我国商业银行效率研究——基于储蓄新视角下的网络DEA方法  

Research on Chinese Commercial Banks' Efficiency Based on Network DEA Method under the New Perspective of Savings

作　　者：芦锋[1] 刘维奇[1] 史金凤[1] 

机构地区：[1]山西大学管理学院,山西太原030006

出　　处：《中国软科学》2012年第2期174-184,共11页China Soft Science

基　　金：教育部人文社科研究项目(07JA630027);山西省软科学研究项目(2010041021-02)

摘　　要：本文运用基于储蓄中间变量新视角的网络DEA方法对我国14家主要商业银行2000-2010年的技术效率和纯技术效率进行了测度,将储蓄作为中间变量,既是投入也是产出,克服了传统DEA方法在测度银行效率时难以抉择将储蓄看做是投入还是产出的困惑。实证结果显示,四大国有商业银行的技术效率不及股份制商业银行,但是纯技术效率并不比股份制商业银行差,且表现很稳定。同时发现,四大国有银行的技术效率波动大,且易受到国家政策和金融危机的影响,特别是股份制结构改革确实促进了我国商业银行效率的提高。此外,基于我国商业银行的效率排名和国有商业银行效率低的原因,提出了促进我国银行业效率提高的政策建议。This paper studies technical efficiency and pure technical efficiency of 14 main commercial banks in China during the period 2000 - 2010 by network DEA method under the new perspective of intermediate variable savings, which overcomes the main dilemma whether to treat deposits as an input or an output by using of DEA method to meas- ure banks＇ efficiency. From the empirical results, we can see technical efficiency of the four major state - owned com- mercial banks is not as well as shareholding commercial banks, but pure technical efficiency is as well as shareholding commercial banks and has a very stable performance. Technical efficiency of state - owned commercial banks is easily influenced by state policies and the financial crisis and also has a higher fluctuation and our country commercial bank efficiency is exactly promoted by stock structure reform. On the basis of efficiency ranking of commercial banks and the reasons of low efficiency of commercial bank, we also give the reform suggestions on improving the efficiency of Chinese commercial banks.

关 键 词：银行效率 网络DEA 投入产出主导型 

分 类 号：F832.4[经济管理—金融学]