我国商业银行效率实证研究——基于超效率DEA模型和Malmquist指数模型  

An Empirical Research on the Efficiency of Chinese Commercial Banks——Based on the Super-efficiency DEA Model and the Malmquist Index Model

作　　者：刘砚平[1] 刘庆庆[1] 

机构地区：[1]山东财经大学,山东济南250014

出　　处：《山东财政学院学报》2012年第6期28-33,共6页Journal of Shandong Finance Institute

基　　金：山东省社科规划重点研究项目"国际金融危机背景下我国银行并购战略调整研究"(09BJGJ27)

摘　　要：文章首先运用超效率DEA模型从静态角度对商业银行技术效率、纯技术效率和规模效率的超效率DEA值进行测算并排序;然后运用Malmquist指数模型从动态角度对商业银行的效率持续性问题进行研究。研究发现:近年来我国商业银行的技术效率整体较好,但是"五大行"明显差于"股份制",且整体规模无效率现象严重;我国商业银行的Malmquist指数普遍较高,这主要得益于技术进步。First of all, this paper uses the super-efficiency DEA model to calculate and sort commercial banks＇ technical efficiency, pure technical efficiency and super efficiency DEA value of the scale efficiency from the static view. Secondly, the paper uses Malmquist index to probe into commercial banks＇ efficiency continuity from the dynamic view. The study shows that in recent years, the technical efficiency of China＇ s commercial banks is generally better, however, the five big commercial banks are obviously worse than the joint-stock commercial banks, and the overall inefficiency phenomenon is serious. The Malmquist index is generally higher, which is mainly due to technical advances.

关 键 词：商业银行 超效率DEA模型 MALMQUIST指数 技术效率 

分 类 号：F832.332[经济管理—金融学]