次贷危机背景下中国商业银行技术效率及生产率变化的比较研究  

Comparative Study on the Technical Efficiency and Changes in Productivity of China's Commercial Banks under the Background of Subprime Mortgage Crisis

作　　者：唐天伟[1] 余青[1] 潘岳萍[1] 

机构地区：[1]江西师范大学财政金融学院,330022

出　　处：《上海经济研究》2013年第3期13-22,共10页Shanghai Journal of Economics

基　　金：2011年国家社科基金项目"基本公共服务均等化视角下我国省级政府技术效率研究"(编号11BGL092)

摘　　要：本文采用DEA模型和Malmquist-DEA方法,结合我国14家商业银行2006-2010年面板数据,对次贷危机背景下我国商业银行技术效率和Malmquist全要素生产率指数(即MPI)进行测度比较。研究显示:次贷危机期间,我国14家商业银行平均技术效率值介于1(兴业银行)与0.644(农业银行)之间,各商业银行技术效率差异较为显著,四大国有商业银行技术效率显著低于股份制商业银行;2006-2010年我国商业银行Malmquist生产率指数有所提高,受2008年次贷危机拖累,2009年银行业效率经历了促进整体技术进步、调整规模的整体修复过程;将MPI指标与DEA效率相结合,大致能够按照竞争力高低和进步节奏快慢将我国商业银行分为四大类。Based on Data Envelopment Analysis （DEA） and the Malmquist-DEA, this paper measures the efficiency and Malmquist TFP index （MPI） of commercial banks in China combined with their panel data over the period 2006 to 2010. The following conclusions are drawn： Firstly, during the Subprime Mortgage Crisis, the average value of the overall efficiency of China^s 14 commercial banks ranged from 1 （FIB） and 0. 644 （ABC）, and the four-state-owned commercial bank efficiency is significantly lower than the efficiency of the joint-stock commercial banks. Secondly, during the review period, Malmquist TFP index （MPI） of commercial banks has improved during 2006 to 2010, and China commercial banks efficiency has changed toward the good direction. Thirdly, according to the MPI indicators and DEA efficiency, the paper could separate competitiveness and pace of progress of China＇s commercial banks into four categories.

关 键 词：数据包络分析(DEA) Malmquist全要素生产率指数(MPI) 商业银行效率 

分 类 号：E832.33[军事—战术学]