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| 文章编号：1672-3104(2006)06-0710-05 |
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基于安全性角度的中国商业银行效率的实证研究 |
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邓超,刘威伟 |
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（中南大学商学院,湖南长沙, 410083） |
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| 摘 要： 以国际上较流行的效率测度工具—数据包络方法为工具,利用由CCR模型以及由其衍变而来的VRS及NIRS效率模型,从运营安全性角度,对我国商业银行1997-2005年的技术效率、规模效率、纯技术效率以及规模报酬区间进行了实证研究。研究结果表明,从安全性角度来看,我国商业银行效率值总体偏低,多年来没有提升,而且银行之间差距很大。这说明我国银行业虽然盈利能力逐步提高,但却存在严重的安全性隐患。尤其是股份制银行在追求规模扩张的同时,忽视了银行资本的补充。 |
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| 关键词： DEA方法;规模效率;技术效率;纯技术效率;商业银行 |
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Efficiency evaluation of Chinese commercial banks from the angle of security |
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DENG Chao, LIU Weiwei |
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（School of Business, Central South University, Changsha 410083, China） |
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| Abstract: Efficiency is the typical representation of banking business competitive power. By making use of Data Envelopment Analysis (DEA) method and from angle of safety, this paper measures the technology efficiency, pure technology efficiency and scale efficiency of Chinese commercial banks from 1997 to 2003 on the basis of reasonable input and output. Then we make a comparison about these efficiencies of the banks between the 9 years followed by explanation. The results show that the efficiency of Chinese commercial banks is on the low side as a whole from the angle of safety, which has never stepped up since 1997. And the efficiency differences between banks were great. The authors warn that there are serious security troubles hidden in our banking business, especially the stock banks which ignore complementarities of bank capital while pursuing explosion. |
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Key words: DEA; technology efficiency; pure technology efficiency; scale efficiency; commercial bank |
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