商业银行绩效的演化趋势及其形成机理——基于1996-2002年混合数据的经验研究  

The Evolution of Performance of China' s Commercial Bank and Its Mechanism

作　　者：孙巍[1] 王铮[2] 何彬[1] 

机构地区：[1]吉林大学,吉林长春130012 [2]郑州大学,河南郑州475000

出　　处：《金融研究》2005年第10期53-63,共11页Journal of Financial Research

基　　金：国家自然科学基金(70172035)吉林大学哲学社会科学研究项目(2003SZ007)资助。

摘　　要：伴随我国国有银行的商业化改革和新兴商业银行的逐步进入,银行业进入到盈利性企业化竞争的新阶段,商业银行的绩效水平却呈现出收敛且下降的新特征。本文针对银行业的绩效下降问题,以“结构-行为-绩效”的产业组织理论分析范式为基础,选择1996-2002 年期间的数据,采用以非参数生产前沿面理论为基础的生产率指数测度方法和基于混合数据的计量模型,对各商业银行绩效水平演化趋势的影响因素及其作用机理进行了研究。结果表明,降息并不是导致银行业整体绩效下降的直接原因,生产率水平的下降和可贷资金规模的扩张都是导致商业银行业整体绩效降低的重要原因。而产业集中度的降低与银行业整体绩效之间不存在显著的相关关系。Along with the comnercialized reform of the state - owned banks and the appearance of the non- stateowned commercial banks, China＇ s banking industry has stepped into the new stage of competition for profit and governance. But there is the new characteristic that the performance among the different commercial banks is being convergence and deflating.To analyze this problem,based on the data from 1996 to 2002,the paper studies the evolution of the performance of commercial banks and their mechanisms by adopting the nonparametrie production index approaches in production frontiers and pool data econometric regression. The result reveals that the interest rates cutting is not the explicit reason that causes the whole performance dropped . The descending of the production level and the extending of the loan fimds scale are all important reasons for that and there is no strong correlation between the lower industry concentration degree and the performance of the commercial banks.

关 键 词：商业银行绩效 产业组织理论 非参数生产率指数 

分 类 号：F224[经济管理—国民经济]