我国上市商业银行效率测度和影响因素分析_基于DEA的实证分析_吴晨.pdfVIP

山西财 经大 学学报 2011 年11 月 Joumal of Shanxi Finance and Economics University Nov. ，2011 第33 卷第11期 Vol.33 No.11 金融·投资 我国上市商业银行效率测度及影响因素分析 ———基于 EA 的实证分析 D 吴 晨 （仲恺农业工程学院经贸学院，广东 广州510225） ［摘 要］首先，运用非参数的数据包络分析法（DEA）对我国14 家上市商业银行2002～2009 年的技术效率、纯技术效率和 规模效率进行了测度，结果表明，股份制商业银行技术效率普遍高于国有控股商业银行，其中中国农业银行的技术效率指数值 最低，而14 家上市商业银行的规模效率普遍较高。接着，在此基础上构建了面板数据模型，对影响我国上市商业银行效率的因 素进行了实证分析，发现经济增长率、市场集中度、不良贷款率、资产比和中间业务比对商业银行的效率有显著影响。最后，分别 从宏观、行业和微观三个不同的层面就提升我国上市商业银行效率提出了相应的对策建议。 ［关键词］上市商业银行；效率测度；DEA 模型 ［中图分类号］F832 ［文献标识码］A ［文章编号］1007－9556 （2011）11－0047 －08 Study on the Efficiency of Chinese Listed Commercial Banks and Influencing Factors - - - - Based on Empirical Analysis of DEA WU Chen （College of Economics and Trade, Zhongkai University of Agriculture and Engineering, Guangzhou 510225, China） Abstract ：This paper applies the nonparametric data envelopment analysis to estimate the banks ’technical efficiency, pure technical efficiency and scale efficiency for the 14 commercial banks which has been selected from the listed commercial banks from 2002 to 2009. The results of this study indicate that the technical efficiency of joint-stock commercial banks are generally higher than state-controlled commercial bank ’s, the technical efficiency index of the Chinese Agricultural Bank is the lowest; while the scale effi－ ciency of the 14 listed commercial banks is generally higher. Based on this, and the author also constructs panel data model to analyze the efficiency factors, and suggestions have been put forwared for the listed at differ