中国商业银行信贷效率评价体系及实证研究——来自16家上市银行的经验证据  

Research on Loan Efficiency Appreciation System of Chinese Commercial Banks:Empirical Evidence from 16 Listed Banks

作　　者：顾海峰[1] 郑婷[1] 

机构地区：[1]东华大学旭日工商管理学院,上海200051

出　　处：《会计与经济研究》2015年第1期113-127,共15页Accounting and Economics Research

基　　金：国家社会科学基金项目(13BGL041);教育部人文社会科学研究一般项目(11YJC790051)

摘　　要：通过分析中国商业银行信贷资产的分布现状,设计了中国商业银行信贷效率的评价指标体系,并选取2009-2013年16家上市银行作为样本数据,运用因子分析法对中国商业银行信贷效率进行了实证分析。研究发现,工商银行、建设银行等四大商业银行信贷效率较高,处于绝对领先地位,而中小商业银行信贷效率相对较低。并以此为依据,从商业银行的盈利能力、规模水平、资产质量、风险控制能力等层面给出了提升商业银行信贷效率的相关政策建议。This paper analyzes the current distribution status of loan assets of Chinese listed commercial banks, and designs an index system to evaluate the loan efficiency. Further, based on the data of sixteen commercial banks in China from 2009 to 2013, the paper examines the loan efficiency of Chinese commercial banks by using factor analysis. The empirical result shows that the loan efficiency is higher in four major state-owned commercial banks such as ICBC and CBC, however, relatively lower in small and medium commercial banks. According to the findings, the paper gives policy suggestions in the aspects of profitability, scale, asset quality and risk control ability, in order to improve the loan efficiency of Chinese commercial banks.

关 键 词：商业银行 信贷效率 评价指标 评价体系 因子分析法 

分 类 号：F830.91[经济管理—金融学]