中国商业银行效率研究

An Investigation Efficiency of Chinese Banks

根据我国14家商业银行从1998～2002年的历史数据,以银行的在职人员数、固定资产、存款额度为银行投入,银行净利润、当年贷款增加额、资本收益率为产出,采用数据包络分析方法,计算出了我国商业银行每年的成本效率、配置效率和技术效率,比较了商业银行之间效率的差异,分析了银行效率随时间变化的趋势,得出了如下结论:(1)国内商业银行的成本效率整体上有较大提高,但是国有独资银行的2个效率都低于股份制商业银行。(2)国内商业银行的成本无效率主要是技术效率低引起的。(3)国内股份制商业银行与国有独资银行在配置效率上没有显著的差异。本文一是计算了我国商业银行的3种效率,即成本效率、技术效率和配置效率,分析了这3种效率之间的特点与关系;二是计算了连续5年的效率,在综合5年数据和计算结果的基础上给出了国内银行效率的排名,避免了单一年份数据失真引起的效率评价不准的问题。

Based on the historical data between 1998 and 2002 of 14 Chinese commercial banks, the costefficiency, technical efficiency and allocative efficiency are computed by the method of data envelopmentanalysis, in which labor, net value of fixed assets and deposits are the inputs of banks, net profit, the newadded loans, ROE are outputs. The efficiency difference among commercial banks is outlined and theefficiency variance crossing time is examined and the conclusions are derived as following: 1) cost efficiencyof all Chinese banks have increased during the 5 years, but 3 kinds of efficiency of state-owned banks arelower than joint-stock commercial banks as a whole; 2) the cost inefficiency of Chinese commercial banksis mainly caused by the technical inefficiency; 3) There is no significant difference in allocative efficiencybetween state-owned commercial banks and joint-stock commercial banks. The contributions andcharacteristics of the paper are: the 3 efficiencies i.e. cost efficiency, technical efficiency andallocative efficiency, are calculated and the relationship among them and their characteristics are outlined;and all banks efficiencies in 5 years in succession are computed, the banks efficiencies areranked based on the overall performance of banks in 5 years, avoiding the rank inaccuracy due to the dataerror in single year.