中国商业银行利润效率实证分析：1996-2007

An Empirical Analysis of the Profit Efficiency of Chinese Commercial Banks:1996—2007

通过利用随机前沿模型对1996—2007年我国商业银行利润效率指数进行测量,并分析了商业银行外部竞争和所有权结构的影响,结果表明:我国商业银行利润效率整体呈上升趋势,但除少数银行外,整体仍偏低;股份制商业银行在效率指数上优于国有银行,而由于国有银行的股份制改革,在2003—2005年间两者差距缩小,但近年又有扩大的趋势;伴随国有银行改革与非国有银行发展带来的银行业竞争,对效率有显著的促进作用。

In this paper,by using a Stochastic Frontier Model we investigated 16 Chinese commercial banks＇ profit efficiency levels and their evolution during the period from 1996 to 2007 and in particular the influence of competition and the ownership on their profit efficiency. The empirical results indicate：1） the Chinese commercial banks＇ profit efficiency is increasing gradually,but except a few banks,the levels of most of the banks remain comparatively low; 2） the non-state-owned banks＇ efficiency is higher than the state-owned banks,but the gap is gradually narrowing; 3） the competition between commercial banks has raised the overall efficiency level.