摘要
随着利率市场化进程步入快车道,商业银行需要不断寻找资源要素配置整合的最佳方案以实现全要素生产率的持续增长。本文引入投入要素价格构建成本效率、配置效率框架下全要素生产率Malmquist指数模型,研究了35家上市银行2016-2018年成本效率与配置效率框架下的全要素生产率。研究发现,商业银行成本效率低的原因主要在于技术效率与配置效率的变化;资源配置的技术退步造成了资源配置全要素生产率下降,而配置全要素生产率下降又是成本全要素生产率水平下降的主要原因。同时按照成本效率与成本全要素生产率两个维度将样本银行分为4种类型,并根据划入类型的不同提出差异化的管理措施。
The process of interest rate marketization has entered the fast lane,and commercial banks need to continuously find the best plan for the allocation and integration of resources and factors to realize the sustained growth of total factor productivity.Based on the total factor productivity Malmquist index model within the framework of cost efficiency and allocation efficiency,the paper studies 35 listed banks from 2016 to 2018 the allocation efficiency and total factor productivity,cost total factor productivity is decomposed into the cost efficiency changes,technical efficiency change,cost efficiency technology progress,technical progress.It is found that the low cost efficiency of sample banks comes from two aspects:technical efficiency and allocation efficiency.The decrease of total factor productivity of allocation is the main reason for the decrease of cost total factor productivity.The allocation technical degradation results in the decline of allocation total factor productivity of resource.At the same time,according to the two dimensions of cost efficiency and total factor productivity,the sample banks are divided into four types,and different management measures should be taken.
作者
刘一
LIU Yi(Asset and Liability Management Department of Chongqing Rural Commercial Bank)
出处
《当代金融研究》
2020年第2期12-23,共12页
Journal of Contemporary Financial Research
基金
国家社科基金一般项目“基于微观主体行为视角下的货币政策与宏观审慎政策协调机制研究基金”(19BJL025)。
关键词
商业银行
数据包络分析
配置效率
全要素生产率
Commercial Bank
Data Envelopment Analysis
Allocation Efficiency
Total Factor Productivity
作者简介
刘一,重庆农村商业银行股份有限公司总行资产负债管理部,管理学博士,兼任四川师范大学商学院硕士研究生导师,研究领域:商业银行管理会计、资产负债管理、全面预算管理、绩效管理。
