控制金融环境影响的“一带一路”沿线国家商业银行效率研究  

Research on Comprehensive Efficiency of Commercial Banks Along“the Belt and Road”Under Controlling the Financial Environment:Based on the Three-Stage DEA Model

作　　者：聂蕊 黄菊英[1] NIE Rui;HUANG Juying(School of Finance and Economics,Chongqing City Management College,Chongqing 401331,China)

机构地区：[1]重庆城市管理职业学院财经学院,重庆401331

出　　处：《西南大学学报（自然科学版）》2021年第11期131-141,共11页Journal of Southwest University(Natural Science Edition)

基　　金：教育部科技发展中心“中国高校产学研创新基金-燕园项目”(2019YAA01018);重庆市高等教育教学改革研究项目(203611).

摘　　要：“一带一路”沿线国家金融环境具有复杂性和波动性的特点,因此使用三阶段DEA(Data Envelopment Analysis)方法在控制金融环境因素影响的基础上考察其商业银行效率更能体现真实的效率水平.研究表明:商业银行效率受金融环境因素的影响显著,且管理无效率是导致效率差异的主要原因;效率整体上处于无效率状态,且在控制金融环境因素影响后变化明显,即在控制金融环境因素影响后,低收入水平国家的效率排名均有所下降,而高收入水平国家的效率排名均有所上升;亚太地区商业银行平均效率在环境控制后最优,非洲及拉美地区最低,与控制前的情况相反;我国国有商业银行和全国股份制商业银行平均效率在控制金融环境因素影响后有较大幅度的提高,而城市商业银行下降幅度较大.The financial environment of the countries along“the Belt and Road”(B&R)is complex and volatile.In order to better reflect the comprehensive efficiency of commercial banks of the countries along B&R,the three-stage DEA(Data Envelopment Analysis)model is used in this study to filter out the influence of financial environment.The results show that the comprehensive efficiency of these commercial banks is significantly affected by theirfinancial environment,and inefficient management is the main reason for theirpoor comprehensive efficiency.The comprehensive efficiency of the whole sample is inefficiency overall before and after the control,and it hasdecreased significantly after the control.The comprehensive efficiency ranking of commercial banks in high-income countries has improved after controlling the influence of the financial environment,while that of low-income countries has decreased.The average comprehensive efficiency of commercial banks of the Asia-Pacific region is the best after the control,and that of the commercial banks in Africa and Latin America isthe lowest,which is contrary to the situation before the control.After the control,the average comprehensive efficiency of state-owned commercial banks and national joint-stock commercial banks in Chinahas been greatly improved,while that of city commercial banks has been greatly decreased.

关 键 词：一带一路 商业银行 效率 金融环境 三阶段DEA 

分 类 号：F830[经济管理—金融学]