经济发展与国有商业银行利润效率

发布时间：2018-03-27 20:16

本文选题：国有商业银行　切入点：经济发展　出处：《上海经济研究》2011年10期

【摘要】：体制改革中国有商业银行盈利能力备受瞩目,以往认为盈利能力差的国有商业银行在世界金融危机期间成为世界最赚钱的银行。本文从不完全竞争厂商利润最大化角度设定随机前沿法利润效率分析模型,以财务盈利能力指标ROAA作为第三方检验标准,分析了1996至2010年我国商业银行利润效率与经济发展指标之间的联系。结果表明:国有商业银行利润效率历经高速增长2003年开始高于其他股份制商业银行;国有商业银行利润效率与GDP增长率和固定资产投资增长率强相关,与消费增长率弱相关;而股份制商业银行利润效率与宏观经济指标相关度弱。由此推断,后危机时代经济增长速度减缓将对国有商业银行利润效率形成较强冲击,而对股份制商业银行影响小,同时消费领域可能成为未来国有商业银行新的利润增长点。
[Abstract]:The profitability of state-owned commercial banks has attracted much attention in the reform of the system. In the past, state-owned commercial banks with poor profitability became the most profitable banks in the world during the world financial crisis. In this paper, a stochastic frontier method profit efficiency analysis model is established from the perspective of profit maximization of imperfect competitive firms. Taking the financial profitability index (ROAA) as the third party test standard, This paper analyzes the relationship between profit efficiency and economic development index of commercial banks in China from 1996 to 2010. The results show that the profit efficiency of state-owned commercial banks is higher than that of other joint-stock commercial banks since 2003. The profit efficiency of state-owned commercial banks is strongly related to the growth rate of GDP and investment in fixed assets, but weakly to the growth rate of consumption, while the profit efficiency of joint-stock commercial banks has a weak correlation with macroeconomic indicators. The slow down of economic growth in the post-crisis era will have a strong impact on the profit efficiency of state-owned commercial banks, while it will have little impact on the joint-stock commercial banks. Meanwhile, the consumption field may become a new profit growth point of state-owned commercial banks in the future.
【作者单位】：上海财经大学信息管理与工程学院;
【基金】：国家社会科学基金重大项目“保持经济稳定、金融稳定和资本市场稳定对策研究”(批准号:08&ZD036) 上海财经大学现代金融研究中心的资助
【分类号】：F124;F832.33;F224

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