利率市场化对我国商业银行效率的影响研究——基于筹资、投资两阶段DEA模型效率测度  

Research on the Impact of Interest Rate Marketization on the Efficiency of Commercial Banks in China——Efficiency Measurement of Two-stage DEA Model Based on Financing and Investment

作　　者：罗蓉[1] 袁碧蓉 

机构地区：[1]湘潭大学商学院,湖南湘潭411105

出　　处：《湘潭大学学报（哲学社会科学版）》2017年第2期71-77,共7页Journal of Xiangtan University:Philosophy And Social Sciences

摘　　要：基于2009—2015年52家商业银行的面板数据,采用两阶段DEA模型测算我国商业银行效率,运用面板回归实证检验利率市场化对我国商业银行效率的影响。研究结果表明,利率市场化对我国商业银行总体效率的影响并不明显,但对分阶段效率的影响明显。具体表现为利率市场化促进了筹资阶段效率的改善,却不利于投资阶段效率的提升。此外,利率市场化通过金融创新途径对银行效率的影响不显著,而通过银行集中度对银行效率的作用十分明显。Based on the panel data of 52 commercial banks from 2009 to 2015, this paper used the two - stage DEA model to measure the efficiency of China,s commercial banks and used panel regression to test the effect of interest rate marketization on the efficiency of China, s commercial banks. The results show that the impact of interest rate marketization on the overall efficiency of China, s commercial banks is not obvious, but the impact on the efficiency of stages is obvious. The specific performance is that interest rate marketization has improved the ef-ficiency of the financing stage, but is not conducive to the efficiency of the investment stage. In addition, the impact of interest rate marketi-zation on bank efficiency through financial innovation is not significant, and the effect of bank concentration on bank efficiency is very obvi-ous.

关 键 词：利率市场化 银行效率 银行集中度 金融创新 

分 类 号：F832.33[经济管理—金融学]