我国商业银行运行效率的DEA实证分析

Efficiency Case Study of Commercial Bank Based on DEA

本文采用DEA的基本模型对我国12家商业银行2004年和2005年的总效率、纯技术效率和规模效率进行了实证分析。结果表明,规模大的国有商业银行总效率要高于股份制商业银行。银行资产规模是影响商业银行运行效率的重要因素,市场份额与银行效率呈正相关,商业银行规模过小或规模过大导致的规模不经济同时存在。

This paper analysis the efficiency, pure technology efficiency and scale efficiency of 12 commercial banks based on DEA model from 2004 to 2005. The empirical results demonstrate that the efficiency of the state-owned scale commercial banks is higher than joint-stock commercial banks. The scale of bank assets is the key factor that affects the efficiency of commercial bank, the efficiency is being related to the market share, the scale diseconomy which is lead by small and big scale exist side by side.