基于DEA方法的我国商业银行适度规模的实证研究

An Empirical Study of Appropriate Scale of Our Commercial Banks Based on DEA

本文利用DEA方法,以14家商业银行2001-2003年间的相关数据为基础,对我国商业银行的规模经济状况及适度规模区域进行了实证分析。分析显示,样本期间最小规模经济边界点逐年上升。综合样本期间规模经济指数的分年度值和平均值,至少可以以8000-9500亿元作为我国商业银行的适度规模区域。样本期间,建行和中行各有1次实现适度规模运行的事实可能预示着我国商业银行的适度规模可以达到22500-32000亿元。

Data Envelopment Analysis is used to analyze the scale economy situation and appropriate scale of our commercial banks based on 14 banks＇ relevant data in 2001-2003. The analysis shows that the minimum optimal scale of our commercial banks rise year by year in the sample period and the MOS may be 800-950 billions Yuan based on the average and yearly value of scale efficiency. The fact that China Construction Bank and Bank of China ever attained the scale efficiency once separately during the sample period may indicate that the appropriate scale can attain 2.25-3.20 trillions Yuan.