| 基于三阶段 DEA 和 MALMQUIST 指数分解的中国商业银行效率研究 |
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| 引用本文： | 梅国平,;甘敬义,;朱四荣.基于三阶段 DEA 和 MALMQUIST 指数分解的中国商业银行效率研究[J].江西师范大学学报(哲学社会科学版),2014(4):39-48. |
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| 作者姓名： | 梅国平 ;甘敬义 ;朱四荣 |
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| 作者单位： | [1]江西财经大学 信息管理学院,江西南昌 330017; [2]江西师范大学 管理决策与评价研究中心,江西南昌 330022 |
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| 摘 要： | 商业银行经营效率已经成为银行业研究的重点之一。本研究以中国13家大中型商业银行作为研究对象，运用三阶段 DEA 方法和 Malmquist 指数分解方法，对2005-2012年中国商业银行技术效率、全要素生产率进行测度和分解研究。结果表明：市场政策等环境因素对经营效率存在较大且差异化的影响，银行内部管理水平的不足是投入冗余产生的主要原因。样本期间内商业银行整体规模效率呈现改进的趋势，由于次贷危机和欧债危机等外部环境的冲击影响，商业银行全要素生产率呈现先上升后下降在趋稳回升的趋势。商业银行全要素生产率的增长变化主要源于行业技术进步。
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| 关 键 词： | 全要素生产率 经营效率 三阶段DEA模型 Malmquist生产率指数 |
Study the Management Efficiency of Chinese Commercial Banks Based on Three - stage DEA and MALMQUIST Index Decomposition |
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| Institution: | MEI Guoping, GAN Jingyi, ZHU Sirong (1. Information Management College ,Jiangxi University of Finance and Economic, Nanchang,Jiangxi 330017; 2. Management Science and Engineering Research Center, Jiangxi Normal University, Nanchang, Jiangxi 330022, China) |
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| Abstract: | The operating efficiency of commercial banks has become one of the focuses of attention of the banking industry. The study makes Chinese 13 large and medium commercial banks as research objects,using three - stage DEA method and Malmquist index decomposition method,measuring and decomposing the operating efficiency and total factor productivity of Chinese’s commercial bank in 2005 - 2012. The study shows that market policies and environmental factors have large and differen-tiated impact on the operating efficiency. The main reason for banks’input redundancy is insufficient level of management within the banks. The overall scale efficiency of commercial banks has showed the tendency of improvement in the sample cases,due to the impact of the external environments such as subprime mortgage crisis,Europe’s debt crisis,etc. ,total factor productivity in commercial banks presented the following tendency：rising at the start,and then declining,and finally stably ris-ing again. The growth changes of total factor productivity in commercial banks derived from industry technology progresses. |
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| Keywords: | total factor productivity operating efficiency three - stage DEA model Malmquist pro-ductivity index |
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