中国上市银行的经营能力与风险能力提升研究——基于管理策略的非径向DEA方法

发布时间：2018-05-08 23:30

本文选题：规模报酬 + 规模损害　；参考：《重庆大学学报(社会科学版)》2017年06期

【摘要】：研究利用结合管理策略的自然可处置和管理可处置非径向DEA方法测度了中国16家上市银行2006-2012年期间的规模报酬(returns to scale,RTS)和规模损害(damages to scale,DTS)程度。测度结果表明:除平安银行、华夏银行和光大银行可通过扩大投入规模改善经营能力外,中信银行、浦发银行和所有国有上市银行应通过压缩投入规模或改善管理水平提高经营能力,改善目前管理水平是其他股份制上市银行提高经营能力的最佳策略;南京银行、北京银行、宁波银行和平安银行可在扩大投入规模经营时保持较高的风险能力,其他上市商业银行应通过减少投入或改善风险管理水平提高风险能力。总体而言,国有上市银行存在投入过度的情况,其过多的投入不仅抑制其提升经营能力,还阻碍其改进风险能力。
[Abstract]:In this paper, the natural and manageable non-radial DEA methods combined with management strategy are used to measure the return to scale returns and scale damages to scale DTSs of 16 listed banks in China from 2006 to 2012. The results show that in addition to Ping an Bank, Huaxia Bank and Everbright Bank can improve their ability to operate by expanding the scale of investment, CITIC Bank, Pudong Development Bank and all state-owned listed banks should improve their management ability by reducing the scale of investment or improving their management level. Improving the current management level is the best strategy for other joint-stock listed banks to improve their management capacity. Ningbo Bank and Ping an Bank can maintain high risk ability when expanding investment scale. Other listed commercial banks should improve risk ability by reducing investment or improving risk management level. In general, there is excessive investment in state-owned listed banks, which not only inhibits their ability to improve their management ability, but also hinders their ability to improve their risk.
【作者单位】：中山大学管理学院;闽南师范大学商学院;江西财经大学统计学院;
【基金】：国家社会科学基金重大项目“空间经济学在中国的理论与实践研究”(13&ZD166) 福建省中国特色社会主义理论体系研究中心一般项目“推动福建产业转型升级的创新机制与对策研究”(D10)
【分类号】：F830.42;F832.33

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