摘要
考虑到商业银行经营活动中非期望产出的存在,文章利用一种新的生产技术描述方式将不良贷款纳入银行经营活动的投入产出框架中,借助于有向距离函数构建了要求净利润最大化的一维效率模型和同时要求净利润增加与不良贷款减少的二维效率模型,以此为基础,分析了我国主要商业银行的效率表现。研究表明:14家商业银行的经营效率在2005-2010年间得到了一定程度的提高,一维效率的提升幅度较二维效率更大些,净利润和不良贷款同比例增加与减少的潜力在22.3%～32.8%;不同的评价标准导致了部分商业银行经营效率相对排名的变化,不良贷款的多少是其主要影响因素;此外,银行经营活动的稳健性有待加强。
Considering the existence of undesirable outputs in commercial bank＇ s business activities, by using a new production technology and directional distance function, the paper develops a one-dimensional model which requires increasing net profit, and it constructs a two-dimensional mode which requires increasing net profit and reducing non-performing loan at the same time to evaluate commercial bank＇ s efficiency. The empirical study on 14 banks shows that the efficiency is improved in the whole and it is possible to reduce non-performing loan and increase net profit simultaneously by an annual average of 22. 3%-32. 8%. The rankings for some banks vary significantly when these two efficiency models are respectively used and non-performing loan is the main reason. The stability of bank＇ s business activities needs be strengthened.
出处
《华东经济管理》
CSSCI
2012年第5期78-82,共5页
East China Economic Management
基金
苏州大学青年教师后期资助项目(BV11000611)
关键词
效率
商业银行
不良贷款
有向距离函数
efficiency
commercial bank
non-performingloan
directional distance function
