应用DEA分析2006~2010年澳门银行业效率演进实例

Analysis of Evolution of Banking Efficiency of Macao during 2006-2010 with DEA Method

本研究,通过数据包络分析法(DEA)对澳门银行业从2006至2010年金融危机前后的成本效率(Cost-Efficiency)演进进行了实例评估。首先发现:按中介方法(Intermediation Approach)计算的成本效率5年总计增加23.3%,主要是因为澳门银行业总收入增加所致。澳门银行业内部业务结构也有所改变,有些银行大力增加存贷款规模,而另一些银行大力发展非利息收入占比,在考虑规模变化因素情况下(VRS)的技术效率(TE)增长1.5%。通过对成本效率分数与一些环境变量的线性回归分析,进一步得出:澳门地区银行业的产品输出范围(Scope)适度集中和增加支行平均资产额将会对今后澳门银行业整体成本效率具有正面影响;这就意味着,若现在的市场条件不作改变,澳门银行业内部的竞争可能会加剧。

In this study, the data envelope analysis (DEA) has been used to analyze the evolution of cost-efficiency of the banks of Macaoduring the period of 2006 to 2010. The cost-efficiency calculated with the intermediation approach has increased by 23.3%. This is because the total income of the Macao banks in- creased during this period and the internal structure of the banking business of Macao was changed. The technical efficiency has been calculated with consideration of variable return to scale and it was found that the technical efficiency increased by 1.5% if it was calculated with the intermediation approach. Linear re- gression of the cost-efficiency with the environmental variables involved has been made, which indicates that concentrating the output scope of financial products of Macao and increasing average assets of bank branches in Macao could have both positive impacts on the overall cost-efficiency of the Macao banks. On the other word, if the current situation facing theMacaobanks does not change, the internal competition among these banks will be further increased.