中美商业银行竞争力比较研究——基于改进后的CAMEL框架

An Comparative Study on The Competitiveness between China Banks and American Banks——Based on Revised CAMEL Framework

本文在CAMEL框架基础上引入创新能力因子,并运用超效率DEA方法量化商业银行管理质量,通过因子分析得出各类别得分,然后分配权重求得中美商业银行竞争力排名,并进行差距分析。结果显示,中国商业银行2011年在流动性、盈利能力上优于美国商业银行,管理水平上趋同于美国商业银行,在资本充足率、资产质量上稍劣于美国商业银行,但在创新能力上与美国商业银行有较大差距。我国商业银行应大力发展中间业务,达到品牌化、规模化,同时实施客户价值链管理以及全面风险管理战略,切实提高我国商业银行的持续国际竞争力。

An innovative ability factor is introduced based on the CAMEL framework, and commercial bank＇s management quality is quantified by super-efficiency DEA method, each category score is acquired by factor analysis,and after a weight assigned, the commercial banks＇ competitiveness between China and America is calculated and the gap is analyzed meantime. Results show that,in 2011 ,Chinese commercial banks are better than the lJ. S. commercial bank in both liquidity and profitability; Chinese banks are on convergence with U. S. banks in management level;while Chinese banks＇ capital adequacy and asset quality, are slightly worse than U. S. banks;but there is a large gap in innovation ability between Chinese banks and U. S. ＇s ones. China＇s commercial banks should vigorously develop the intermediary business by scale management and brand development, and carry out the customer value chain management and comprehensive risk management strategy, to effectively improve the sustained international competitiveness of China＇s commercial banks.