不良贷款约束下的中国上市商业银行效率和全要素生产率研究——基于SBM方向性距离函数的实证分析
发布时间：2018-10-22 15:43
【摘要】：本文运用SBM方向性距离函数和Luenberger生产率指标测度了2003～2009年中国11家上市商业银行不良贷款约束下的效率和全要素生产率增长,并对影响效率和全要素生产率的宏观因素进行了实证分析。研究结果发现:股份制商业银行的效率优于大型商业银行,非利息收入和不良贷款是银行无效率的主要来源;中国银行业的全要素生产率是增长的,股份制商业银行的全要素生产率高于大型商业银行,主要体现在规模效率变化和技术规模变化;外资银行的进入和M_2的供给增长对中国银行业的发展起到推动作用。
[Abstract]:This paper uses SBM directional distance function and Luenberger productivity index to measure the growth of efficiency and total factor productivity (TFP) of 11 listed commercial banks in China from 2003 to 2009 under the constraint of non-performing loans. The macro factors affecting efficiency and total factor productivity are analyzed empirically. The results show that the efficiency of joint-stock commercial banks is better than that of large commercial banks, non-interest income and non-performing loans are the main sources of bank inefficiency, and the total factor productivity of Chinese banking industry is increasing. The total factor productivity of joint-stock commercial banks is higher than that of large commercial banks, which is mainly reflected in the change of scale efficiency and technological scale, and the entry of foreign banks and the increase of MII supply play a role in promoting the development of Chinese banking industry.
【作者单位】： 暨南大学经济学院;
【基金】：教育部人文社科项目(08JC790047)、(09YJC790121)和(10YJA790103) 中央高校基本科研业务费专项资金(10JYB2025) 国家自然基金项目(70873051)资助
【分类号】：F224;F832.4
[Abstract]:This paper uses SBM directional distance function and Luenberger productivity index to measure the growth of efficiency and total factor productivity (TFP) of 11 listed commercial banks in China from 2003 to 2009 under the constraint of non-performing loans. The macro factors affecting efficiency and total factor productivity are analyzed empirically. The results show that the efficiency of joint-stock commercial banks is better than that of large commercial banks, non-interest income and non-performing loans are the main sources of bank inefficiency, and the total factor productivity of Chinese banking industry is increasing. The total factor productivity of joint-stock commercial banks is higher than that of large commercial banks, which is mainly reflected in the change of scale efficiency and technological scale, and the entry of foreign banks and the increase of MII supply play a role in promoting the development of Chinese banking industry.
【作者单位】： 暨南大学经济学院;
【基金】：教育部人文社科项目(08JC790047)、(09YJC790121)和(10YJA790103) 中央高校基本科研业务费专项资金(10JYB2025) 国家自然基金项目(70873051)资助
【分类号】：F224;F832.4
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