基于DEA交叉模型对我国上市商业银行经营效率的研究
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摘要
用DEA交叉模型分析我国在2011—2016年国有控股商业银行、全国性股份制商业银行、城市商业银行的经营效率。在效率研究的基础上运用tobit回归模型,分析影响银行效率的因素。从结果可以看出,影响国有控股银行效率的主要因素是盈利能力、业务创新程度和稳定性,影响全国性股份制银行效率的主要因素是业务创新程度和银行规模,盈利能力、银行规模、业务创新程度和稳定性对城商行的效率影响较为显著。最后,给出了我国商业银行发展的几点建议。
With DEA Cross Model,this paper analyzes the operating efficiency of state-owned commercial banks,national joint-stock commercial banks and urban commercial banks in China from 2011 to 2016,and solves the problems of too many effective units and self-evaluation of weights in traditional DEA model. By Tobit Regression Model,this paper analyzes the factors influencing the efficiency of banks. It is concluded that the main factors influencing the efficiency of state-owned banks are profitability,business innovation degree and stability,and the main factors influencing the efficiency of national joint-stock banks are business innovation degree and bank scale. profitability,bank scale,business innovation degree and stability have a significant influence on the efficiency of urban commercial banks. Finally,some suggestions on the development of three kinds of commercial banks in China are given respectively.
With DEA Cross Model,this paper analyzes the operating efficiency of state-owned commercial banks,national joint-stock commercial banks and urban commercial banks in China from 2011 to 2016,and solves the problems of too many effective units and self-evaluation of weights in traditional DEA model. By Tobit Regression Model,this paper analyzes the factors influencing the efficiency of banks. It is concluded that the main factors influencing the efficiency of state-owned banks are profitability,business innovation degree and stability,and the main factors influencing the efficiency of national joint-stock banks are business innovation degree and bank scale. profitability,bank scale,business innovation degree and stability have a significant influence on the efficiency of urban commercial banks. Finally,some suggestions on the development of three kinds of commercial banks in China are given respectively.
引文
[1]郭威.银行业竞争与效率——基于我国银行业市场结构的经验研究[D].南开大学,2011.
[1]张小霞.基于超效率DEA模型的我国商业银行经营效率实证研究[D].山东财经大学,2012.
[3]庞瑞芝.中国上市银行经营效率的影响因素——基于Tobit回归模型的二阶段分析[J].金融论坛,2007(10):29-35.
[4]金红春.中国上市银行经营效率的影响因素[J].学理论,2014(14):62—63.
[5]刘春志,胡玉雪.基于DEA交叉模型的中国银行业效率研究[J].经济与管理,2016(4):29—35.
[6]张东超.基于DEA方法对我国上市商业银行的效率分析[J],金融理论探索,2016(5):31-40.
[7]姚晋兰,毛定祥.基于DEA-Tobit两步法的股份制商业银行效率评价与分析[J],上海大学学报(自然科学版),2009(4):436-440.
[8]秦毅,姜钧译.基于不同DEA模型的组合评价方法研究[J].价值工程,2013(21):320-322.
[9]游舒画.我国商业银行规模效率影响因素实证分析[D].西南大学,2012.
[10]兰楠.基于DEA模型对我国战略性新兴产业的绩效研究[D].重庆大学,2015.
[11]何意雄,蒋芳.基于DEA-Tobit二阶段法的城市商业银行效率评价——以中部六省9家城市商业银行为例[J].科技和产业,2016,16(11):151-158.
[1]张小霞.基于超效率DEA模型的我国商业银行经营效率实证研究[D].山东财经大学,2012.
[3]庞瑞芝.中国上市银行经营效率的影响因素——基于Tobit回归模型的二阶段分析[J].金融论坛,2007(10):29-35.
[4]金红春.中国上市银行经营效率的影响因素[J].学理论,2014(14):62—63.
[5]刘春志,胡玉雪.基于DEA交叉模型的中国银行业效率研究[J].经济与管理,2016(4):29—35.
[6]张东超.基于DEA方法对我国上市商业银行的效率分析[J],金融理论探索,2016(5):31-40.
[7]姚晋兰,毛定祥.基于DEA-Tobit两步法的股份制商业银行效率评价与分析[J],上海大学学报(自然科学版),2009(4):436-440.
[8]秦毅,姜钧译.基于不同DEA模型的组合评价方法研究[J].价值工程,2013(21):320-322.
[9]游舒画.我国商业银行规模效率影响因素实证分析[D].西南大学,2012.
[10]兰楠.基于DEA模型对我国战略性新兴产业的绩效研究[D].重庆大学,2015.
[11]何意雄,蒋芳.基于DEA-Tobit二阶段法的城市商业银行效率评价——以中部六省9家城市商业银行为例[J].科技和产业,2016,16(11):151-158.