产权性质、信贷资产质量与商业银行X效率

Nature of Property, Credit Asset Quality and Efficiency of Commercial Banks

本文选取我国14家商业银行2012-2014年的数据为研究样本,首先运用DEA超效率模型得到我国商业银行的X效率值,然后应用Hausman检验来确定面板数据模型的类型,最后建立面板数据模型来对我国商业银行X效率进行实证研究。结果表明:我国商业银行X效率与信贷资产质量之间存在着显著的正相关关系;我国商业银行X效率与信贷资产质量之间显著的正相关关系并不会因商业银行产权性质的不同而存在显著差异。

This paper selects the data of 14 commercial banks in our country from 2012 to 2014 for the study sample, firstly uses super-efficiency DEA model to acquire super-efficiency value of China＇s commercial banks, and then applies the Hausman test to determine the type of panel data model, and finally establishes a panel data model to conduct an empirical research on the efficiency of Commercial Banks. The results show that： there is a significant negative correlation between the efficiency of Chinese commercial banks and credit asset quality; the correlation between efficiency of Chinese commercial banks and credit assets negative does not vary depending on the nature of the ownership of commercial banks.