我国商业银行的经济效益研究——基于三阶段DEA-Tobit模型的效率测算及影响因素分析

Research on Economic Benefits of Chinese Commercial Banks:Efficiency Measurement and Analysis of Influencing Factors Based on Three-stage DEA-Tobit Model

基于2017年我国15家商业银行的横向对比,采用三阶段DEA模型测算经济效益效率,同时借助Tobit回归研究贷存款能力、经营规模、收入结构以及产权类型对商业银行经济效益的影响。实证结果显示,(1)我国商业银行经济效益效率平均水平较高,且国有银行经济效益的有效性明显高于股份制银行;(2)金融市场的环境因素与随机因素对商业银行经济效益有显著影响,投入松弛变量调整前后商业银行经济效益差异明显;(3)贷存比、总资产规模、利息收入比、银行类型与经济效益效率呈正相关,其中,贷存比、总资产规模、银行类型将会促进资源配置效率,银行类型还可以进一步提高商业银行的管理技术效率。

Based on a horizontal comparison of 15 commercial banks in China in 2017,the three-stage DEA model is used to measure the economic benefit efficiency;meanwhile,the Tobit regression is adopted to study the impact of loan deposit capacity,operating scale,income structure,and type of property rights on commercial banks’economic benefits.Empirical results show that:(1)China’s commercial banks generally have a high level of economic benefit efficiency,and state-owned banks are significantly more effective than joint-stock banks in terms of economic benefit.(2)Environmental factors and random factors of the financial market have a significant impact on the economic benefit of commercial banks,and the economic benefits of commercial banks differ evidently before and after adjustments to investment relaxation variables.(3)The loan-to-deposit ratio,total asset size,interest income ratio,and bank type are positively related to economic benefit efficiency.Among them,the loan-to-deposit ratio,total asset size,and bank type will promote the efficiency of resource allocation.Bank types can further improve the business management technology efficiency of commercial banks.