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1.
本文利用广义超越对数成本函数,分组研究了我国14家商业银行2001—2010年的面板数据,结果表明:股份制商业银行的总体规模经济略好于国有控股商业银行,但在贷款特定产出规模经济方面要逊于国有控股商业银行;国有控股商业银行的范围经济要好于股份制商业银行,在特定产出范围经济方面,贷款与存款、投资与存款存在成本互补,贷款与投资存在较轻程度的范围不经济。  相似文献   

2.
本文运用基于BOX-COX转换的广义超对数成本函数,从范围经济角度,对我国商业银行1995年到2005年的效率进行了经验分析。结果表明,我国的国有商业银行存在着范围不经济,而股份制商业银行存在着范围经济,这说明股份制商业银行的效率高于国有商业银行。因此,要提高我国商业银行的效率,必须大力发展股份制商业银行,允许商业银行适度混业经营。  相似文献   

3.
本文运用基于BOX-COX转换的广义超对数成本函数,从范围经济角度,对我国商业银行1995年到2005年的效率进行了经验分析.结果表明,我国的国有商业银行存在着范围不经济,而股份制商业银行存在着范围经济,这说明股份制商业银行的效率高于国有商业银行.因此,要提高我国商业银行的效率,必须大力发展股份制商业银行,允许商业银行适度混业经营.  相似文献   

4.
本文运用基于BOX—COX转换的广义超越对数成本函数,利用我国八家商业银行1996—2007年的面板数据,实证测算了它们的范围经济状况。研究结果表明:(1)国有商业银行的范围经济程度大于股份商业银行;(2)国有商业银行中,中国农业银行和中国银行的范围经济程度总体呈上升态势,而中国工商银行和中国建设银行的范围经济程度总体呈下降趋势;(3)股份制商业银行中,华夏银行和民生银行的范围不经济程度在逐步降低,而交通银行和中信银行的范围不经济程度变化不大。  相似文献   

5.
利用超对数成本函数,从规模经济和技术进步角度,对中国商业银行1995到2005年的效率进行实证表明,一方面,中国商业银行业存在着规模经济和技术进步正效应,这主要得益于股份制商业银行;另一方面,国有商业银行的规模不经济和技术进步负效应,导致中国商业银行业的效率较低.因此,要保持中国商业银行业效率的不断提高,必须压缩国有商业银行的规模,加快股份制商业银行的发展,改善商业银行的治理结构.完善金融人才的培养机制.  相似文献   

6.
本文以我国1995-2005年的银行数据为样本,比较分析一直以来都让世人所关注的我国不同所有制商业银行的规模经济问题.在介绍国内外有关银行业规模经济问题研究的文献综述基础上,通过依据大量相关具体数据对我国银行业的市场结构及效益问题进行经验性的判断比较,最后运用超越对数成本函数对我国国有商业银行与股份制商业银行的规模经济问题进行实证比较分析,并得出结论:从总体上看,我国商业银行规模系数变化不大,但近几年来在规模效率方面,国有商业银行相对于股份制商业银行来说进步更为显著.  相似文献   

7.
本文以我国1995-2005年的银行数据为样本,比较分析一直以来都让世人所关注的我国不同所有制商业银行的规模经济问题.在介绍国内外有关银行业规模经济问题研究的文献综述基础上,通过依据大量相关具体数据对我国银行业的市场结构及效益问题进行经验性的判断比较,最后运用超越对数成本函数对我国国有商业银行与股份制商业银行的规模经济问题进行实证比较分析,并得出结论:从总体上看,我国商业银行规模系数变化不大,但近几年来在规模效率方面,国有商业银行相对于股份制商业银行来说进步更为显著.  相似文献   

8.
后金融危机时代,不断强化的监管要求和利率市场化改革对我国商业银行传统的过度依赖信贷扩张的经营模式产生了重要影响,我国商业银行的规模经济效益又将如何变化?基于超越对数成本函数模型的我国商业银行规模经济效益的定量研究结果表明:2010—2014年我国商业银行业整体表现出规模经济,其中我国国有商业银行表现出规模不经济,但规模不经济状况得到改善,我国全国中小型股份制商业银行和城市商业银行却表现出规模经济,但城市商业银行的规模经济效益明显要好于我国全国中小型股份制商业银行。  相似文献   

9.
基于广义超越对数成本函数的商业银行范围经济实证研究   总被引:2,自引:0,他引:2  
从业务收益变化的角度,通过构建商业银行广义超越对数成本函数的面板固定效应模型及范围经济的测度方程,对中国不同类型商业银行1997~2006年的范围经济进行实证和对比分析得出:从整体上看,中国商业银行呈现范围经济效应,但中国商业银行的范围经济还没有达到最佳的状态;范围经济与商业银行中间业务及投资业务的发展有关,股份制商业银行的范围经济优于国有商业银行.  相似文献   

