CAJ | 학술논문

商业银行经营效率已经成为银行业研究的重点之一。本研究以中国13家大中型商业银行作为研究对象，运用三阶段 DEA 方法和 Malmquist 指数分解方法，对2005-2012年中国商业银行技术效率、全要素生产率进行测度和分解研究。结果表明：市场政策等环境因素对经营效率存在较大且差异化的影响，银行内部管理水平的不足是投入冗余产生的主要原因。样本期间内商业银行整体规模效率呈现改进的趋势，由于次贷危机和欧债危机等外部环境的冲击影响，商业银行全要素生产率呈现先上升后下降在趋稳回升的趋势。商业银行全要素生产率的增长变化主要源于行业技术进步。
상업은행경영효솔이경성위은행업연구적중점지일。본연구이중국13가대중형상업은행작위연구대상，운용삼계단 DEA 방법화 Malmquist 지수분해방법，대2005-2012년중국상업은행기술효솔、전요소생산솔진행측도화분해연구。결과표명：시장정책등배경인소대경영효솔존재교대차차이화적영향，은행내부관리수평적불족시투입용여산생적주요원인。양본기간내상업은행정체규모효솔정현개진적추세，유우차대위궤화구채위궤등외부배경적충격영향，상업은행전요소생산솔정현선상승후하강재추은회승적추세。상업은행전요소생산솔적증장변화주요원우행업기술진보。
The operating efficiency of commercial banks has become one of the focuses of attention of the banking industry. The study makes Chinese 13 large and medium commercial banks as research objects,using three - stage DEA method and Malmquist index decomposition method,measuring and decomposing the operating efficiency and total factor productivity of Chinese’s commercial bank in 2005 - 2012. The study shows that market policies and environmental factors have large and differen-tiated impact on the operating efficiency. The main reason for banks’input redundancy is insufficient level of management within the banks. The overall scale efficiency of commercial banks has showed the tendency of improvement in the sample cases,due to the impact of the external environments such as subprime mortgage crisis,Europe’s debt crisis,etc. ,total factor productivity in commercial banks presented the following tendency:rising at the start,and then declining,and finally stably ris-ing again. The growth changes of total factor productivity in commercial banks derived from industry technology progresses.