基于数据包络分析方法的上市银行盈利效率研究

Research on the Profit Efficiency of Listed Banks——Based on the Data Envelopment Analysis Method

银行是我国金融市场的主导力量。银行的一举一动对金融市场,乃至整体经济运行均有重要的影响。特别是在经济进入新常态,金融深化改革的新环境下,研究银行的效率,既是银行发展的内在需要,也是宏观经济的必然需求。本文基于银行所有者的角度,以资本金和不良贷款作为投入,利息收入和非利息收入作为产出,测算2015年16家上市银行的盈利效率,结果表明:上市银行盈利的纯技术效率普遍较高,规模效率受规模因素影响较显著;国有商业银行的规模效率低,导致其技术效率偏低。对于大型银行,规模已经成为影响盈利技术效率的重要因素之一。

The bank is the dominant force in the financial market of our country. Any activity of the bank has an important impact on the financial market, even the overall economic operation. Especially in the new environment that the economy comes into the new normal and the financial reform is deepening, research on bank＇s efficiency is not only the internal need of the development of banks, but also the inevitable demand of the macro economy. Based on the perspective of bank＇s owners, this paper uses the capital and non-performing loans as inputs and the interest income and non-interest income as outputs, and calculates the profit efficiencies of 16 listed banks in 2015. The results show that： The pure technical efficiencies of listed banks are generally high and the scale efficiency is significantly affected by scale factor; the state owner commercial banks＇ scale efficiencies are low, leading to the lower technical efficiency. This shows that for these banks, the scale has been become one of the important factors which influence the profit technical efficiency.