基于松弛变量测度的中国银行业效率评价研究  

Efficiency evaluation of China’s banking industry based on slacks-based measure

作　　者：杨靖宇 陈亚[1] 谭常春 YANG Jingyu;CHEN Ya;TAN Changchun(School of Economics, Hefei University of Technology, Hefei 230601, China)

机构地区：[1]合肥工业大学经济学院,安徽合肥230601

出　　处：《合肥工业大学学报（自然科学版）》2020年第9期1281-1287,共7页Journal of Hefei University of Technology：Natural Science

基　　金：国家自然科学基金资助项目(71601064)。

摘　　要：银行业在我国供给侧结构性改革中扮演着极其重要的角色,是提升全社会资源配置效率与质量的关键所在。文章将银行的运营过程细分为资金筹集与资金运用2个阶段,并基于松弛变量测度模型分析我国商业银行整体运营效率、资金筹集效率和资金运用效率。结果表明:与经典数据包络分析模型相比,基于松弛变量测度的两阶段模型显著提升了银行效率评价的精度,意味着经典数据包络分析模型可能存在高估银行效率的风险;研究期间,银行业总体效率表现出明显上升趋势,但资金筹集阶段效率要明显高于资金运用阶段的效率;不同所有制银行中,国有银行和股份制银行的资金运用效率显著高于城市商业银行(简称“城商行”),且国有银行效率呈现出快速上升趋势。基于以上结果,该文对银行业的发展提出了相关建议。As an extremely important role in the supply-side structural reform,the banking industry is the key to improving the efficiency and quality of resource allocation in China.This paper divides banking operations into two stages:fund raising and fund using.Based on the slacks-based measure model,the overall operational efficiency,fund-raising efficiency,and fund-using efficiency of Chinese commercial banks are analyzed.The results show that compared with the classical data envelopment analysis(DEA)model,the slacks-based measure two-stage model significantly improves the accuracy of the bank efficiency evaluation,which means that the classical DEA model may have the risk of overestimating bank efficiency;during the research period,the overall efficiency of Chinese banking industry has showed a significant upward trend,but its fund-raising efficiency is significantly higher than its fund-using efficiency;for the banks with different ownership structure,the fund-using efficiency of state-owned banks and joint-stock banks is significantly higher than that of city commercial banks,and the efficiency of state-owned banks shows a rapid upward trend.Based on the above results,this paper provides some policy suggestions for the development of the banking industry.

关 键 词：商业银行 效率 非期望产出 数据包络分析 资金筹集 资金运用 

分 类 号：F832.3[经济管理—金融学]