全球化背景下我国商业银行动态效率评价及影响因素研究

On appraisal and influential factors of dynamic efficiency of China's commercial banks under globalization background

以16家上市商业银行2004—2011年财务数据为样本,利用DEA-Malmquist全要素生产率指数结合聚类分析对各行动态效率值进行归类测评。结果显示,我国商业银行TFP指数呈现"V"字型走势并于2008年前后处于波谷,且新兴城市商业银行效率值最低,同时技术效率对生产力提升影响不大。在此基础上,利用Tobit模型考察全球化背景下动态效率影响因素。实证表明,外资银行进入对我国银行业效率改进作用不显著,而中资银行国际化经营对效率具有显著正向作用。

With 16 commercial banks＇ financial data in 2004--2011 as our sample, we calculate each bank＇s dy- namic efficiency with DEA-Malmquist approach, combined with clustering analysis. The conclusion shows a ＂V＂ trend with trough phase appeared around 2008 in bank＇ s TFP index, and a relatively lowest measured value in newly developing city bank, whereas technical efficiency exerted little effect on the bank＇ s productivity improve- ment. On such basis, this paper adopt Tobit model to inspect the influential factors to dynamic efficiency under glo- balization background. The result tells a non-significant influence exerted by foreign banks but a positive effect comes after Chinese bank＇s internationalization.