中国商业银行效率实证研究与影响因素分析

An Empirical Analysis of Efficiency and Influence Factors for Chinese Commercial Banks

运用超效率多阶DEA模型和STLS系数估计方法对2008年我国12家国有及股份制商业银行的效率及其影响因素进行了分析。研究发现,2008年我国商业银行纯技术效率水平得到了普遍提高,但是规模效率的低下使得技术效率未达到有效水平,规模效率的不足成为技术效率提升的重大阻碍;资产质量和盈利能力对效率提升有显著正面作用,中间业务和人力资源对效率值也有一定正面影响;产权结构和风险管理对效率提升有重大的阻碍作用,其中产权结构成为效率提升最主要的制约因素。因此,我国应进一步深化国有商业银行的股份制改革,提高资产质量和盈利能力,提升我国商业银行的整体竞争力。

With using data in 2008,the efficiency and influence factors for 12 nation-owned and joint-stock commercial banks are analyzed by using Super Efficiency Multistage Ranking DEA model and Symmetrically Trimmed Least Square coefficient estimate method.It shows that,in general,the level of pure technical efficiency of China＇s Commercial Banks was increased in 2008.However,the low scale efficiency makes the total technical efficiency low.Thus,scale efficiency becomes the bottleneck for increasing the technical efficiency.As for the influence factors,it is found that asset quality and profitability have significant positive effect on the efficiency.Meanwhile,intermediate business and human resource affect the efficiency positively to some extent as well.However,the existing ownership structure and risk management have negative effect on the efficiency,especially ownership structure becomes the key obstacle to increase the efficiency.Therefore,further reform for state-owned joint-stock commercial banks in China should be done such that asset quality and profitability can be improved to make the nation-owned commercial banks more competitive.