我国商业银行资本利用效率及其影响因素分析

Research on Capital Utilization Efficiency and Influence Factors of the Commercial Banks in China

以我国3类25家商业银行为研究对象,运用数据包络分析和Malmquist生产率指数法从静态和动态两方面测度分析了商业银行资本利用效率和全要素生产率,得出样本银行在2007—2013年间的变化趋势,并对比分析资本利用效率水平差异情况。然后用灰色关联法分析银行规模等9个因素对3类商业银行资本效率的影响。结果表明,3类商业样本银行在观察期间的资本利用效率整体不高且差异明显;银行规模与资本效率相关性均较高,国有商业银行未发挥其规模优势;盈利能力和股权结构对国有商业银行资本效率影响较大;城市商业银行需重点关注不良贷款率。最后,对提高商业银行资本效率提出了若干建议。

Taking 25 commercial banks of three types as the research objects,this paper adopts data envelopment analysis and Malmquist productivity index method to measure capital utilization efficiency and total factor productivity from the two aspects of static state and dynamic state.Based on the change tendency of capital utilization efficiency and total factor productivity in2007 - 2013,it compares and analyzes the differences of capital utilization efficiency among the three types of commercial banks.And then it uses the grey correlation method to analyze the 9 factors which would have an impact on the capitalization efficiency of the three types＇ commercial banks,including bank size.The results show that：to the capital banks of the three types,their capital utilization efficiency are relatively low but relatively different from each other; bank size and capital efficiency are closely related,showing that state-owned commercial banks have not fully played the scale advantage; profitability and ownership structure have a relatively strong impact on the state-owned commercial bank capital efficiency; city commercial banks need to focus on the rate of bad loans.It puts forward to some suggestions for the improvement of commercial banks capital efficiency.