中国银行业效率的动态实证分析  

The Dynamic and Empirical Analysis of Chinese Banks' Efficiency

作　　者：张洋 

机构地区：[1]中国工商银行广东省分行营业部庙前直街支行

出　　处：《金融论坛》2011年第12期51-56,共6页Finance Forum

摘　　要：本文以1998～2009年间的数据为基础,运用数据包络分析法中的Malmquist指数分析了中国商业银行技术效率、技术进步、纯技术效率和规模效率的变化情况,通过对银行业效率的横向和纵向的对比研究发现,中国银行业效率在这12年间总体效率平均提高了0.3%,其中技术效率是银行效率提高的主要推动力;通过国有银行和股份制银行的效率对比分析发现,国有银行的全要素生产率(Total Factor Productivity,TFP)相对于股份制银行提高得更快,为年均1.7%。技术进步是产生差距的主要因素,国有大型商业银行的技术进步达到年均1.6%。Based on the data from 1998 to 2009, this paper uses the Malmquist index of Data Envelopment Analysis to analyse Chinese commercial banks＇ changes in technical efficiency, technlological progress, pure technical efficiency and scale efficiency. Through horizontal and vertical comparative studies, the author finds that the average efficiency of Chinese banking increased by 0.3% from 1998 to 2009, and the technical efficiency was the main driving force for banks to improve their efficiency. After comparing state-owned banks＇ efficiency with joint-stock banks＇ efficiency, it is found that state-owned banks＇ average annual total factor productivity （TFP） is 1.7%, which increases faster than that of joint-stock banks.Technological progress is the major factor of the above gap. Large state-owned commercial banks＇ average annual technological progress is 1.6%.

关 键 词：银行业效率 技术进步 技术效率 规模效率 数据包络分析法(DEA) 

分 类 号：F832.2[经济管理—金融学]