我国上市商业银行效率测度及影响因素分析——基于DEA的实证分析

Study on the Efficiency of Chinese Listed Commercial Banks and Influencing Factors——Based on Empirical Analysis of DEA

首先,运用非参数的数据包络分析法(DEA)对我国14家上市商业银行2002～2009年的技术效率、纯技术效率和规模效率进行了测度,结果表明,股份制商业银行技术效率普遍高于国有控股商业银行,其中中国农业银行的技术效率指数值最低,而14家上市商业银行的规模效率普遍较高。接着,在此基础上构建了面板数据模型,对影响我国上市商业银行效率的因素进行了实证分析,发现经济增长率、市场集中度、不良贷款率、资产比和中间业务比对商业银行的效率有显著影响。最后,分别从宏观、行业和微观三个不同的层面就提升我国上市商业银行效率提出了相应的对策建议。

This paper applies the nonparametric data envelopment analysis to estimate the banks＇ technical efficiency,pure technical efficiency and scale efficiency for the 14 commercial banks which has been selected from the listed commercial banks from 2002 to 2009.The results of this study indicate that the technical efficiency of joint-stock commercial banks are generally higher than state-controlled commercial bank＇s,the technical efficiency index of the Chinese Agricultural Bank is the lowest;while the scale efficiency of the 14 listed commercial banks is generally higher.Based on this,and the author also constructs panel data model to analyze the efficiency factors,and suggestions have been put forwared for the listed at different levels at last.