国有商业银行效率变化及趋势分析

Efficiency Change and Trend Analysis of the State-owned Commercial Banks

本文采用基于投入的数据包络分析(DEA)方法,研究我国国有商业银行在1994-2001年间的技术效率及其变化。我们将技术效率分解为纯技术效率和规模效率,识别技术有效和无效的银行,并确定规模报酬变化。根据技术效率平均估计来研究国有商业银行效率的总体变化趋势,推断出在亚洲金融危机期间国有商业银行的技术效率是很低的,这与当时情况相符合;同时还预测了国有商业银行效率发展趋势,并分析其原因。

This paper employs an Input-Orientated DEA method to investigate the technical efficiency and efficiency change of Chinese state-owned commercial banks during 1994-2001.We decompose the technical efficiency into pure technical efficiency and scale efficiency, identify the technical efficient and inefficient banks, and determine the return to scale of the banks. According to the average estimator of technical efficiency we investigate the overall efficiency trend of the state-owned commercial banks, and conclude that the technical efficiency of Chinese state-owned commercial banks is very low during the periods of Asian finance crisis, as accords with the facts of the time; in addition we predict the future trend of the state-owned commercial banks and analyze the cause.