基于HLM模型的中国商业银行规模效率研究

The Scale Efficiency of Chinese Commercial Bank Based on Multilevel Data Analysis

效率是经济学研究的核心问题,如何提高商业银行效率、提升其核心竞争力,是近年来国际金融界及银行管理部门研究的重点课题。构建多层线性发展模型,对中国商业银行规模效率影响因素进行分析。实证结果表明:资本收益率、资产收益率、不良贷款率、资本积累率等财务指标对中国商业银行规模效率的提高存在显著的影响;人均利润率、营业费用率和流动比率与银行规模效率的斜率无直接关系。同时结合中国商业银行经营发展的现状,提出提高中国商业银行规模效率的相关政策建议。

Efficiency is the core of economics research,how to increase bank efficiency,enhance its core competitiveness in recent years,the international financial and banking management study focused on the issue.The article tries to construct multi-linear model,the size of the efficiency of commercial banks,factors affecting the analysis,testing.The results showed that return on capital employed,return on assets,non-performing loan rate,the rate of capital accumulation,and other financial indicators of the efficiency of China＇s commercial banks increase the size significantly affected.