提升中国上市商业银行经营效率之见解  

A View on Promoting Operation Efficiency of Listed Commercial Banks in China

作　　者：李志辉[1] 王文宏[1] 

机构地区：[1]南开大学经济学院,天津300071

出　　处：《现代财经（天津财经大学学报）》2011年第4期36-42,共7页Modern Finance and Economics：Journal of Tianjin University of Finance and Economics

摘　　要：本文利用数据包络法（DEA）模型对11家中国上市商业银行2005～2009年的效率水平进行总体分析与评价，在此基础上对银行经营效率的可能影响因素进行研究，并利用二阶段Tobit回归模型加以检验。研究结果显示：样本期间内中国上市银行经营效率普遍呈上升趋势，并且在影响银行经营效率的四个因素中，银行不良贷款率越低，银行资产质量就越高，银行经营效率就越高；存贷比率越高，银行经营效率越高；人均费用增加，表示人员越精简，银行经营效率越高；上市时间越长，银行经营效率就越高。By using DEA model, we make an overall analysis and evaluation on the operation efficiency of 11 commercial banks from 2005 to 2009. According to the result, we propose a theoretical hypothesis on potential in- fluential factors of operation efficiency, and fulfill the hypothesis test with two-- step Tobit regression model. It turns out that there is an upward trend of operation efficiency of listed hanks. And among the four main influential factors, asset quality of banks has a negative correlation with operation efficiency. Moreover, the ratio of loan to deposit, per capita operation expense and listing period have a positive correlation with operation efficiency.

关 键 词：上市银行 经营效率 数据包络分析法 TOBIT回归 

分 类 号：F830.33[经济管理—金融学]