【作者】 应智明；

【导师】 许庆明；

【作者基本信息】 浙江大学 ， 政治经济学， 2003， 硕士

【摘要】 本文采用数据包络分析方法(Data Envelope Analysis，简称DEA)对我国商业银行X效率进行了分析，分别就规模效率、纯技术效率、配置效率以及综合效率进行实证及理论分析，研究了这些效率及其影响因素的相关性和作用机理。 首先，文章从银行机构数量、银行业市场结构和国民经济增长的角度探讨了规模效率，发现银行规模报酬递减的银行有机构缩减的趋势，规模报酬递增的银行有机构扩张的动力，机构数量与规模效率表现出了很强的一致性。银行业市场集中度越低，银行业整体效率值越高，此外，理论上国民经济增长速度越快，银行规模效率越高，但是实证并不能证明这一点有效。 其次，文章从产权结构、技术进步和金融创新的角度探讨了纯技术效率，发现股份制商业银行的纯技术效率总体上高于国有商业银行。技术进步对纯技术效率有显著的推动作用，但是实证表明金融创新水平对此却不尽然，这与我国金融创新处于工具创新的阶段有关。 第三，文章从银行内在因素、人力资源管理制度和产权机构及内部资源行政化管理的角度探讨了配置效率，发现银行的外部性和监督成本限制了配置效率，而且人力资源管理制度越市场化，内部资源配置越市场化，配置效率越高。研究还发现，产权结构对配置效率有很大的影响。 对综合效率的研究发现，造成国有商业银行效率相对较低的主要原因在于配置效率。更多还原

【Abstract】 The DEA (Data Envelope Analysis) is employed to serve X-efficiency solution of commercial banks in China in the paper. The SE (scale efficiency), PTE (pure technical efficiency), AE (allocative efficiency) and CE (cost efficiency) are presented in theoretic and empirical way, whose effect factors are also given. At the beginning, the SE is analyzed on the point of the bank branch number, banking concentration ratio and GDP growth rate. It is showed that when the bank is in DRS (i.e., decreasing return to scale), the branch number is in the trend of reduction, which is correlated to SE. And when banking concentration ratio gets lower, the banking average SE gets higher. And GDP growth rate is not correlative to SE according to the empirical result, though it is not so in theory. Secondly, the PTE is analyzed on the point of property right structure, technical improvement and financial innovation. It is discovered that the shared bank is better than the state owned in PTE because of shared property right structure, and technical improvement is helpful to PTE, but financial innovation is not in fact because current financial innovation is tool oriented in China. Thirdly, AE is analyzed on the point of internal factors of baink, HR (human resource) institution, property right structure and resource executive allocation. The internal factors include externalities and monitor cost. It is proved that when HR institution and resource allocation is more market oriented, AE is higher. And property right structure is crucial to AE. Finally, AE is proved to be the determinant of CE of commercial banks in China.更多还原