产权配置、特许权价值与银行规模效率

Property Rights,Charter Value and Scale Efficiency of Commercial Banks

利用超越对数成本函数法,对我国商业银行的规模经济效应进行实证研究,并对比分析了不同产权制度下宏观经济因素、风险偏好、资产规模对银行规模效率的影响。研究表明,GDP的增长率对国有银行和股份制银行的影响基本一致,股份制银行的风险管理更为有效,同时资产规模与银行规模效率呈反向关系。

Applying the translog cost function,this paper made empirical research on the scale economic effect of commercial banks in China,and made comparative analysis on the influence of macro economy,risk preference and asset size on the banks＇ scale efficiency under different property rights systems.The research indicates that the influences of GDP growth rate on state-owned banks and joint-owned banks basically show no difference.However,the risk management is more effective in joint-owned banks.And there is a negative relationship between the size of asset and the scale efficiency of banks.