我国商业银行的多元化效率研究

Research on the Diversification Efficiency of Chinese Commercial Banks

使用2006年至2015年我国45家商业银行面板数据,将样本银行分为国有大型商业银行、中小型股份制商业银行和城市商业银行三类,提出了银行总体多元化成本效率、多元化利润效率和特定产品多元化效率的概念和计算方法并使用随机前沿法进行估算,从多元化成本效率、多元化利润效率和多元化水平对两种效率的影响三个角度进行研究。研究表明:我国商业银行的多元化利润效率为正;多元化成本效率为正且相对稳定,银行进行多元化比专业化经营更加节省成本,存在范围经济;各类银行和各项收入的多元化效率存在显著差异;三类银行多元化水平与多元化效率之间存在显著的规模门限效应。

Based on the panel data of 45 commercial banks in China from 2006 to 2015, the paper divides the sample banks into three types： large state-owned commercial banks, small and medium-sized joint-stock commercial banks and urban commercial banks, puts forward the concept and calculating method of overall diversification efficiency of banks and the diversification of specific products efficiency, and use the stochastic frontier method with three angles to test them. The results show that the diversification profit efficiency of Chinese commercial banks is positive. The diversification cost efficiency is positive and relatively stable, the diversified banks has lower cost than the focus banks and scope economy existed. There are significant differences in the diversification efficiency of various banks and various incomes. And there is a significant threshold ettect between the diversification of the three types of banks and the diversification efficiency.