中国商业银行利润效率测度研究——基于分位数回归方法  

On the Estimation of Profit Efficiency of Commercial Banks in China:Based on Quantile Regression

作　　者：程柯[1] 陈志斌[2] 陈志红[3] 

机构地区：[1]南京大学商学院,江苏南京210008 [2]东南大学经济管理学院,江苏南京211189 [3]南京大学海外教育学院,江苏南京210008

出　　处：《上海财经大学学报（哲学社会科学版）》2012年第3期90-96,F0003,共8页Journal of Shanghai University of Finance and Economics

基　　金：国家自然科学基金项目"现金流价值创造与风险显现嬗变机理研究(70972039);教育部人文社会科学研究项目"新经济时代企业价值创造模式创新及其评估研究"(08JA630036);教育部人文社会科学研究项目"中国企业情境下团队沟通与组织绩效关系研究"(10YJC630029);教育部应急课题"企业现金流断流风险:金融危机对企业的正面冲击点解析与应对策略探析"(2009JYJR019)

摘　　要：本文选取2000-2009年中国14家商业银行(4家国有银行和10家股份银行)有关数据,首次运用分位数回归方法对商业银行的利润效率进行测度。测度结果表明,中国商业银行利润效率总体有不断上升的趋势,但整体水平不高,且银行间差别较大。相对于股份制银行,国有银行平均利润效率在2003年存在一个低位转折点,而在2008年存在一个高位转折点,本文对此解释是,在应对金融管理体制改变与西方金融危机冲击过程中,国有银行相对于股份银行体现出更强的适应性与稳健性;这一结果在现有文献中并未得到充分地体现和说明。This paper estimates the profit efficiency of 14 commercial banks including 4 state-owned banks and 10 joint-stock banks in China from 2000 to 9.009 by quantile regres sion. The results show that the profit efficiency, which is constantly upwards as a whole, is at a relatively low level on average, and differs widely in banks. Compared to the average profit efficiency of joint-stock banks, there are low and high turn points of the average profit efficiency of state-owned banks in 2003 and 2008 respectively. This paper explains that, in the process of the response to financial system reform and western financial crisis, state-owned banks have greater flexibility and robustness than joint-stock banks; this con- clusion is not fully stated and confirmed in current relevant literature.

关 键 词：商业银行 利润效率 分位数回归 

分 类 号：F830.33[经济管理—金融学]