| 我国商业银行效率测度及其影响因素分析 |
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| 引用本文： | 柯孔林,冯宗宪.我国商业银行效率测度及其影响因素分析[J].数理统计与管理,2008,27(1):10-16. |
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| 作者姓名： | 柯孔林 冯宗宪 |
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| 作者单位： | 1. 浙江工商大学金融学院,杭州,310018
2. 西安交通大学金禾经济研究中心,西安,710049 |
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| 摘 要： | 本文首先采用DEA方法对1999-2004年我国14家商业银行的技术效率、纯技术效率、规模效率进行了测度,在此基础上利用Panel Data模型对影响我国银行效率的若干因素进行了检验,结果表明自有资本比率和资产费用率对银行效率有显著影响,贷款质量、资产市场份额与银行效率值之间呈现较弱的相关关系,产权结构多元化有利于提高银行效率.
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| 关 键 词： | 商业银行 效率 数据包络分析(DEA) Panel Data模型 |
| 文章编号： | 1002-1566（2008）01-0010-06 |
| 收稿时间： | 2006-12-20 |
| 修稿时间： | 2006年12月20 |
Efficiency Measurement of China's Commercial Banks and the Determinants Analysis |
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| KE Kong-fin,FENG Zong-xian.Efficiency Measurement of China''''s Commercial Banks and the Determinants Analysis[J].Application of Statistics and Management,2008,27(1):10-16. |
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| Authors: | KE Kong-fin FENG Zong-xian |
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| Abstract: | This paper uses DEA method to measure technology efficiency,pure technology efficiency and scale efficiency of 14 commercial banks in China from 1999 to 2004.And then panel data model is used to test the determinants of banks' efficiency in China.The result shows that equity/asset ratio and expense ratio have remarkable influence on banks' efficiency,and loan quality and market share have a weak relation with banks' efficiency,pluralization of the structure of property rights is important for promoting banks' efficiency. |
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| Keywords: | commercial bank efficiency data envelopment analysis(DEA) panel data model |
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