基于风险调整的银行绩效影响因素实证分析

Empirical Analysis on Factors Affecting Bank Performance: Based on Risk Adjustment

通过建立一类新的基于风险调整资产收益率和风险调整净资产收益率的回归模型，利用国内几家银行1995～2006年间的面板数据对我国银行绩效影响因素进行实证分析，结果表明：管理效率的提高对于提高银行效益有正面影响，我国银行业存在较高的规模非效率，并且外资银行进入对我国银行业效率、绩效没有影响，却有利于降低垄断。

The present paper creates new regressive models based on RAROA,RAROE. The empirical analysis is based on the panel datas of several banks at home from 1995 to 2006. The result shows that X-efficiency is beneficial for improvement of efficiency in banks, and there is high scale inefficiency in our banks. Empirical result declares that the entrance of foreign banks has no impact on the efficiency and performance of banks in China. However they is helpful for lowering monopoly.