我国农商行全要素生产率影响因素分析——基于微观和宏观二维视角

The Study on the Efficiency and the Influencing Factor of Rural Commercial Bank——Based on Micro and Macro Perspectives

文章选取十家规模较大、成立时间较早的农村商业银行作为研究对象,基于2006-2015年数据,使用非参数Malmquist指数法测算其全要素生产率,并基于微观和宏观二维视角,对其影因素进行面板数据模型分析。结果表明,样本期内农商行的总体效率小幅度提升,其中天津农商行、常熟农商行和江阴农商行的全要素生产率有所下降;其余农村商业银行的全要素生产率有所提升。农商行自身的市场份额、资产配置、分支机构数、GDP增长率、社会固定资产投资、政府补贴和农民收入对其全要素生产率产生显著正向影响,贷款质量和运营费用对其全要素生产率产生显著负向影响。同时,研究从农商行自身管理的角度和政府监管的角度提出了相关政策建议。

Based on the data from 2006 to 2015, there are ten larger-size and early rural commercial banks selected as research-ing samples. The total-factor productivity is measured by nonparametric Malmquist Procedures, and studied influencing factors from the microcosmic and macroscopic angles by panel data model. It found that the total-factor productivity had certain promotion. The TFP of Tianjin Rural Commercial Bank, Changshu Rural Commercial Bank, Jiangyin Rural Commercial Bank has declined, and the TFP of other rural commercial banks has increased. The market share, asset allocation, the number of branches, economic growth, social fixed assets investment, government subsidies and farmers＇ income have significant positive effects on TFP, while the loan quality and operating expenses had significant negative effects on TFP. At the end of this paper, some advisable suggestions for this articles research result are offered with the views of rural commercial bank and government regulation.