摘要
采用随机前沿方法研究我国四大国有商业银行和九大股份制银行2008-2013年间的成本效率,发现我国商业银行的效率在2009年达到了最高点,商业银行效率和货币政策存在同步效应。然后采用tobit模型对影响我国银行成本效率的宏观和微观因素进行分析,发现我国商业银行应该通过控制成本和风险,提高非利息收入水平,利用外资银行的管理优势和技术溢出效应来提高自身的效率。
This paper studies the cost efficiency of China's four major state-owned commercial banks and the nine large joint-stock banks in 2008-2013,from the approach of the stochastic frontier theory.The results show that the efficiency of Chinese commercial banks reached a peak in 2009.The efficiency of commercial banks is consistent with the monetary policy in China.Tobit model is used to analyze the macro and micro factors that influence the efficiency of banks' cost.The paper concludes that China's commercial banks should improve the efficiency by controlling the cost and risk,improving non-interest income,taking advantage of foreign banks ' management experience and their technology spillover effect.
出处
《华中师范大学研究生学报》
2014年第4期141-148,共8页
Central China Normal University Journal of Postgraduates
关键词
随机前沿
成本效率
TOBIT模型
Stochastic frontier approach
the cost efficiency
tobit model
