CAJ | 학술논문

本文对2004年以来上市商业银行的全要素生产率情况进行了实证分析。采用“中介法”，选取利息收入、非利息收入和贷款总额为产出指标，利息支出、营业支出和存款总额为投入指标。以11家主要上市商业银行2004-2008年的投入产出数据和基于DEA的Malmquiat生产率指数法，对上市商业银行的全要素生产率进行测算和分解。实证结果表明：（1）2004年以来，上市商业银行全要素生产率总体略有下降。其中，技术变化出现下降，而纯技术效率和规模效率略有提高；（2）技术变化指数的下降与宏观调控、货币信贷政策等有关；（3）股份制改造有助于商业银行经营效率的提高，而各银行规模效率的蛮动世、基本符合企业发展的一般规律。
본문대2004년이래상시상업은행적전요소생산솔정황진행료실증분석。채용“중개법”，선취이식수입、비이식수입화대관총액위산출지표，이식지출、영업지출화존관총액위투입지표。이11가주요상시상업은행2004-2008년적투입산출수거화기우DEA적Malmquiat생산솔지수법，대상시상업은행적전요소생산솔진행측산화분해。실증결과표명：（1）2004년이래，상시상업은행전요소생산솔총체략유하강。기중，기술변화출현하강，이순기술효솔화규모효솔략유제고；（2）기술변화지수적하강여굉관조공、화폐신대정책등유관；（3）고빈제개조유조우상업은행경영효솔적제고，이각은행규모효솔적만동세、기본부합기업발전적일반규률。
Empirical study is made on the total factor productivity of listed conanercial banks since 2004. Following intermediation approach, ＂Interest Income＂, ＂Non-interest Income＂, and ＂Total Loans＂ are chosen to be output indices, while ＂Interest Expenditure＂, ＂Operational Expenditure＂ and ＂Total Deposits＂ input indices. Input-output data of 11 listed commercial banks from 2004 to 2008 are collected. Empirical study was made with the methods of Malmquist Productivity Index based on DEA. The results show that：（1） the total factor productivity for the commercial banks decrease slightly with a fairy significant decrease in technical change and a small increase in both pure efficiency change and scale change; （2） Decrease of technical change could be attributed to Macro-control and the adjustment of monetary and regulatory policies; （3） Shareholding reforms improve the operating efficiency of commercial banks, and the scale change of each bank is conformed to the general rule of enterprises development.