我国商业银行股改效率评价与影响因素分析——基于DEA超效率模型和Tobit回归模型  

Analysis on Efficiency and Influencing Factors of China's Commercial Banks Share Reform—Based on DEA Super-efficiency Model and Tobit Regression Model

作　　者：王文卓[1] 

机构地区：[1]中国人民银行苏州市中心支行,江苏苏州215011

出　　处：《上海金融》2013年第5期38-41,117,共4页Shanghai Finance

摘　　要：在总结以往研究成果的基础上,本文用DEA超效率模型测算了2001-2011年15家我国主要的商业银行的效率值。之后使用基于面板数据的Tobit回归模型,分析股改、资产回报率、市场规模等因素对银行经营效率的影响。结果显示,在控制了其他有关因素之后,股改对商业银行效率有明显的正面作用,资产回报率、市场规模、管理能力等因素对银行效率也有影响。文章最后在上述分析的基础上提出政策建议。On the basis of the previous studies,the article uses DEA super-efficiency model to estimate the efficiency value of China's 15 major commercial banks during the phase of 2001-2011.With the Tobit regression model which is based on panel data,it analyzes the impacts of the factors in terms of share reform,ROA and market scale on the efficiency of banking operations.The results show that share reform has significantly positive effects on the efficiency of commercial banks while ROA,market scale and management as well exert impacts on the banking efficiency.The thesis concludes with policy suggestions.

关 键 词：商业银行 股改 效率 DEA方法 TOBIT模型 

分 类 号：F820[经济管理—财政学]