中国上市银行的经营能力与风险能力提升研究——基于管理策略的非径向DEA方法

Research on improving operational performance and risk performance of Chinese listed banks: Non-radial DEA methodology based on corporate strategy

研究利用结合管理策略的自然可处置和管理可处置非径向DEA方法测度了中国16家上市银行2006-2012年期间的规模报酬(returns to scale,RTS)和规模损害(damages to scale,DTS)程度。测度结果表明:除平安银行、华夏银行和光大银行可通过扩大投入规模改善经营能力外,中信银行、浦发银行和所有国有上市银行应通过压缩投入规模或改善管理水平提高经营能力,改善目前管理水平是其他股份制上市银行提高经营能力的最佳策略;南京银行、北京银行、宁波银行和平安银行可在扩大投入规模经营时保持较高的风险能力,其他上市商业银行应通过减少投入或改善风险管理水平提高风险能力。总体而言,国有上市银行存在投入过度的情况,其过多的投入不仅抑制其提升经营能力,还阻碍其改进风险能力。

This study uses non-radial DEA methodology under natural and managerial disposability based on the corporate strategy to measure the degree of RTS（ returns to scale） and DTS（ damages to scale） of 16 listed banks in China during the period of 2006-2012. The measurement results show that Ping An bank, Hua Xia bank and Guang Da bank can improve their operational performance through increasing inputs scale, Zhong Xin bank,Pufa bank and state-owned banks can improve their operational performance through downsizing their inputs or improving their management level, and the improvement of management level is optimal strategy of other joint-stock listed banks which can be adopted to improve their operational performance. Nan Jing bank, Bei Jing bank, Ning Bo bank and Ping An bank can increase their inputs while maintain relative higher risk performance, other listed banks can improve their risk performance by means of decreasing their inputs or improving their management level. On the whole, there exist excessive inputs which not only retard the improvement of operational performance but also suppress the amelioration of risk performance of state-owned listed banks in China.