摘要
本文构建并计算了商业银行稳健性指标,同时借助DEA模型计算了商业银行经营效率。结果显示,上市城市商业银行的稳健性和经营效率都高于大型商业银行和股份制商业银行。通过面板数据模型,将独立董事占比和单一客户贷款集中度作为公司治理的代理变量,本文检验了经营效率和公司治理对商业银行稳健性的影响,结果显示商业银行经营效率、独立董事占比与稳健性正相关,单一客户贷款集中度与稳健性负相关。
This paper introduced calculated the banks stability index of the listed banks in China, and also worked out the operating efficiency by DEA model. The result shows that municipal commercial banks have the higher efficiency and stability index than large banks which either higher than joint banks. Resorting to panel data mode, we have empirical test on how efficiency and governance affect the stability index. We find that operating efficiency and ratio of independent directors have positive and percentage of loans to single largest customer have negative influence on stability index which signifies that better efficiency and governance leads to better stability.
出处
《投资研究》
2015年第11期121-134,共14页
Review of Investment Studies
关键词
经营效率
公司治理
银行稳健性
DEA
Operating efficiency
Corporate governance
Bank stability
DEA
