商业银行效率测度:研究综述与展望

Measuring the banking efficiency: Review and Prospect

从测度方法、研究对象(X效率、综合效率、成本效率和利润效率)以及股权结构对效率的影响等方面分析国内外有关商业银行效率的研究文献,并比较其研究成果的异同点。在此基础上,发现商业银行效率未来研究的新趋势:改进传统前沿分析方法,运用如三阶段DEA模型、RAM模型以及方向距离函数模型等来测算银行效率水平;测度银行效率的过程中重视风险和环境因素对银行效率的影响;重视股权结构对银行效率的影响,尤其关注上市银行的市场效率以及利润效率与股票价格、收益之间的关系。

This paper presents a comprehensive review of the international and domestic methods of measuring bank efficiency, the subjects （X efficiency, overall efficiency, cost efficiency and profit efficiency） and the effect of equity structure on the efficiency in the existing research. At the same time the paper does comparative analysis for the various research findings in the research content, and the similarities and differences. Based on analyzing the study of bank efficiency abroad by focusing on the latest progress of the bank, the paper concludes the efficiency of the new trend for future research： （ 1 ） focusing on the improvement of traditional methods of frontal analysis to measure bank efficiency （three-stage DEA model, RAM model and the distance function models, etc. ） ; （2） measuring the efficiency of the process of banks considering risk factors and the impact of environment ; （3） paying attention to equity structure on bank efficiency, in particular concerned about listed banks＇ stock market efficiency and the relationship between the efficiency of banks, stock price and return of equity.