A股上市银行创新能力技术缺口比率分析——基于广义DEA效率视角  

Analysis on Technological Gap Ratio of A-share Listed Banks' Innovation Ability: A Perspective of Generalized DEA Efficiency

作　　者：刘春艳 Chunyan Liu(School of Finance,Inner Mongolia University of Finance and Economics,Hohhot Inner Mongolia 010070,China;School of Economics,Minzu University of China,Beijing 100081,China)

机构地区：[1]内蒙古财经大学金融学院,呼和浩特010070 [2]中央民族大学经济学院,北京100081

出　　处：《会计与经济研究》2018年第3期117-128,共12页Accounting and Economics Research

基　　金：内蒙古自治区高等学校科学技术研究人文社科一般项目(NJSY18121);内蒙古自治区高等学校科学技术研究人文社科重点项目(NJSZ18115);中蒙俄经贸合作与草原丝绸之路经济带构建研究协同创新中心一般项目(ZMEY201701)

摘　　要：金融创新是商业银行提高盈利水平、增强国际竞争力的重要途径。随着大数据、云计算、人工智能等新兴技术的快速崛起及互联网金融的巨大冲击,A股上市银行面临着前所未有的压力和挑战。激发创新活力成为A股上市银行深化金融改革、应对金融风险、实现转型升级的必经之路,探究恰当的模型评测并分析各银行的创新能力具有重要的意义。本文基于经典前沿理论,运用广义DEA思想,分别构建了共同前沿和群组前沿综合DEA评价模型,在其效率值基础上给出了基于广义DEA效率视角的技术缺口比率(DTGR)的概念及其计算方法。借助该方法对大型国有银行、中型股份制银行和城商银行的技术效率值及技术缺口比率值做了精准测算及深入分析。研究表明,十二五期间,我国A股上市的城市商业银行技术缺口比率相对稳定,表明其在创新能力方面具有较好的开创性及引领性。相比而言,国有银行和大中型股份制银行技术缺口比率略低于城市商业银行,但总体呈现稳中有升良好态势,国有银行在2013年出现小幅下降之后随后呈缓慢上升态势,表明规模较大的大中型商业银行在转型升级、金融创新等方面具有较强的迟滞性。Financial innovation is a key way for commercial banks to improve their profit and enhance their international competitiveness. With the rapid rise of new technologies such as big data,cloud computing and artificial intelligence,and the huge impact of Internet finance,the listed banks are facing unprecedented pressure and challenges. Stimulating innovation vitality has become the only way for listed banks to deepen financial reform,deal with financial risks and achieve transformation and upgrading. It is important to explore appropriate models to evaluate and analyze the innovation ability of banks. Based on the classical frontier theory,the generalized DEA theory is applicable to construct the DEA evaluation model of common frontiers and group frontiers respectively. Based on its efficiency value,the concept of technology gap ratio（ DTGR） based on the generalized DEA efficiency and the related calculation method is given. With this method,the technical efficiency and technology gap ratio of large state-owned banks,medium-sized joint-stock banks and city commercial banks are accurately calculated and discussed. The result shows that during 12 th Five-Year Plan,the technology gap ratio of commercial banks in China is relatively stable,indicating that commercial banks have better pioneering and leading ability in terms of innovation capability. However,the technology gap ratio of state-owned banks and large and medium-sized shares are slightly lower than the city commercial banks. Overall,the situation turns better. With a slight decline before,the technology innovation of state-owned banks in 2013 are getting better,indicating that the state-owned banks as well as large and medium-sized commercial banks with large scale are later comers in financial innovation,transformation and upgrading.

关 键 词：广义DEA 上市银行创新能力 共同前沿 群组前沿 技术缺口比率 

分 类 号：F832.5[经济管理—金融学]