中国商业银行技术效率及内部影响关系研究  

Technical efficiencies and their relationship in commercial banks in China

作　　者：许文[1] 孙秀峰[2] 迟国泰[2] 

机构地区：[1]中国社会科学院金融研究所博士后流动站,北京100732 [2]大连理工大学管理学院,辽宁大连116024

出　　处：《哈尔滨工业大学学报》2009年第2期251-253,共3页Journal of Harbin Institute of Technology

基　　金：国家社会科学基金资助项目(04BJY082)

摘　　要：利用随机前沿法和数据包络法,分别评价了中国14家主要商业银行1998-2004年间的单项产出技术效率和综合技术效率,并利用回归方程分析了商业银行的单项产出技术效率、所有制类型与综合技术效率间的影响.研究表明:中国商业银行的贷款、证券与投资、非利息收入的单项技术效率及综合技术效率状况不佳;股份制商业银行的各类技术效率水平要好于国有商业银行;贷款和非利息收入的单项技术效率、银行所有制类型对中国商业银行综合效率具有显著的正向影响.本研究分析了银行单项产出技术效率对综合技术效率的影响,揭示了银行贷款、证券等单项产出技术效率对银行综合技术效率的影响关系,揭示了所有制类型对中国商业银行综合技术效率的影响关系和影响程度.Applying the stochastic frontier approach and data envelopment analysis, this paper estimates the monomial technical efficiencies and the overall technical efficiency of 14 commercial banks in China over the period from 1998 to 2004, and analyzes the relationship among the monomial technical efficiencies, ownership style and overall technical efficiency with regression function. Results show that the monomial production technical efficiencies of loans, securities and investments, non-interest income as well as the overall technical efficiency of these commercial banks are not in good condition; the efficiencies of joint-stock commercial banks are better than those of state-owned commercial banks; the ownership and the monomial technical effieiencies of loans and non - interest income have positive influence on the overall technical efficiency of these commercial banks. This paper analyzes the influence of monomial： production technical efficiencies on the banks＇overall efficiency, displays the influence of monomial technical efficiencies of loan, securities and investments on the overall technical efficiency of commercial banks in China and shows the influence and degree of the ownership style on the overall technical efficiency of banks.

关 键 词：商业银行 银行技术效率 商业银行所有制类型 随机前沿法 数据包络法 

分 类 号：F830.33[经济管理—金融学]