基于三阶段DEA-Malmquist模型的城商行发展效率研究

Study on the Development Performance of City Commercial Banks based on the Three-Stage DEA-Malmquist Model

本文使用三阶段数据包络分析模型对城商行的发展效率进行实证分析。研究表明,2010—2012年,城商行效率的提升主要来自于规模效率的增加,而纯技术效率及技术进步变化并不明显;2013—2016年,在技术进步没有改善的情况下,随着规模效率的递减,城商行的效率呈现持续下降趋势。据此,本文对城商行效率发展现状的原因进行了分析,并提出了相关政策建议:城商行应加快以知识、信息、数据等新生产要素为支撑,以新技术、新业态、新模式为核心的金融创新;同时,还应持续不断地变革转型,通过强化战略思维转型、组织机制转型、信息科技支撑,提高价值创造力。

This paper estimates the total factor productivity(TFP) of 62 city commercial banks of China from 2009 to 2016 with a three-stage DEA model. The results show that, from 2010 to 2012, the improvement of total factor productivity of city commercial banks mainly came from the increase of scale efficiency, and the changes of pure technical efficiency and technological progress were not obvious. From 2013 to 2016, in the absence of improvement in technological progress, with the decline of scale efficiency, the total factor productivity of city commercial banks had a sustained downward trend. Finally this paper suggests that city commercial banks should speed up financial innovations with new technologies, new industries and new models. In the meantime, city commercial banks should increase capability of value creation through continuing reform, strengthening strategic and institutional transformations and information technology supports.