互联网金融冲击下的A股上市银行创新能力评价研究——基于面板数据广义DEA模型  

The Evaluation of the Innovation Capability of A-Share Listed Banks under the Impact of Internet Banking:Based on Generalized DEA Model of Panel Data

作　　者：吕喜明[1,2] Ximing Lyu(School of Mathematical Sciences, Inner Mongolia University, Hohhot Inner Mongolia 010021, China School of Statistics and Mathematics, Inner Mongolia University of Finance and Economics, Hohhot Inner Mongolia 010070, China)

机构地区：[1]内蒙古大学数学科学学院,内蒙古呼和浩特010021 [2]内蒙古财经大学统计与数学学院,内蒙古呼和浩特010070

出　　处：《会计与经济研究》2016年第5期96-114,共19页Accounting and Economics Research

基　　金：国家自然科学基金项目(712610172013);国家自然科学基金项目(716610252016)

摘　　要：构建了评价指标体系和面板数据广义DEA模型,借助全球银行及金融机构分析库Bankscope的数据支持及DEA专业软件Max DEA的技术支持,分别对我国A股上市的16家商业银行在"十二五"期间的综合创新能力和管理创新能力进行了初步的研究与探索。研究表明,十二五期间,我国A股上市的16家商业银行的综合创新能力总体上呈现逐年递增趋势,五大国有银行与股份制银行的波动趋势基本一致,但非国有股份制银行的综合创新能力普遍高于五大国有银行,说明在综合创新能力上非国有股份制银行具有较强的领先优势。就银行的管理创新能力而言,五大国有商业银行的管理创新水平普遍低于行业整体均值,且明显低于股份制银行的均值,同时也发现银行间的管理水平不均衡性逐渐加大,说明规模适中、机制灵活的非国有股份制商业银行具有明显的行业管理竞争优势。We construct the scientific evaluation index system and the generalized DEA model of panel data. With the help of Bankscope database and the Max DEA software,we examine the comprehensive innovation ability and management innovation ability of China＇s16 commercial banks listed in A-shares during the 12 th Five-Year. The findings show that during the 12 th Five-Year,the comprehensive innovation capability of 16 A-share listed commercial banks generally increases year by year,which takes the same fluctuation of five state-owned banks and joint-stock banks,but the overall innovation capacity of non-state joint-stock banks is better than that of the big five state-owned banks,particularly Ping An Bank. This suggests that the non-state joint-stock banks have better capability in innovation. In addition,the management innovation ability of the big five bank is generally lower than the industry＇s overall average and significantly lower than that of the joint-stock banks.At the same time,the unbalance between the bank management is gradually increased. For instance,the technical efficiency of Ping An Bank is three times of that of Hua Xia Bank and is two times as much as the Communication Bank. This result indicates that a moderate-scale bank with flexible operation mechanism has the industry advantage in management.

关 键 词：互联网金融 上市银行 创新能力 面板数据 广义DEA 

分 类 号：F832.3[经济管理—金融学]