中国商业银行成本效率分析——基于DEA模型和CAMEL评级体系  

Analysis on Cost Efficiencies of China's Commercial Banks:Based on DEA Model and CAMEL Rating System

作　　者：李晓庆[1] 曹金爽[1] 

机构地区：[1]南京信息工程大学经济管理学院,南京210044

出　　处：《技术经济》2016年第4期91-97,共7页Journal of Technology Economics

基　　金：教育部人文社会科学研究基金项目"内部公司治理对银行风险承担行为影响研究"(10YJC790149)

摘　　要：基于CAMEL评级体系选取用于测算银行成本效率的投入、产出指标,利用DEA方法测算了2008—2014年中国65家商业银行的成本效率,分析了3个投入分解项的实际投入量与理想投入量的差异,并根据DEA方法中的规模报酬判断定理分析了样本银行的规模经济情况。结果表明:中国商业银行的成本效率相对较高;从投入分解项看,成本效率低下主要源于中间业务收入投入无效,其次是利息支出过度消耗;2008—2014年期间国有商业银行的成本效率年均值最高,其次是全国性股份制商业银行,城市商业银行最低;成本效率高的商业银行多处于规模报酬不变状态,成本效率较低的商业银行多处于规模报酬递增状态,成本效率介于两者之间的商业银行多处于规模报酬递减阶段。Based on the CAMEL rating system,this paper selects the input and output indicators for calculating the cost efficiencies of China＇s commercial banks.Then it calculates the cost efficiencies of 65 commercial banks in China from 2008 to 2014,and compares the actual input and theoretical input.Finally,it analyzes the scale economy situation of sample banks according to the related judgement theorem.The results show as follows：the cost efficiency of China＇s commercial banks has been relatively high;from the input decomposition,ineffective intermediary business income input and excessive consumption of interest payments mainly result in low cost efficiency;the annual average cost efficiency of stateowned commercial banks is the highest,followed by joint-stock commercial banks,and that of city commercial banks is the lowest;the commercial banks with higher cost efficiency are in constant return to scale,the commercial banks with lower efficiency are in increasing returns to scale,the others are in decreasing returns to scale.

关 键 词：商业银行 成本效率 数据包络分析 CAMEL评级体系 

分 类 号：F832.33[经济管理—金融学] F830.42