中小股份制商业银行全要素生产率的实证分析

An Empirical Analysis of the Total Factor Productivity of Small and Medium-sized Joint Stock Commercial Banks

本文以12家中小股份制商业银行为研究对象,通过以DEA为基础的Malmquist生产率指数对其2009-2013年生产率进行测算,并将指数测算分解为:技术进步指数、纯技术效率变化指数以及规模效率变化指数三部分,对变动情况进行实证分析。研究发现:自2010年以来,中小股份制商业银行的全要素生产率略有下降,其中主要原因为技术进步指数的下降;而技术进步指数的下降主要是银行利润增长点和贷款收入结构受到了较大的冲击;中小股份制商业银行应当在管理能力不断提高的基础上,扩大银行规模,实现规模报酬递增,以取得长足发展。

Taking 12 small and medium-sized joint-stock commercial banks as the research object, by using Malmquist productivi- ty index based on DEA, the paper calculates the productivity from 2009 to 2013, and divides the index into three part, ie technological progress index, pure technical efficiency change index and scale efficiency change index, and makes the empirical analysis on the changes. The study finds that since 2010, the total factor productivity of small and medium-sized joint stock commercial banks has de- clined slightly, and the main reason is the decline of the technical progress index, while the decline of the technical progress index is caused by that the bank profit growth point and the structure of the loan income has been greatly impacted. The paper finally puts forward that small and medium-sized joint stock commercial banks should contuine to improve the management ability, enlarge the scale and increase the scale return in order to obtain a long-term development.