflection of different banking resource allocation. This doctoral dissertation mainly focus the empirical study on X efficiency in commercial bank of china, aimed to helping commercial banks improve their core competition and give some advices for policy makers and bank supervision authority.The empirical results and conclusions are as follows:1.The cost x efficiency in commercial banks of china varies with each other, but reveals that it has trend wholly keeps rising with wavilness. the cost x efficiency in joint-stock banks is higher than those in state-owned banks in historical average, is lower than those in state-owned banks after the financial reform in state-owned banks. the cost x efficiency in state-owned banks have a significant rise. now, the cost x efficiency in Industrial and Commercial Bank of China(ICBC) equals to those in Bank of China(BOC), those in China Construction Bank(CCB) ,it is lower only in Agricultural Bank of China(ABC).2.The ratio of nonperforming loans (RNL) and the ratio of loan-deposit (RLD) have a great influence on the X efficiency ,over high RNL and RLD not only increase the cost of bank ,but also lead to double lowness in cost x efficiency and in profit efficiency.3. The X efficiency in branch and sub-branch banks of Agricultural Bank of China is strongly influenced by the development of economic in areas. The branch and sub-branch bank is more and more efficient with more and more development economic. The X efficiency in old industry bases provinces and in super agricultural provinces is lower than the best efficiency in developed provinces and lower than those in the early-liberated, minority nationality, border and poor provinces, mainly due to the over high RNL by historical policy.4. The X efficiency estimated by stochastic frontier approach (SFA) is the same to those by data envelopment analysis (DEA) in sort order, but differs with each other in estimated value. If aiming to estimate what position the bank’s cost efficiency is in industry location, either of two approach can do it, if aiming to estimate the other efficiency including scale efficiency and scope efficiency, DEA can do it better, if aiming to estimate the time trend of X efficiency, SFA can do it better, when sample data whose asset differs a lot from each other, SFA is much more appropriate.This essay is divided into seven parts, the main content is as follows:Chapter one: Literature review of the efficiency of commercial banks. Mainly survey in efficiency estimate, efficiency influence factor, foreign and domestic efficiency study of commercial banks and point out their problems.Chapter two: Theory of commercial bank. Based on classical theory of commercial bank, Emphasize efficiency theory and X efficiency theory.Chapter three: Approach of X efficiency study in commercial bank. Emphasize DEA and SFA approach, including model building, variable choosing, producing function, make a comparative analysis between DEA and SFA.Chapter four: Empirical study on X efficiency in Chinese commercial bank based on DEA. Choosing four state-owned banks and ten joint-stock banks, using their financial data between 1997 to 2005, adopting DEA ,first estimate the cost X efficiency and technological efficiency, then study the time trend of X efficiency by working in Malmquist,finally, study the efficiency influence factor by Panel model.Chapter five: Empirical study on X efficiency in Chinese commercial bank based on SFA. Adopting translog function, utilizing Battese and Coelli(1995) model, adding some relating efficiency influence factor to non efficiency variable in model, estimate the cost x efficiency. At the end of chapter five, compare these two approaches.Chapter six:Empirical study on X efficiency in branch and sub-branch bank of Agricultural Bank of China(ABC). Based on the empirical conclusion of chapter four and chapter five, Choosing 30 province branch banks of ABC, using cross data in 2006, estimate cost x efficiency and profit x efficiency. Emphasize some efficiency influence factor in branch and sub-branch bank of ABC.

Related Dissertations

  1. Research on High Efficiency Interior Permanent Magnet Synchronous Motor,TM341
  2. A Study about the Stock Index Future’s Influence on the Stock Market,F224
  3. Yunnan Province, human capital, the network structure of critical efficiency factor,F249.27
  4. The Design and Performance Simulation of External Valve Small Displacement Pump,TE933.3
  5. The Evaluation Research of a University’s Education Investment Benefit Based on the DEA,G647.5
  6. Analyiss on Dicharge Environment and the Effect of of Dust Electrostatic Coagualation,X701.2
  7. Study on the Exergy Analysis of Photosynthetic Biological Continuous Hydrogen Production System,TQ116.2
  8. Investigation of Fabrication, Characterization and Property of Fuctional Titanium Dioxide Nanoporous Materials,TB383.1
  9. Preparation and Evaluation of Bio-Organic Fertilizers for Effective Control of Root-Knot Nematodes,S476.1
  10. Effect of Nitrogenapplication Patterns on Variation of Soil Nitrate-N and Grain Yield of Wheat and Maize,S512.11
  11. The Comparison and Contrast between the Health Care System in the United Kingdom and That in the United States,R199
  12. The Analysis of the Social Institution of Realization of Individual Value,B038
  13. High Efficiency Management Strategy of Mathematics Class Teaching of Lower Primary School Grades,G623.5
  14. The use of mathematical methods in language teaching,G633.3
  15. Study on Enhance Efficiency and Mechanism of BAC Process for Nitrogen Removal by Preoxidation,X703
  16. Research on Management Efficiency and Mechanism of Soil-Water Erosion in Changting,S157
  17. Differences in Winter Wheat Productivity and Nitrogen Use Efficiency between the Main Varieties Released in Different Times in Jianghuai Area,S512.1
  18. Effects of Different Models of Cultivation Management on Nitrogen and Carbon Metabolism and Grain Yield in Winter Wheat,S512.1
  19. Effects of Spraying Thiophanate-methyl and Mancozeb on Nutrient Quality of Sesame,S565.3
  20. Radiation Transfer Characteristics and Radiation Use Efficiency of Rice,S511
  21. Influence of Controlled Partial Root Drying Irrigation on Water Use Efficiency of Potato,S532

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic and mathematical methods
© 2012 www.DissertationTopic.Net  Mobile