我国商业银行效率测算和其影响因素研究.pdfVIP

关键词：随机前沿法，成本效率，利润效率，商业银行 ASTUDYON ESTn脚INGAND D旺况UENCD呵G FACToRS OFTHE COMⅡⅥ卫RCIAL BANKS’ EFFIC皿NCY IN CHINA ABSTRACT Commercial banks are the important part of China’S financial system，and their efficiency conditions will affect the efficient allocation of resources in the entire market．The study on commercial banks’efficiency is to help banks to determine input—output ratio in order to achieve the optimal allocation of resources，provide the necessary reference for regulatory authorities to assess the regulatory effect and adjust regulatory policies． In order to investigate the cost efficiency and profit efficiency of commercial banks，This article uses the stochastic frontier approach to estimate cost efficiency and technical efficiency of the sample banks which are China’S four state．owned commercial banks，1 3 national shareholding commercial banks and 86 city commercial banks，the time span 2000 to 20 1 0．The results show that(1)cost efficiency of the sample banks is generally better than profit efficiency，and the trend of cost efficiency is relatively complex and profit efficiency is an upward trend in the sample period．(2)In the full sample，cost efficiency of city commercial banks is the highest but shows a downward trend；cost efficiency of 1isted commercial banks iS lower than the non—listed banks’，but the comparison result of their profit efficiency is just opposite．(3)In the sub—sample of listed banks，the cost efficiency trends of three types commercial banks are complex and efficiency trends of the city commercial banks is the most rapidly；In terms of profit efficiency，their efficiency levels show upward trends，and efficiency of state-owned commercial banks is the lowest． · On the basis of efficiency measured，this paper USeS STATA to analyze the correlation between cost efficiency of the commercial banks(and profit efficiency)and bank’S characteristic，market structure 11| and macro。environmental factors in China．The results show that，(1) The relationship is