中国国有商业银行两阶段效率评价研究

Research on the Two-stage Efficiency Evaluation of China's Stateowned Commercial Banks

本文将商业银行经营过程细分为资金筹集阶段和资金运营阶段,构建了共享投入的资源约束型两阶段DEA模型,以2004—2014年的数据为样本,对我国国有商业银行资金筹集阶段、资金运营阶段的效率及整体效率进行了研究,并考察了资源在两个阶段的最优分配比。研究结果表明,从整体来看,国有商业银行资金筹集阶段效率高于资金运营阶段效率,两个子阶段的效率和整体效率呈缓慢上升态势,受金融危机影响2008年显著下降,但危机后恢复较快;在资源分配方面,国有商业银行更加重视资金运营阶段,但随时间推移,对资金筹集阶段的资源分配逐渐增加。从各个银行的比较来看,中国银行和农业银行倾向于将更多的资源投入资金筹集阶段;工商银行、建设银行和交通银行倾向于将更多的资源投入资金运营阶段。

This paper subdivides the management process of commercial banks into the fund-raising stage and the stage of applying fund, constructs the resource-constrained two-stage network DEA model with shared inputs, re-searches on the efficiency of the above-mentioned two stage and the overall efficiency of China’s state-owned commer-cial banks and studies the optimal allocation ratio of resources during the twostages bytaking the data from 2004 to 2014 as the sample. Research results show that on the whole the fund-raising stage efficiency of state-owned commercial banks is higher than that of the application stage, and the efficiency of the two sub-phases and the overall efficiency have shown a slow upward trend and decreased significantly in 2008 due to the impact of the financial crisis while they recovered rapidly after the crisis. In terms of resource allocation,the state-owned commercial banks pay more attention to the application stage and gradually increase the allocation of resources in the fund-raising stage.From the comparison of the five state-owned commercial banks, the Bank of China and Agricultural Bank of China which tend to invest more resources in the fund-raising stage have a lower management efficiency and the other three banks which tend to in-vest more resources in the application stage have a higher management efficiency.