基于Malmqusit指数商业银行经营效率实证研究(2000—2006)

Empirical Study on Business Efficiency of Commercial Banks Based on Malmqusit Index(2000-2006)

基于Malmquist指数分析法,研究了我国12家商业银行2000～2006年7年间的效率及其动态变化;进而将Malmquist指数分解为技术效率纯技术效率和规模效率。研究发现,总体而言银行业全要素生产率呈上升趋势,但国有银行的生产率低于股份制银行,这主要是由于国有银行的规模不经济引起的。同时银行的技术进步率对Malmquist指数的贡献率远大于技术效率的贡献率;加入WTO后,面对外资银行的竞争,技术效率虽然有所提高,但是于欧美外资银行相比仍然处于较低的水平。我国银行业要不断提高其生产效率,在依靠技术进步的同时要关注技术效率的提高,在后WTO时代,技术效率的提高将是中资银行发展的关键因素。

In accordance to Malmquist Index Analysis Method, this paper investigates the efficiency and dynamic changes of 12 commercial banks in our country during 7 years（2000-2006）, then the Malmquist index is decomposed into technological efficiency, pure technological efficiency and scale efficiency. The research finds that, on the whole, the total factor productivity of banking sector has an increasing tendency, but the productivity of State-owned banks is lower than the one of joint-stock banks, mainly because of the scale inefficiency of State-owned banks. At the same time, the contribution of bank＇s technology improving rate to Malmquist index is far more immense than the one of technological efficiency. After entering WTO, in face of the competition of foreign banks, the technological efficiency has increased, but compared with the European and American banks, it still stands at a relatively low level. Our country＇s banking industry should constantly enhance the productivity and pay attention to the increase of technological efficiency as well as technological improvement. In the pest-WTO era, the increase of technological efficiency will be a crucial factor in the development of Chinese banks.