我国商业银行效率决定因素的理论探讨与实证检验

Determinants of the Efficiency of China' s Commercial Banks: Theoretical Explore and Empirical Test

本文首先运用DEA方法测算了我国15家有代表性商业银行1993-2002年的技术效率、纯技术效率、规模技术效率值,然后采用Panel Data模型检验了银行效率的"产权决定论"和"超产权论",结果表明:产权形式是我国商业银行效率决定性的因素,"超产权论"不适用于我国银行业。对两类银行分别作的进一步研究表明,对国有银行效率影响较大的因素依次是:资本充足率、市场份额、资源配置能力;而对股份制银行效率影响较大的因素依次是:市场份额、资源配置能力、资本充足率;费用率、员工增长率、网点增长率对两类银行及银行业总体的效率影响均不显著。

This paper uses DEA method to measure the technology efficiency , pure technology efficiency and scale efficiency of 15 commercial banks in China from 1993 to 2002. And then it test two hypotheses on the decisive factor of their efficiency by Panel Data model. The result shows that the property right form is the decisive factor for the efficiency of commercial banks in China, the 'beyond property - right hypothesis ' is not applicable to China. The further research indicates that determinants of state - owned banks' efficiency are adequacy ratio of capital, market share , resource distribution ability in turn; while for joint stock system banks , determinants of their efficiency are market share, resource distribution ability and sufficient rate of capital in turn. However, expenses rate, growth rate of staff and growth rate of agencies have no remarkable influence on the efficiency of two kinds of banks and the whole banking industry in China.