基于DEA-Tobit两步法的股份制商业银行效率评价与分析被引量：23

Evaluation and Analysis of Efficiency of Joint-Stock Commercial Banks Using the DEA-Tobit Two-Stage Method

下载PDF

导出

摘要股份制商业银行在当代商业银行体系中已居于主体地位．利用数据包络分析（DEA）方法，对我国10家股份制商业银行1997～2004年的效率作了评价．在此基础上，运用Tobit模型，对股份制商业银行效率的影响因素作了分析．实证分析结果表明，资产获利能力与银行效率显著正相关，存贷比率与银行效率显著负相关．为了提高效率，银行应当切实提高资产质量，努力寻求流动性与盈利性的均衡发展．研究还发现，上市银行的效率明显高于非上市银行，应当积极推动非上市银行上市． Joint-stock commercial bank has been a principal form of the contemporary commercial bank system. This paper evaluates efficiency of China＇ s 10 joint-stock commercial banks from 1997 to 2004 using the data envelopment analysis （DEA）. The Tobit model is applied to analyze the factors affecting efficiency. The result shows that asset profitability is positively related to efficiency of these banks, while the ratio between loans and deposits is negatively related to the efficiency. Both relations are significant. In order to improve efficiency, banks should improve asset quality and maintain balance between profitability and liquidity. Moreover, performance of listed banks is better than that of non-listed banks in terms of efficiency. Therefore it is beneficial to encourage non-listed banks to go public.

作者姚晋兰毛定祥

机构地区上海大学国际工商与管理学院

出处《上海大学学报（自然科学版）》 CAS CSCD 北大核心 2009年第4期436-440,共5页 Journal of Shanghai University:Natural Science Edition

关键词股份制商业银行效率数据包络分析 TOBIT模型 joint-stock commercial banks efficiency data envelopment analysis （DEA） Tobit model

分类号 F832.7 [经济管理—金融学]

引文网络
相关文献

参考文献15

1SHERMAN H D, GOLD F. Bank branch operating efficiency: evaluation with data envelopment analysis [J].Journal of Banking and Finance, 1985(2):297- 315.
2BERGER A N, HUNTER W C, TIMME S G. The efficiency of fnancial institutions: a review and preview of research past, present and future [ J ]. Journal of Banking and Finance, 1993(17) :221-249.
3BERGER A N, METER L J. Inside the black box: what explains differences in the efficiencies of financial institution [ J]. Journal of Banking and Finance, 1997 (21) :895-947.
4张健华.我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J].金融研究,2003(3):11-25. 被引量：487
5赵昕,薛俊波,殷克东.基于DEA的商业银行竞争力分析[J].数量经济技术经济研究,2002,19(9):84-87. 被引量：60
6曾卫.商业银行经营实力综合评价模型的实证研究[J].数量经济技术经济研究,2003,20(2):140-144. 被引量：8
7谭中明,陶羽.用因子分析法考察中国商业银行效率[J].预测,2002,21(2):51-53. 被引量：17
8CHARNES A, COOPER W W, RHODES E. Measuring the efficiency of decision making unites [ J ]. European Journal of Operation Research, 1978(2) :429-444.
9ANDERSEN P, PETERSON N C. A procedure for ranking efficient units in data eEnvelopment analysis [ J ]. Management Science, 1993(10) : 1261-1264.
10COELLI T, PRASADA D S, BATTESE G E. An introduction to efficiency and productivity analysis [ M ]. Boston: Kluwer Academic Pubishers, 1998.

二级参考文献27

1蔡程辉.SPSSV10．0 for Windows实用基础教程[M].北京:北京希望电子出版社,2000.333-344.
2高正刚.中美银行业绩效比较及因素分析[J].金融与保险,2001,(2):57-58.
3Benston. G.., 1982, Scale Economies in Banking: A Restructuring an Reassessment, Journal of Money, Credit and Banking (14) ,PP435 - 450.
4Sealey. C. ,James. L.,1977, Inputs, Outputs, and a Theory of Production and Cost at Depository Financial Institutions, Journal of Finance (32),PP1251-1266.
5Sherman , Gold( 1985)"Bank branch operating efficiency: Evaluation with data envelopment analysis." Journal of Banking & Finance 9(2) : 297-315.
6Berger, Mester(1997) "Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?", Journal of Banking and Finance, 21:895-947
7Farrell, 1957,"The Measurement of Productive Efficiency", Journal of the Royal Statistical Society, A CXX, Part3, 253 - 290
8Leibenstein, Harvey(1966). "Allocative Efficiency Vs. 'X - Efficiency'," American Economic Review, 1966, v56(3), 392 -415.
9Coelli T.J. 1996, "A Guide to DEAP Version 2.1: A Data Envelopment Analysis(Computer)Program", Centre for Efficiency and Productivity Analysis(CEPA) Working Papers No. 8/96
10Banker, Morey. (1986). "Efficiency analysis for exogenously fixed inputs and outputs." Operations Research 34(4), 513 - 521.