中国商业银行收入结构与收入效率关系研究

Research on the relationship between income structure and income efficiency of China's commercial banks

利用随机前沿法和数据包络法,分别评价了中国14家主要商业银行1998—2003年间的利息收入效率、非利息收入效率和总收入综合效率,并利用回归方程分析了利息收入效率,非利息收入效率,非利息收入占总收入比重与总收入综合效率间的关系.研究表明:中国商业银行各类收入的技术效率状况不佳;股份制银行的各类收入效率水平均高于国有银行;单项收入效率对中国商业银行的总收入综合效率具有正向影响;非利息收入占总收入比重对国有银行的总收入综合效率具有负向影响.揭示了利息收入效率、非利息收入效率及收入结构对总收入综合效率的影响关系,验证了非利息收入对中国商业银行业总收入综合技术效率存在正向影响的论断,并有针对性地提出了政策性建议.

Applying the stochastic frontier approach and data envelopment analysis, this paper evauates the overall technical efficiency of gross income and the monomial technical effieiencies of interest income and non-interest income of 14 commercial banks of China over the period from 1998 to 2003, and ana-lyzes the relationship among the interest income efficiency, non-interest income efficiency, the proportion of non-interest income to gross income and overall technical efficiency of gross income with regression equation. The result shows： all kinds of technical efficiencies of China＇s commercial banks are not well; the efficieneies of joint-stock commercial banks are better than those of the commercial banks owned by the state; technical efficiencies of interest income and non-interest income have positive influence on the overall technical efficiency of gross income of China＇s commercial banks; the proportion of non-interest income to gross income has negative influence on the overall technical efficiency of gross income of China＇s commercial banks. This paper displays the influence of banks＇ income structure and monomial technical efficiencies of interest income and non-interest income on banks＇ overall efficiency of gross income, validates the conclusion that non-interest income has positive influence on overall technical efficiency of gross income of China＇ s commercial banks and provides some policy suggestions pertinently.