中国境内内、外资银行的技术效率与生产率比较研究  

A Comparative Study on the Technical Efficiency and Productivity of Chinese Domestic and Foreign Banks

作　　者：刘孟飞[1] 陈喜萌 吴勋[2] 

机构地区：[1]西安交通大学经济与金融学院,陕西西安710061 [2]西安石油大学经济管理学院,陕西西安710065

出　　处：《管理工程学报》2015年第1期128-134,121,共8页Journal of Industrial Engineering and Engineering Management

基　　金：陕西省社会科学基金资助项目(11Q055)

摘　　要：本文收集了2004-2011年31家商业银行的非平衡面板数据,通过构建随机前沿生产模型,对中国境内内、外资银行的技术效率进行测算,并利用Kumbhakar等人提出的TFP分解技术对不同类型商业银行的TFP增长及其分解情况进行对比研究。结果发现：四种类型商业银行的技术效率均呈现出不断上升的趋势,外资银行的平均技术效率仅略高于大型商业银行;股份制银行和城市商业银行TFP增长速度普遍较快,大型商业银行和外资银行TFP增长速度相对较慢;技术效率增长最快的是外资银行,其次是大型商业银行。The financial industry is considered to be one of the largest industries based on the impact of China＇s accession to the WTO.Local banks in China are lagging behind commercial banks in developed countries in the following factors： profitability,non-performing loan ratio,capital adequacy ratio,product innovation,credit management,information technology,business philosophy,and corporate governance mechanism.The current research primarily studies the impact foreign banks have on the efficiency of host country＇s banking sectors. In theory,the influx of foreign banks are conducive to the entire technology industry and service level through a＂spillover＂effect and the market competition mechanism. By collectting the unbalanced panel data of 31 commercial banks in China from 2004 to 2011 and constructing a stochastic frontier production model,this paper calculates the technical efficiency of foreign and domestic banks in China. In addition,this study carries out a comparative study on the total factor productivity growth and its decomposition of various banks through the TFP decomposition model proposed by Kumbhakar et al. We hope to draw on conclusions for the coordination and balanced development of foreign and local banks in China.The study finds that technical efficiency of the four types of commercial banks shows a rising trend. Large commercial banks have the largest increase. The average technical efficiency value increases from 0. 642 in 2004 to 0. 772 in 2011,an increase of 17. 74%.For horizontal comparison,joint-stock banks have the highest technical efficiency,followed by the newly established city commercial banks. The large commercial banks have the least efficiency because they possess state-owned property.From the viewpoint of the decomposition of TFP growth situation,changes in technical efficiency and scale efficiency change have positive impact on Chinese commercial banks＇ s TFP growth. The positive impact of changes in scale efficiency is particularly evident.Its contribution rate reaches 1

关 键 词：内资银行 外资银行 技术效率 全要素生产率 比较研究 

分 类 号：F062.9[经济管理—政治经济学]