中国商业银行SBM效率实证分析——基于修正的三阶段DEA模型

鉴于现有研究对于银行产出效率的争论,基于2004-2009年我国27家商业银行的相关数据,本文构建了修正的三阶段DEA模型我国商业银行的产出效率进行了考察。研究结论发现:2004-2009年间商业银行的产出效率有了较大幅度的提升,且城市商业银行的产出效率要高于股份制商业银行,并进一步大于国有商业银行。修正后的商业银行产出效率有所增加,但由于规模因素的影响,资本充足率和准备金率对松弛变量的影响在国有、股份制和商业银行间呈现出不同的变化趋势,使得资本充足率和准备金率对松弛变量的影响存在着非线性关系,并进一步导致股份制和城市商业银行的优势地位有所减弱,国有商业银行的产出效率迅速提升。最后,本文得出了相应的结论和政策建议。

The Empirical Analysis of SBM Efficiency in China’s Banking Industry Based on Modified Three-Stage DEA

Owing to the recent controversial toward bank’s output effciency,this paper makes a modified three-stage DEA analyzing the output efficiency in China’s banking industry by using 27 commercial bank’s data in 2004-2009.We find that: output efficiency has been improved during this 6 years,and what’s more,the city bank’s efficiency is higher than the joint-stock’s,while the state-owned is the smallest.In addition,The modified efficiency of the commercial bank has been ameliorated compared with the before.However,due to the influence of SCALE,the relationship is different among CAR,SRR and the efficiency,which can be explained by nonlinear further.As a result,the gaps among state-owned,joint-stock and city bank’s efficiency become smaller.Finally,we make some conclusions and suggestions.