中国商业银行效率再研究——基于方向性距离函数

A Restudy on Efficiency of China's Commercial Banks: Based on Directional Distance Function

本文运用方向性距离函数测度了2001-2008年15家商业银行在考虑不良贷款情况下的效率值,并分析了银行效率的影响因素。研究表明,民生银行的效率值排名第一,并连续6次处于生产前沿;股份制商业银行的效率值高于国有商业银行;固定资产投资增长率、抵御风险能力、资产规模、不良贷款率、产权结构等都对银行效率具有显著影响;GDP增长率、CPI增长率、货币供应量和资产配置情况对银行效率影响不显著。

This paper applies directional distance function method to measure efficiency on China＇s commercial banks over the period from 2001 to 2008 while accounting for non-performing loan.The results show that the efficiency of the Minsheng Bank ranks first,and has 6 times on the production frontier.The efficiency of joint venture commercial banks in general is higher than that of the state-owned commercial banks.The rate of fixed-asset investment growth,the ability to withstand risk,asset size,and the rate of non-performing loan,ownership structure have a significant impact on the efficiency of banks.The rate of GDP growth and that of CPI growth,money supply and asset allocation have no significant effect on the efficiency of banks.