银行业改革、赶超与开放——基于Malmquist TFP指数的实证分析

Banking Reform,Catching-up and Opening-up——Based on Empirical Analysis of Malmquist TFP Index

为评估近年来中国国有银行改革、城市商业银行赶超与银行业对外全面开放5年来外资银行效率的变化,主要采取"中介法",利用2005～2010年数据对中国本土和外资银行Malmquist TFP指数及其组成部分进行了测算分解和实证分析。研究表明:改革促进了中国银行业效率的提高;城市商业银行的"赶超"战略显著提升了效率;中国本土银行的纯技术效率亟待改善;中国银行业对外全面开放后,外资银行的全要素生产率有所提高,但规模效率和技术进步有待改进;股权/资产比率等因素降低了银行效率。

To assess the reform of China＇s state bank and city commercial bank catch - up strategy in recent years, and the changes of foreign bank efficiency after the full liberalization of the banking industry five years, mainly to take ＂inter- mediate method＂ ,we using the 2005 -2010 data on China＇s domestic and foreign banks＇ Malmquist TFP index and its component were measured and conducted an empirical analysis. The research results show that reform plays an important role in enhance the efficiency of China＇s banking ; City commercial bank ＂catch - up＂ strategy promote the efficiency is apparent ; our local bank＇s pure technical efficiency needs to be improved ; After the full liberalization of China＇s banking , total factor productivity of foreign banks has increased, but the scale efficiency and technical progress remained to be improved; equity/asset ratio and other factors had adverse impact on the efficiency of banks.