中国商业银行效率的内生影响因素研究与实证

The Empirical Analysis on the Endogenous Influence Factors of Chinese Commercial Bank Efficiencies

本文以1998～2007年的14家中国商业银行为样本，在考虑银行成本效率、技术效率和规模效率之间相互干扰的情况下，应用联立方程纽分析了多种内生因素对三类银行效率的交叉影响。这统筹考虑了一种内生要素对银行多种效率的不同影响，可解决银行多类效率影响因素分析中顾此失彼的问题。实证表明：（1）中国商业银行应注重存款、固定资产等内部资源配置的有效性；（2）增加银行非信贷业务比重对改善中国银行业效率具有积极意义；（3）存贷比、贷款占比、利息支出比、不良贷款率、分支机构资产量等五个指标对中国商业银行各类效率具有显著影响；（4）规模效率对中国商业银行业的成本效率和技术效率具有显著的正向影响。

With the sample of 14 Chinese banks ranging from 1998 to 2007, this paper analyses the influences of the endogenous factors to banks＇ efficiencies with simultaneous equations based on considering the cross-interference of cost efficiency, technical efficiency and scale economy. It gives us a whole vision of how an endogenous factor makes impacts on different types of bank efficiency and works out the problem about analyzing some factors of different efficiencies simultaneously which redounds to find out methods to improve the efficiency of China commercial banks. The analysis results of this paper are as follows： （ 1 ） the managers of Chinese commercial banks must pay attention to the validity of inside bank-resource, such as deposits and fixed assets; （2） improving the proportion of non-credit operations can make more positive effect for improving the efficiencies of Chinese commercial banks ; （ 3 ） the five factors of ratio of credits to deposits, the ratio of credits to total assets, the ratio of interest-expenditure to interest-income, non-performing ratio and assets of bank embranchment show the remarkable influence on Chinese commercial banks＇ efficiencies; （4）the scale efficiency have remarkable positive influence on the cost efficiency and technical efficiency of Chinese commercial banks.