摘要
股份制商业银行在当代商业银行体系中已居于主体地位．利用数据包络分析（DEA）方法，对我国10家股份制商业银行1997～2004年的效率作了评价．在此基础上，运用Tobit模型，对股份制商业银行效率的影响因素作了分析．实证分析结果表明，资产获利能力与银行效率显著正相关，存贷比率与银行效率显著负相关．为了提高效率，银行应当切实提高资产质量，努力寻求流动性与盈利性的均衡发展．研究还发现，上市银行的效率明显高于非上市银行，应当积极推动非上市银行上市．
Joint-stock commercial bank has been a principal form of the contemporary commercial bank system. This paper evaluates efficiency of China＇ s 10 joint-stock commercial banks from 1997 to 2004 using the data envelopment analysis （DEA）. The Tobit model is applied to analyze the factors affecting efficiency. The result shows that asset profitability is positively related to efficiency of these banks, while the ratio between loans and deposits is negatively related to the efficiency. Both relations are significant. In order to improve efficiency, banks should improve asset quality and maintain balance between profitability and liquidity. Moreover, performance of listed banks is better than that of non-listed banks in terms of efficiency. Therefore it is beneficial to encourage non-listed banks to go public.
出处
《上海大学学报（自然科学版）》
CAS
CSCD
北大核心
2009年第4期436-440,共5页
Journal of Shanghai University:Natural Science Edition
关键词
股份制商业银行
效率
数据包络分析
TOBIT模型
joint-stock commercial banks
efficiency
data envelopment analysis （DEA）
Tobit model
