环境和管理双重视角下商业银行效率评价及分解

被引:8
作者
郭文
孙涛
机构
[1] 南京航空航天大学经济与管理学院/金融发展研究所
关键词
非期望网络SBM模型; 四阶段SBM模型; 经营管理效率; 经营环境效率;
D O I
10.19616/j.cnki.bmj.2014.12.016
中图分类号
F832.33 [商业银行(专业银行)];
学科分类号
1201 ; 020204 ;
摘要
本文运用非期望网络SBM(Slacks-Based Measure)模型评价2006—2012年中国14家上市商业银行效率,利用拓展的四阶段SBM模型对商业银行效率进行分解,实证分析影响商业银行效率的经营环境因素。结果表明,中国商业银行整体效率呈现上升态势,股份制商业银行效率高于国有商业银行,两者差距的来源是商业银行利用自身人力、资本等资源获取存款的能力;国有商业银行效率提升主要依赖于经营环境改善,而股份制商业银行效率提升是管理能力提升和经营环境改善的共同结果;建设银行、工商银行、兴业银行以及深发银行应重点关注管理能力的提升,其他商业银行则应管理能力提升和经营环境完善并重;业务结构、员工素质显著地推动商业银行效率提升,而市场化程度、基础建设的影响则相反。
引用
收藏
页码:135 / 145
页数:11
相关论文
共 25 条
[11]  
Ecological total-factor energy efficiency of regions in China[J] . Lan-Bing Li,Jin-Li Hu.Energy Policy . 2012
[12]  
Managerial efficiency in Taiwan bank branches: A network DEA[J] . Chyan Yang,Hsian-Ming Liu.Economic Modelling . 2011 (2)
[13]  
The technical efficiency of the Japanese banks: Non-radial directional performance measurement with undesirable output[J] . Carlos Pestana Barros,Shunsuke Managi,Roman Matousek.Omega . 2011 (1)
[14]  
Efficiency of Turkish banking: Two-stage network system. Variable returns to scale model[J] . Hirofumi Fukuyama,Roman Matousek.Journal of International Financial Markets, Institutions & Money . 2010 (1)
[15]   Differential impact of Korean banking system reforms on bank productivity [J].
Banker, Rajiv D. ;
Chang, Hsihui ;
Lee, Seok-Young .
JOURNAL OF BANKING & FINANCE, 2010, 34 (07) :1450-1460
[16]  
Evolution of bank efficiency in Brazil: A DEA approach[J] . Roberta B. Staub,Geraldo da Silva e Souza,Benjamin M. Tabak.European Journal of Operational Research . 2009 (1)
[17]  
A slacks-based inefficiency measure for a two-stage system with bad outputs[J] . Hirofumi Fukuyama,William L. Weber.Omega . 2009 (5)
[18]  
Network DEA: A slacks-based measure approach[J] . Kaoru Tone,Miki Tsutsui.European Journal of Operational Research . 2008 (1)
[19]  
The analysis of Taiwanese bank efficiency: Incorporating both external environment risk and internal risk[J] . Yung-Ho Chiu,Yu-Chuan Chen.Economic Modelling . 2008 (2)
[20]  
Japanese banking inefficiency and shadow pricing[J] . Hirofumi Fukuyama,William L. Weber.Mathematical and Computer Modelling . 2008 (11)