中国银行业资本效率的实证分析  

An Empirical Analysis of the Capital Efficiency of Chinese Banks

作　　者：郑鸣[1] 段梅[1] 陈福生[1] 

机构地区：[1]厦门大学经济学院金融系

出　　处：《金融论坛》2013年第4期32-40,共9页Finance Forum

基　　金：福建省软科学基金项目(2011R0086);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(11JBGP006)

摘　　要：本文采用超效率DEA模型方法,对中国16家上市银行的资本效率进行研究,比较分析各样本银行的投入产出差异和调整值。研究表明:中国银行业的资本运用效率呈稳定波动中的上升趋势。若假定以1.000作为资本有效分界点,那么仅有40%的银行资本有效;假定以0.600作为银行资本"相对有效"的分界线,那么将有91.3%的样本银行的资本"相对有效"。银行资本效率与其他效率不一样,表现出与银行规模、产权体制等因素的相对独立性。另外,中国银行业资本效率不足的原因主要在于银行股本、附属资本、ROA和ROE等方面,这也是中国银行业提高资本效率需要改进的方面。This paper researches the capital efficiency of Chinese 16 listed banks by super-efficiency DEA model and com- paratively analyses the difference in input and output between sample banks and the adjustments of the banks. The results of the paper indicate that the capital efficiency of the Chinese banks shows a steady fluctuating-upward trend. If 1.000 is selected to be capital-effective marker, only 40% of the banks are capital-effective,and if 0.600 is selected to be capital-relatively-effec- tive marker, 91.3% of the sample banks are capital-relatively-effective. Different from other efficiency, the capital efficiency of bank shows relative independence from the size, ownership, system and other factors of the bank. In addition, the deficiency in the capital efficiency of the Chinese banks is mainly due to the equity, subsidiary capital, ROA and ROE, etc. of the banks; those are the aspects needed to be improved to increase the capital efficiency.

关 键 词：上市银行 银行资本 资本效率 ROA ROE 

分 类 号：F832.3[经济管理—金融学] F224