商业银行风险与效率的相关性研究——基于上市银行和非上市银行数据的比较

On the Correlation between Efficiency and Risk of Commercial Bank——A Comparison Based on the Data of Listed Banks and Non-listed Banks

文章分析了2006-2012年中国13家上市银行和13家非上市银行数据,研究银行风险如何影响银行效率。结果显示:无论上市银行和非上市银行,拨备覆盖率均是影响效率的关键指标;不良贷款率是上市银行监管的重点,而单一最大客户贷款比率是非上市银行监管的重点;存贷比、资本充足率、流动性比率对效率不构成显著影响。因此,银行可以据此制定不同的治理方案以降低风险、提高效率,实现二者的合理匹配。

Based on the data of both 13 listed banks and 13 non-listed banks in China from 2006 to 2012 ,this paper investigates the effect of bank risks on bank efficiency .T he results show that provision coverage ratio is the key index that influences the efficiency of both listed and non-listed banks . The non-performing loan ratio and the single customer maximum loan ratio become the key points of supervision for listed and non-listed banks respectively .The depositloan ratio ,capital adequacy ratio and liquidity ratio have no distinct effect on the efficiency .Based on the facts mentioned above ,banks can establish different control schemes to reduce risk and improve efficiency ,thus achieving reasonable matching of them .