摘要
关于银行业效率的研究是近20年来国际金融界和各国监管当局研究的重点课题之一,特别是近年来出现了银行业的大量合并,巨型合并对银行业效率的影响越来越为各方人士所关注。为弥补我国在这方面研究的不足,本文利用数据包络分析方法(Data Envelop-ment Analysis-DEA)的基本模型及其改进模型,第一次对我国三类商业银行1997-2001年的效率状况进行了全面分析。本文创新之处在于:1.测度了我国各类商业银行的效率值,指出了我国银行业的整体资源利用水平;2.对各家银行进行了效率排序,为银行业的综合评价提出了一种新的方法;3.计算出了我国银行业的规模效率,回答了我国银行业的规模经济问题;4.首次利用Malmquist效率指数对我国银行业近年来的效率变化情况进行了分析,为我国商业银行的效率状况提供了更为全面的信息。
The research on the banking efficiency has been one of the main issues for the international financial sector and every supervisory authority over the last two decades. Especially after the appearance of the recent large merges between the banks, its impact on the banking efficiency has attracted the increasing attention of the knowledgeable personal in the finance sector. As a supplement to the deficiency of the research on this field, this article utilized the basic model and improved model based on Data Envelopment Analysis (DEA) to make an overall analysis on the efficiency of the three types of commercial banks from 1997 to 2001. What's new about this article lies in the following four areas: (1) It estimate a specific efficiency value for each Chinese commercial bank, and points out to what extent the efficiency resources have been exploited. (2) It gives a ranking to each bank in order of efficiency, which provides a new method for the comprehensive evaluation on the banking industry. (3) It calculates the value of the scale efficiency of Chinese banks, and gives answer to the problems concerned with the scale economy for Chinese banking industry. (4) It initiates the utilization of the tool of Malmquist efficiency index for the analysis of the latest changes in Chinese banking efficiency, which offers a complete information on the efficiency of Chinese commercial banks.
出处
《金融研究》
CSSCI
北大核心
2003年第3期11-25,共15页
Journal of Financial Research
