基于三阶段DEA模型的我国国有控股银行效率研究

A Study on Efficiency of China's State-owned Commercial Banks Based on Three-stage DEA Model

本文以我国国有控股银行为样本,以2006年-2010年的年度数据为依据,选取利息支出、营业费用和贷款损失准备为投入变量,净利润为产出变量,并以GDP增长率、实际利率及存贷利差为环境变量,基于三阶段DEA模型分析法,研究了我国国有控股银行效率。结论表明,股份制改革给国有控股银行带来了规模效应,市场竞争度的提高增强了国有控股银行的经营效率,2006年以后国有控股银行的效率值显著提升。

Basing on three - stage DEA model and annual data from 2006 to 2010, the paper empirically analyzes China＇ s state - owned commercial banks＇ efficiency by means of selecting interest expense, operating expense and loan loss provisions as input variables, net profit as output variables, and GDP growth rate, real interest rate and deposit and loan spreads as environmental variables. The result shows that due to the shareholding reform of the state - owned commercial banks, its economies of scale and the market competition has been increased dramatically. Therefore, after 2006, the state - owned commercial banks＇ efficiency has been greatly improved.