我国商业银行的X-效率及其影响因素的实证研究:2001~2009年
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引用本文:谢朝华,卿杨.我国商业银行的X-效率及其影响因素的实证研究:2001~2009年[J].财经理论与实践,2011,(5):15-19
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作者单位
谢朝华,卿杨 (长沙理工大学 经济与管理学院湖南 长沙410114) 
中文摘要:采用DEA法测度2001~2009年样本期间我国13家样本银行的X-效率,发现银行效率基本呈上升趋势,从2001的0.749上升到2009年的0.875。进一步就效率的影响因素进行计量分析发现非利息收入比、流动资产比、流通股比例三因素正向影响银行X-效率,净利差、不良贷款率、第一大股东持股占比三因素负向影响银行X-效率。并针对性给出了引入战略投资者、深化治理机制改革、有效处置不良资产、加强信贷风险管理、加强资产组合管理、控制流动性资产与贷款结构、力促创新、发掘固定资产和无形资产价值等提升银行效率的建议。
中文关键词:商业银行  X-效率  影响因素
 
Operational loss; Bayesian; Markov Chain; Monta Carlo
Abstract:The X-efficiency of 13 banks is investigated by DEA method using the data from 2001 to 2009, which shows that the X-efficiency increases from 0.749 in 2001 to 0.875 in 2009 gradually. It is also found that the variation of X-efficiency is positively correlated to non-interest income, liquid assets proportion and the circulating stock proportion, is negatively correlated to net interest margin, the ratio of non-performing loan and ownership concentration. And the following advices are put forward: the banks need to introduce strategic investors, deepen the reform of governance mechanism, disposal non-performing assets effectively, pay much attention to the management of credit risk and portfolio, allocate liquid assets and loans reasonably, accelerate the pace of development of intermediary business and develop the value of fixed assets and intangible assets.
keywords:Commercial banks  X-efficiency  Influencing factors
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