开放条件下中资银行业效率与金融安全分析——基于超越对数利润函数形式的SFA模型
发布时间:2018-11-23 21:14
【摘要】:通过引入对外开放变量对误差无效率模型进行了改进,并在Translog函数形式的SFA模型基础上采用BC(1995)一步估计法对开放条件下我国15家中资银行2000~2008年的银行利润效率进行了分析。研究结果显示,外资持股比例、入股外国机构比例对银行利润效率存在明显的推动作用,但是前者的影响要更为显著。结论认为,为了能在安全、开放和改革三者之间寻求平衡,使对外开放发挥积极作用,必须进一步完善监管体制,改进监管方法。
[Abstract]:The error inefficiency model is improved by introducing the open variable. Based on the SFA model in the form of Translog function, the profit efficiency of 15 Chinese banks in China from 2000 to 2008 is analyzed by BC (1995) one-step estimation method. The results show that the proportion of foreign ownership and the proportion of foreign institutions have a significant role in promoting the efficiency of bank profits, but the former has a more significant impact. The conclusion is that in order to find a balance among safety, opening up and reform, and to make the opening to the outside world play a positive role, we must further improve the supervision system and methods.
【作者单位】: 重庆大学经济与工商管理学院;重庆大学可持续发展研究院;
【基金】:国家社会科学基金项目“和谐社会的微观基础”(07BJY017)
【分类号】:F832;F224
[Abstract]:The error inefficiency model is improved by introducing the open variable. Based on the SFA model in the form of Translog function, the profit efficiency of 15 Chinese banks in China from 2000 to 2008 is analyzed by BC (1995) one-step estimation method. The results show that the proportion of foreign ownership and the proportion of foreign institutions have a significant role in promoting the efficiency of bank profits, but the former has a more significant impact. The conclusion is that in order to find a balance among safety, opening up and reform, and to make the opening to the outside world play a positive role, we must further improve the supervision system and methods.
【作者单位】: 重庆大学经济与工商管理学院;重庆大学可持续发展研究院;
【基金】:国家社会科学基金项目“和谐社会的微观基础”(07BJY017)
【分类号】:F832;F224
【参考文献】
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