金融业全面开放后我国商业银行的效率研究——基于Malmquist指数的实证分析  

Study on the Efficiency of Commercial Banks in China after Full Opening-up of Financial Industry——An empirical analysis based on Malmquist Index

作　　者：吴敏[1] 

机构地区：[1]金陵科技学院商学院,江苏南京211169

出　　处：《金陵科技学院学报（社会科学版）》2012年第2期14-17,共4页Journal of Jinling Institute of Technology(Social Sciences Edition)

摘　　要：运用DEA模型的Malmquist指数,对金融业全面开放以来(2006—2010年)中国16家商业银行的全要素生产率进行了测度。结果显示:金融业全面开放以来,我国商业银行的全要素生产率出现先下降后上升的趋势,而宏观经济环境和政府经济政策的变化是其波动的主要原因;2006—2010年16家商业银行的平均全要素生产率都提高了,但国有商业银行的平均全要素生产率增长速度要低于其他商业银行,其技术效率的下降是主要原因。With the DEA-type Malmquist Index, this paper estimates total factor productivity （TFP） of 16 commercial banks in China with the data after the full opening up of financial in- dustry （2006--2010）. The results show that TFP of China^s commercial banks of each year is fluctuating after the full opening-up of the financial industry, due to the impact of the macroeconomic environment and government policy changes. From the perspective of banks, the mean TFP of all commercial banks from 2006 to 2010 has increased, and the mean TFP growth rate of state-owned commercial banks is lower than other commercial banks, mainly caused by the decline in scale efficiency.

关 键 词：商业银行 全要素生产率 MALMQUIST指数 

分 类 号：F832.33[经济管理—金融学]