中国银行业成本效率实证研究(1999-2010)——基于SFA测度方法的应用  

The Empirical Study on the Cost Efficiency of Chinese Commercial Banks(1999-2010)——Based on SFA Method Application

作　　者：徐辉[1] 李健[1] 

机构地区：[1]北京理工大学管理与经济学院,北京100081

出　　处：《北京理工大学学报（社会科学版）》2013年第3期74-83,共10页Journal of Beijing Institute of Technology：Social Sciences Edition

基　　金：国家自然科学基金资助项目(70973010)

摘　　要：以1999-2010年12年间国内14家商业银行样本数据为基础,基于随机前沿效率分析原理,利用参数估计SFA(Stochastic Frontier Approach)分析法,评估金融改革以来银行成本效率的分布及演化趋势。研究表明:(1)样本期内银行整体成本效率呈先改善后趋于平稳态势,近年来无明显波动。(2)国有商业银行成本效率下降显著,无效率项影响明显;股份制商业银行成本效率除个别银行外,大多数呈改善趋势;国有与股份制银行之间成本效率差异呈扩大趋势,应予以重视。(3)未能发现资产规模、权益与银行成本效率之间的显著性相关关系。(4)国有商业银行成本效率存在明显改善空间,内部治理和运营管理改革有待进一步强化。This paper uses Stochastic Frontier Analysis（SFA）to provide domestic evidence on cost efficiency of state-owned and joint-stock banks,and evaluate the distribution and evolutionary trend of bank cost-efficiency after China financial reform.Our dataset consists of 168 observations from 14 commercial banks during the period 1999—2010.The results suggest：（1）Sample banks＇ overall cost-efficiency keeps changing from improvement to stability trend in the sample period,with no obvious fluctuation.（2）State-owned banks are associated with lower cost-efficiency and inefficiency factors impact much more;joint-stock commercial banks＇ cost-efficiency maintains higher level in common and shows the trend of improving.The cost-efficiency gap between state-owned banks and joint-stock banks has expanded overtime.（3）Significant relationship of cost-efficiency with assets scale and equity is not found.（4）Room for improvement exists in cost-efficiency of state-owned banks,and internal governance and operational management reform should be strengthened further more.

关 键 词：成本效率 随机前沿分析(SFA) 商业银行 参数法 

分 类 号：F830.32[经济管理—金融学]