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南京航空航天大学硕士学位论文我国商业银行个人理财业务X效率分析姓名：董凯松申请学位级别：硕士专业：企业管理指导教师：赵湘莲20080101-I-GDPXDEAXXXXXXXXDEA12XXDEAx-II-ABSTRACTInrecentyearsChina'seconomyhasenteredaperiodofrapiddevelopment,withthesteadygrowthofGDP,ithasbecometheworld'sfourth-largesteconomyaftertheUnitedStates,JapanandGermany.Country'ssustainedeconomicboomhasmadepeople’slivesunprecedentedchange,withthecontinuousimprovementofincome,inparticulartheemergingoflargenumberofaffluentclass,thedemandofpersonalassets’preservingandvalueincreasingwillbecome.PersonalFinancialServicesinCommercialBankshavealsobeenverygooddeveloped,becauseofitslowoperationalrisk,highreturnoninvestmentandastableincome,personalfinancebusinesshasbecometheforeignbank'scorebusinessandthemainprofitpoints.Personalfinancialbusinessofdomesticcommercialbanksisintheearlystageofdevelopmentandhastremendousprospectsforthedevelopment,butwearealsofacingmanyproblems,theresearchoftheefficiencyhasgreatsignificance.Thispapertreatspersonalfinancialbusinessindomesticcommercialbanksasanindependententity,usingXefficiencytheoriesforthebanksandtheDEAanalysismethodwhichisthecurrentinternationalprevalentintheforefrontoftheefficiencyanalysismethod,withtheinput-outputindexselected,estimatesindividualsamples’Xefficiencyandanalysestheircauses.AndthenthispaperdoesregressionanalysistoagroupofXfactorsfortheefficiencyasthevariablemakinguseoftheX-efficiencyvalue,discussesthemainfactorsthatimpacttheefficiencyofdomesticcommercialbankspersonalfinancialservices,expectingtoreflectthedevelopmentstatusofdomesticbanks’personalfinancialbusinesscompletelyandtruly,soastoprovideasetofindexsystemandmethodforthecomprehensiveevaluation,andacertainfoundationtoimprovethemanagementefficiencyforthebankingsectormanagers,andfortheauthoritiestoformulaterelevantpolicies.Firstlythispapercompilesandsummarizesthedevelopmentconditionsandtrendsofpersonalfinancialbusiness,introducesitstheoreticalbasis,the-III-developmentstatusofcommercialbanks’personalfinancialbusinessindevelopedareas,aswellasdomesticcommercialbanks’personalfinancialservicesstatusanddevelopmenttrends.Subsequently,thepaperdoesanalysisandstudyontheXefficiencytheoriesandmeasurementmethods,includingthetheoreticalexplanationsofXefficiency,theuseofXefficiencyinthecommercialbanks,aswellasthecomparisonofmeasurementmethodsofXefficiency.Thirdly,inthefoundationtheanalysisofpersonalfinancialservicesandXefficiencytheory,thepaperestablishesthemeasuremodelfortheefficiencyofdomesticcommercialbanks’personalbusiness,andanalysisitsimpactfactors.Atlast,thispaperusesDEAmethodtododemonstrationonanalysisofXefficiencyandproductivityefficiencychangesindexforthepersonalfinancialservicesofdomestic12commercialbanksforsixyears.ThenusingSPSSregressionanalysis,thispaperdoesregressionanalysisfortheefficiencyofpersonalfinancialbusinessofdomesticcommercialbanks,andcalculatestheimportanceoftheinfluencingfactors,thenwiththecombinationoftheresultsofefficiencyanalysis,discussesthefactorsthatimpacttheefficiencyofpersonalfinancialbusiness,anditsfuturedevelopmentproposals.Keywords:CommercialBanks,PersonalFinancingServices,X-efficiency,DEA,RegressionAnalysis-1-1.1GDP20061533301[1]2007CPI2006WTOx-2-60XXXXXFretHarkerHunter[2]1997BergerHunterTinme[3]1993X20%50%XDEAXXX1.21.2.112070-3-G.VictorHallman[4]2001Kwok.HoChrisRobinson[5]2002JackR.Kapoor[6]20032XBenston[7]1965BellMurphy19685%-8%U90x-4-BergerMester[8]199760001990-199590801982BaumolPanzarBaileyFriedluender[9]1987KolarJames[10]600Cebenoyan[11]1993Box-CoxBerger[12]1993BergerDeYoung[13]200170001993-19982090XXLeibenstein[14]1966XBergerHunterTimme1993BergerHumphrey1994Akhoweinetal199720%5%[3]CarboGardenerWilliams[15]20027-8%X22%XX-5-BergerMester[16]1997FreiHarleerHunter[2]2000Grigorianetal[17]200217GDP1.2.21[18]2004CFP[19]2002[20]2003[21]2004x-6-[22]2005——[23]2006[24]20072X[25]2000[26]20021994-2000X[27]2000[28]2000[29]2003DEAx2000l20.62390.84590.771920001993-199842003Malmquist511997-2001101.2.3-7-1.31.3.1XX[]→[]→[]1XXXX2XXDEAXx-8-3126DEA12XSPSS1.3.21DEAX2X,,DEAX1.41.4.11.1X1.1-9-XXXXDEA12XSPSS1.4.2DEAX12DEAXDEAXx-10-2.12.1.1[30][31]2.1.21-11-2342005x-12-2.22.2.1FrancoMordiglianlRichandBrumberg[32]19542.2.2Markowiz[33]1952SharpeMarkowiz-13-2.2.3Sharpe[34]1994Lintner1995CapitalAssetPricingModel/CAPM)(βjimijRRRR−+=2.1jR——jiR——jβ——jβmRM2.2.4JosephAloisSchumpeter[35]1912x-14-2.32.3.1100[36]203019291020601969IAFP7090CertifiedFinancialPlannersCFP[37]30%[38]-15-2.3.212%-15%50%[39]12.12x-16-2.13-17-[40]42080ATMPOS[41]90CRM2.42.4.15200060241.82006156497.4160%[42]CPI70%x-18-20071-1040002.4.2199519962001200210321%28.9%49.8%60%-19-[43]20023[44]2005111x-20-2.210050220020300200200050506722825050103010105102.4.3-21-2005200044%2006320.521%271.39186%[45]1200620068220037LIBOR320061214x-22-3%2.5%20%200612125%[46]5QDIIQDII2006QDII-23-X3.1x-24-3.2LeibensteinX3.2.1XLeibenstein[14]XLeibenstein1966XLeibenstein[14]LeibensteinXLeibensteinXXLeibensteinXX3.2.2XLeibenstein[14]X1-25-——2APQTAPQT3X4XLeibenstein3.11P1Q1P=MC2P2Q12NAPPNASLeibensteinXx-26-LeibensteinbP2QFrantz1988ANPP12NAPPa'2'BAPPabABPPb1xQ1Q2P1PbPaP2