外资银行进入对我国银行业效率的影响——基于商行2004-2010年面板数据的经验证据  

An Impact of Foreign Banks Entry on Chinese Banking Industry's Efficiency:Based on The Panel Data of Commercial Banks from 2004 to 2010

作　　者：陈福生[1] 李婉丽[2] 

机构地区：[1]厦门大学经济学院金融系 [2]福州大学管理学院

出　　处：《投资研究》2012年第11期61-75,共15页Review of Investment Studies

基　　金：中央高校基本科研业务费专项基金;中央高校基本科研业务费(批准号为:2011231042);厦门大学基础创新科研基金项目(201122G009);教育部哲学社会科学发展报告资助项目(批准号为:11JBGP006)的资助支持~~

摘　　要：本文利用2004-2010年间我国13家代表性商业银行的样本数据,以DEA测算出的效率值为因变量,研究了外资银行进入程度对我国商业银行效率的影响及开放政策的最优水平。研究表明:外资银行进入程度与我国商业银行效率之间呈现倒"U"型的非线性关系,即在不同的进入程度下,外资银行对我国商业银行效率的影响先表现正向的、后表现负向的;外资银行进入存在一个最优水平值,2004年以来外资银行的持续进入促进了我国商业银行效率的提升,但是现阶段的外资银行进入程度还没有达到最优水平;外资银行进入对大型国有银行和股份制银行效率的影响存在显著差异,股份制银行受到的冲击更大。This paper uses the panel data of 13 commercial banks from 2004 to 2010 and considers the efficiency value estimated by DEA as the dependent variable,studies the relation between the entry of foreign banks and Chinese commercial banks＇ efficiencies,and analyzes the optimal level of opening-up to foreign banks.This paper shows that the entry level of foreign banks to China has the non-linear relationship,namely an inverted ＂U＂ shape,with the efficiencies of commercial banks in China.In the different entry levels,foreign banks affect positively the efficiencies of commercial banks in China,but negatively in a later stage;there is an optimal level of foreign banks entry into China,and the continued entry of foreign banks since 2004 has promoted the enhancement of the efficiency of commercial banks in China,but the entry of foreign banks today doesn＇t reach the optimal level.The impacts from foreign banks entry into China have the notable differences between the large state-owned banks and the joint-stock banks,and the latter is faced with the greater shock effect.

关 键 词：外资银行 商业银行 效率 影响 

分 类 号：F831.2[经济管理—金融学] F832.2F224