10.
本文从规模经济角度,对我国商业银行从1995年到2005年的效率进行了经验分析。结果表明:一方面,我国商业银行业从整体上来讲存在着规模经济,这主要得益于股份制商业银行;另一方面,国有商业银行存在着规模不经济。本文从产权、资产规模等几个角度分析了造成股份制商业银行和国有商业银行效率不同的原因。本文认为,要保持我国商业银行业效率的不断提高,必须加快产权制度改革,适度压缩国有商业银行的规模,加快股份制商业银行的发展,改善商业银行的治理结构。  相似文献   

11.
This study provides further empirical investigation, in the context of giant Japanese banks, of the recent claim by Pulley and Braunstein (1992, A composite cost function for multiproduct firms with an application to economies of scope in banking, Review of Economics and Statistics 74, 221–230), that their new composite model for the multiproduct cost function has important advantages over the separable quadratic, generalized translog and standard translog models. In addition to assessing the composite model's relative ability in measuring global scope and scale economies, the study also extends the P-B analysis to assess measurement of product-specific scope and scale economies, pairwise cost complementarities between outputs, changes in the marginal costs of outputs and technological change. The results appear to confirm P-B's chain. The persistent finding of scale economies for large Japanese banks is also investigated and confirmed.  相似文献   

12.
This article assesses Canadian banks' ability to realize scale economies and cost complementarities in joint production. The Canadian banking system, with its 10 or so large banks and 50 smaller ones, offers a good database for a study of efficiency, especially since previous work suggests that the system's concentration has had little impact on system competitiveness. This article estimates a system of cost and cost share equations using Zellner's iterative seemingly unrelated regression technique, then evaluates scale economies and cost complementarities from the estimated cost functions' first and second partial derivatives. The article compares a model that classifies deposits as inputs with another that classifies them as outputs. The empirical findings indicate that deposits are better modelled as outputs than inputs; that Canadian banks organize to exhaust available sources of scale economies and economies in joint production; and that conclusions regarding scale economies and cost complementarities differ importantly according to whether deposits are modelled as inputs or as outputs.  相似文献   

13.
将所有者权益的作用嵌入银行技术模型,测算中国十六家上市商业银行满足成本最小化时的所有者权益影子价格,并以成本最小化为标准评价权益资本使用情况。研究发现,五家国有大型商业银行持有高于最小化成本水平的所有者权益;其余大部分股份制商业银行的权益资本低于成本最小化要求。进一步测算规模经济,发现所有者权益进入成本方程后计算出的规模经济效应比仅以所有者权益为条件调节项和使用标准成本方程估计出的规模经济结果都要高,说明规模经济的轨迹将依赖于银行对负债与所有者权益相对信任度,即提高存款和所有者权益的相对成本及所有者权益资本以多大程度进入到成本函数设定中。  相似文献   

14.
We assess the efficiency of the European banking sector in the 5-year period following the implementation of the Second Banking Directive of the European Union (EU). We first determine the degree of cost efficiency of EU banks in 1993-1997. After that, we explore to what extent efficient European banks are managed differently than their inefficient peers. Our datasets comprise 5 years of observations on 1347 savings and 873 commercial banks. We use the new recursive thick frontier approach (RTFA) method to establish our results. We find that structural factors, such as technological progress or increased bank competition, have lowered the cost base of banks by about 5% annually during the sample period. Managerial inability to control costs (X-inefficiency) is with 17-25% the main source of bank inefficiency in the EU. Managerial efficiency varies a great deal within Europe, and there seems to be no tendency towards convergence. We find that small savings banks can exploit economies of scale. The EU savings bank sector would cut costs by about 3% if small savings banks merged.  相似文献   

15.
In light of the policy debate on too-big-to-fail we investigate evidence of economies of scale for 103 European listed banks over 2000–2011. Using the Stochastic Frontier Approach, the results show that economies of scale are widespread across different size classes of banks and are especially large for the biggest banks. At the country level, banks operating in the smallest financial systems and the countries most affected by the financial crises realize the lowest scale economies (including diseconomies) due to the reduction in production capacity. As for the determinants of scale economies, these mainly emanate from banks oriented toward investment banking, with higher liquidity, lower Tier 1 capital, those that contributed less to systemic risk during the crises, and those with too-big-to-fail status.  相似文献   

16.
We empirically investigate the impact of the regulatory change from a network organizational structure to an integrated one on scale economies, scope economies, and market power in cooperative banks. We exploit the passage of the Italian cooperative bank reform in 2016. Using a difference-in-differences identification strategy, we examine a treated group of 424 cooperative banks and a matched control group of 192 commercial banks over the period 2009–2019. Our findings indicate that cost scale and scope economies of cooperative banks are positively affected by the reform, while their profit scale and scope economies are not affected. Lastly, the Lerner Index is positively affected by the reform. Overall, the reform enhances cooperative banks' ability to exploit advantages related to a larger size and diversification.  相似文献   

17.
通过收集52家城商行年度报告数据,建立超越对数成本函数(TCF),得出规模经济系数,进而判断我国城商行的规模经济效应。同时,建立规模因子与资产规模的散点图,得出城商行的规模经济变动趋势,并据此分别得出不同资产规模的城商行发展战略。  相似文献   

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