CAJ | 학술논문

本文首先选取16家上市银行2008-2013年的财务数据作为样本，运用DEA-Malmquist方法，得出了我国商业银行五个主要的效率指标：技术效率、技术水平、纯技术效率、规模效率与全要素生产效率的变化。随后按照外资参股比例的高低分组，运用Tobit回归模型，研究宏观经济环境、公司治理等因素对商业银行以上五个效率指标的影响。研究结果表明：对外资参股比例较高的商业银行而言，较窄存贷差的宏观环境能凸显其技术优势；中等外资参股水平的银行需增加人力投入以获取效率提升；对于低外资参股比例银行，应扩大所有者权益，找到资金投入的合理规模。
본문수선선취16가상시은행2008-2013년적재무수거작위양본，운용DEA-Malmquist방법，득출료아국상업은행오개주요적효솔지표：기술효솔、기술수평、순기술효솔、규모효솔여전요소생산효솔적변화。수후안조외자삼고비례적고저분조，운용Tobit회귀모형，연구굉관경제배경、공사치리등인소대상업은행이상오개효솔지표적영향。연구결과표명：대외자삼고비례교고적상업은행이언，교착존대차적굉관배경능철현기기술우세；중등외자삼고수평적은행수증가인력투입이획취효솔제승；대우저외자삼고비례은행，응확대소유자권익，조도자금투입적합리규모。
Firstly, this paper selects financial data of 16 listed banks from 2008 to 2013 as the input and uses DEA-Malmquist method to get five main efficiency factors impacting commercial banks in China, namely, technical efficiency, technological level, pure technical efficiency, scale efficiency and total factor productivity. Then accord-ing to the proportions of foreign equity,we use Tobit regressions to study the influence of the factors such as the macro-economic environment,the corporate governance of commercial banks on the five efficiency indicators, find reasons for the efficiency changes and finally seek strategies to promote the competitiveness of China’s commercial banks. Em-pirical researches show that for banks with high proportion of foreign equities, a narrow credit and loan interest rates gap could highlight its advantages;for banks with moderate proportion of foreign equities, they need to increase man-power investment to gain efficiency;for banks with low proportion of foreign equities,they should increase the equity/bond ratios to find the best scale of equity investment.