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An Empirical Analysis on Restructuring of Japanese Banking Industry: Merger Gains, Productivity growth, and Optimal Industrial Structure

日本银行业重组的实证分析：并购收益、生产率增长与优化产业结构

基本信息

批准号：
20K01783
负责人：
中岡孝剛
金额：
$ 2万
依托单位：
Kindai University
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (C)
财政年份：
2020
资助国家：
日本
起止时间：
2020-04-01 至 2024-03-31
项目状态：
已结题

项目摘要

本研究の目的は，近年経済学を中心として応用が進んでいるデータ包絡分析（Data Envelopment Analysis，DEA）を用いて，我が国銀行業の再編を定量的に評価することである．本年では地方銀行と信用金庫の合併事象のデータを用いて，合併による生産性変化をスラックベースの指向性距離関数を用いて推定を行なった．分析の結果，不良債権の望ましくない産出として扱った場合と，総貸出額から差し引き，ネッティングした場合の推定結果は異なることが明らかとなり，データ包絡分析のモデルにおいて，不良債権を望ましくない産出として取り扱うことの重要性が示唆される結果となった．また，推定された合併時の生産性変化は，経営破綻による事業譲渡を伴う場合により改善される傾向にある一方で，複数のターゲット銀行が合併する場合には，合併による生産性の改善が見られないことが明らかとなった．この他，合併時の生産性変化は，合併銀行同士の店舗網の重複が大きいほど，より改善される傾向があることが明らかとなった．これらの分析結果は，学会や研究会で発表，ならびにディスカッションペーパー（英文）として取りまとめている．また，合併効果の測定モデルの新しいアプローチとして，Epure et al. (2011)の拡張を試みており，共同研究者と議論を重ねている．モデルの理論的な整合性を確認し，データを用いた検証作業に入ったところである．分析の結果は，データ包絡分析の国際学会で報告予定である．この他，最適産業構造の分析である産業構造効率性のモデル開発作業も同時に進めており，こちらも理論的な整合性が確認でき次第，データを用いた検証を行う予定である．依然として信用金庫のデータが未整備あるいは未完全であるため，合併事象の観測値は100程度とそれほど多くないが，概ね当初予想していた結果と整合的な検証結果を得ることができた．

The purpose of this study is that in recent years, the center of medical science has been using the Data Envelopment Analysis,DEA analysis method, and our national banking industry has made a quantitative analysis of the financial situation. This year, the local bank credit bank has been used for the same purpose. The results of the analysis of the results show that the results of the analysis show that the results of the analysis show that the results are in good agreement with the results of the analysis of the results of the analysis of the results, the results of the analysis of the results show that the results of the analysis of the results show that the results of the analysis of the results show that the results of the analysis of the results are in good agreement with the results of the analysis of the results of the analysis of the results. It is expected that there is an indication of the importance of data acquisition, which indicates that the results are not correct, and that it is presumed that the relationship will change when the contract is in harmony, and that it will break the business cycle and improve it to one party, and the complex number will lead to the conclusion of the agreement. In order to improve the quality of the contract, please do not know how to improve the quality of the contract. Please contact him, when the contract is in progress, the contract will be conducted at the same time as the trainee. The contract bank will make a heavy investment in the same store, and the company will improve the results of the analysis. The results of the study will be reviewed by the Institute of Research. This is the first time that you know what to do. If you don't know how to do it, you will need to know how to do it. In this way, you will be able to find out if you want to know if you want to know if you are going to have a problem. (2011) the co-researchers discussed the integrity of the theory of financial crisis, and then analyzed the results. The results were analyzed and the results were analyzed. In the most operational analysis, the operation of the transaction is scheduled to be conducted at the same time, and the integration of the mathematical theory is confirmed for the second time, and the customer is still responsible for the failure of the credit database. The credit database has not been fully registered, and the transaction is similar to that of the 100-degree credit database. It was expected that the results of the integration of the results of the integration of the results would have been successful.