基于Malmquist模型的我国商业银行效率演化的实证分析

银行效率是银行业竞争力的集中体现,同时也是一国经济发展内在质量的重要标志。本文首先应用DEA方法对我国商业银行效率演化Malmquist指数进行测算,评估了我国商业银行技术效率动态演化情况。在此基础上,借助于方差分析方法、相关性分析方法,对影响商业银行效率的外部因素做出分析;不同于传统的二阶段Tobit方法,本文以Malmquist指数界定效率的增长率作因变量,借助于多元线性回归方法,对影响现阶段商业银行效率提高的内在关键因素做出探讨。得出：产权、市场竞争度、银行的规模、业务创新能力、资源配置能力和人力资本质量对银行效率有显著影响,并以此提出相应的发展建议。

Malmquist Index Method-based Empirical Analysis of Commercial Bank Efficiency Evolvement in China

Bank efficiency is a direct indicator of sign of inherent developing quality of a country banking competitiveness as well as an important Firstly DEA models are used to measure the Malmquist index of commercial bank efficiency evolvement in China, and consequently the dynamic evolving process of bank efficiency analyzed. Based on the above preliminary achievements and through variance analysis and covariance methods, a discussion is made on the outside influential factors. Unlike in traditional two-stage Tobit method, efficiency growth rate defined by means of Malmquist index is regarded herein as dependent variable; Then more analyses are done to find out internal factors affecting commercial bank＇s efficiency through multivariable linear regression.. Conclusions are given that bank efficiency elevation is greatly influenced by structures in property rights, competition pressure, bank scale, innovativeness, resource allocation ability and quality of manpower.