我国商业银行效率分析——基于超效率DEA和Malmquist指数  

Analysis on Efficiency of China Commercial Banks——Based on SE-DEA and Malmquist Index

作　　者：王健[1] 金浩[1] 梁慧超[2] 

机构地区：[1]河北工业大学管理学院,天津300130 [2]河北工业大学文法学院,天津300130

出　　处：《技术经济与管理研究》2011年第4期124-127,共4页Journal of Technical Economics & Management

摘　　要：效率是银行经营管理的核心,是银行竞争优势的集中体现,尤其在后危机时代,提高银行业的效率也是防范金融风险,实现可持续发展的关键。本文基于超效率DEA方法,运用EMS软件对2004-2009年14家商业银行的效率进行分析,对其均值进行排名;并通过Malmquist指数对银行效率进行分解研究,重点分析金融危机前后的商业银行全要素生产率的变化趋势。结果表明,效率水平总体呈现上升趋势,这与社会经济的发展是相一致的。而四大国有银行的效率不及股份制商业银行,可见,四大国有银行并没有因为资产规模大,而带来更高的收益和绩效;2004-2009年商业银行全要素生产率整体上不断提高,主要得益于技术进步和规模效益,但2009年全要素生产率有所下降,受美国金融危机全面升级所导致的国际国内经济发展衰退的影响,经营风险加大,息差收窄,对银行盈利和效率产生不利影响。Efficiency is the embodiment of competitive advantage of bank, which is the core of management. Especially in the post-crisis era, improving the efficiency of commercial bank is the key to guard against financial risks and achieve sustainable development. This paper analyzes the efficiency of China commercial banks from 2004 to 2009 based on Super-efficiency Data Envelopment Analysis model using EMS software. Malmquist index is calculated to study on the efficiency of banks and analyze the trend of total factor productivity of commercial banks before and after the financial crisis. The results show that the overall efficiency of banks experiences an upward trend which is consistent with the social and economic development. The four major state-owned banks are less efficient than joint-stock commercial banks, so great assets of the state-owned banks do not lead to higher earnings and performance. The total factor productivity of commercial banks has been increasing from 2004 to 2009, which is mainly due to technological advances and scale efficiency. However, the total factor productivity has declined since 2009, because of the adverse effect of the financial crisis, business risk and net interest margin narrowing.

关 键 词：商业银行 银行效率 超效率DEA MALMQUIST指数 金融危机 

分 类 号：F832.33[经济管理—金融学]