商业银行盈利模式转变对效率的影响——基于非利息收入的视角

The Impact of Changes in Commercial Bank Profit Model on Efficiency——Based on the Perspective of Non-Interest Income

运用2007—2017年127家商业银行的面板数据,以及超效率SBM-DEA和Malmquist指数测度包含非期望产出的商业银行效率,并从非利息收入构建商业银行盈利模式转变对商业银行效率影响的动态面板模型。研究表明:非利息收入的增加可以显著地提升商业银行效率;相同的非利息收入影响下,商业银行效率提升幅度依次是股份制银行、中小城市银行、外资银行和国有大型银行。

Based on the panel data of 127 commercial banks from 2007 to 2017,the super-efficient SBM-DEA and Malmquist index are used to measure the efficiency of commercial banks with undesirable output,and the commercial bank profit model was transformed from non-interest income dynamic panel model which will have an impact on efficiency of commercial banks.The research shows the following things:the increase in non-interest income can significantly improve the efficiency of commercial banks;under the same non-interest income,the efficiency of commercial banks increases in the order of joint-stock banks,small and medium-sized city banks,foreign banks and large state-owned banks.