资本监管提升中国银行业经营效率了吗?——基于两阶段DEA跨期比较模型的实证分析

Does Capital Regulation Promote China Banking Industry Efficiency?——An Empirical Study Based on Two Stage DEA Intertemporal Comparison Model

基于2006年~2011年中国25家商业银行面板数据,笔者运用关联两阶段DEA跨期比较模型对资本监管驱动下银行业经营效率进行测度,并通过投入冗余比例和产出缺失比例变动实现了DEA两阶段效率的跨期比较。结果表明：资本监管通过提高银行资本使用效率和风险管理水平,进而提升中国银行业经营效率;资本监管对大银行效率的提升大于小银行;中小银行非利息收入业务发展有待提高。因此,监管部门应稳步实施资本监管提升银行效率,商业银行应加强资本管理、优化业务结构、实施差异化经营策略提升银行经营绩效。

Based on 2006 ~ 2011 panel data of 25 commercial banks in china,the paper measures the banking industry efficiency driven by capital regulatory with the model of two stage DEA intertemporal comparison. Through the changes of the input redundancy ratio and output loss ratio,the paper completes intertemporal comparison of two stage DEA. The result shows that： capital regulation promotes china banking industry efficiency by improving banking capital using efficiency and risk management level; capital supervision promotes the efficiency of the big banks more compared to smaller banks; and for the small and medium banks,the non-interest income business still has a great potential. Therefore,regulators should steadily push forward capital regulation to promote banking efficiency; commercial banks should strengthen capital management,optimize the business structure,implement differentiation strategy to raise bank operating performance.