摘要
本文采用我国2008-2017年16家主要商业银行的面板数据,运用Super-SBM DEA模型对商业银行的经营效率进行测度,并通过固定效应模型和面板门槛模型考察了收入多元化对银行经营效率的影响。研究结果结果表明:受宏观经济环境和政策的影响,我国商业银行整体技术效率偏低,且技术效率上股份制银行>城商行〉国有制银行;收入多元化与银行效率之间存在显著的非线性关系,当银行资产规模较小时,收入多元化不利于银行经营效率的提高,而当资产规模较大时,收入多元化对银行的经营效率起促进作用。在此基础上为现阶段我国不同规模商业银行发展提出了政策建议:小型银行应优先巩固发展传统信贷业务,着力做大银行规模,增强银行实力,为后续发展收入多元化业务打下坚实基础:大型银行应积极推进收入多元化进程,加大业务转型力度,拓展多元化收入来源,提高银行经营效率。
This paper adopts the panel data of 16 major commercial banks in China from 2008 to 2017.It is investment-oriented and uses the Super-SBM DEA model to measure the operational efficiency of commercial banks,and investigates the impact of income diversification on bank operation efficiency through the fixed effect model and the panel threshold model.The results of the research show that the overall technical efficiency of China’s commercial banks is low due to the macroeconomic environment and policies,and the technical efficiency of the joint-stock banks>city commercial banks>state-owned banks;there is significant nonlinearity between income diversification and bank efficiency:when the bank assets are small,the income diversification is not conducive to the improvement of bank operation efficiency,and when the assets are large,the income diversification will promote the bank’s operation efficiency.On this basis,it puts forward policy recommendations for the development of commercial banks of different scales in China at this stage:small banks should continue to consolidate the development of traditional credit business,focus on expanding the scale of banks and strengthen the strength of banks:large banks should actively promote the process of income diversification and increase Business transformation efforts to improve bank operating efficiency.
作者
李海
卢方元
Li Hai;Lu Fangyuan
出处
《投资研究》
CSSCI
北大核心
2019年第2期14-29,共16页
Review of Investment Studies
基金
河南省软科学重点项目“河南省现代创新体系建设路径研究”(172400410001)
关键词
商业银行
经营效率
收入多元化
面板门槛模型
Commercial Bank
Operating Efficiency
Income Diversification
Panel Threshold Model
