基于数据包络分析方法的上市银行盈利效率研究

发布时间：2018-05-11 19:43

本文选题：盈利效率 + 商业银行　；参考：《数理统计与管理》2017年06期

【摘要】：银行是我国金融市场的主导力量。银行的一举一动对金融市场,乃至整体经济运行均有重要的影响。特别是在经济进入新常态,金融深化改革的新环境下,研究银行的效率,既是银行发展的内在需要,也是宏观经济的必然需求。本文基于银行所有者的角度,以资本金和不良贷款作为投入,利息收入和非利息收入作为产出,测算2015年16家上市银行的盈利效率,结果表明:上市银行盈利的纯技术效率普遍较高,规模效率受规模因素影响较显著;国有商业银行的规模效率低,导致其技术效率偏低。对于大型银行,规模已经成为影响盈利技术效率的重要因素之一。
[Abstract]:The bank is the leading force of our country's financial market. The bank's every move to the financial market, and even the overall economic operation has an important impact. Especially in the new environment of economic entering into the new normal and financial deepening reform, the study of bank efficiency is not only the internal need of bank development, but also the inevitable demand of macro economy. From the perspective of bank owners, this paper measures the profit efficiency of 16 listed banks in 2015, taking capital and non-performing loans as inputs, interest income and non-interest income as output. The results show that the pure technical efficiency of the listed banks is generally high, the scale efficiency is significantly affected by the scale factor, and the scale efficiency of the state-owned commercial banks is low, which leads to the low technical efficiency. For large banks, scale has become one of the important factors affecting the efficiency of profit technology.
【作者单位】：北京工业大学应用数理学院;首都社会建设和社会管理协同创新中心;
【基金】：北京市委组织部优秀人才项目(2014000020124G047) 17内涵发展定额-引进人才科研启动费北京工业大学基础研究基金中国博士后科学基金资助项目(2015M580026) 高等学校博士学科点专项科研基金(20131103120027) 北京市教育委员会科技计划一般项目(KM201610005020)
【分类号】：F224;F830.42;F832.3

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