中印商业银行效率比较研究
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摘要
近年来,由于中国与印度始终保持高速的经济增长,对世界经济产生日益重要的影响,因此,对于“龙”和“象”的比较分析成为人们关注的焦点。而促进银行业发展、推进银行业改革是中印国经济持续稳定发展的重要保证,尽管两国银行改革取得了很大的成绩,但是由于国家所有权将继续在银行业中占主导地位,中印两国所面临的主要挑战,是如何推动银行的商业化运作,提高商业银行的效率,进一步加快改革的步伐,促进国民经济的健康发展。
本文以中国和印度商业银行间效率比较作为研究主题,也正是希望在这一方面做一些有益的探索。本文在选取2002-2005年中印商业银行的相关指标数据的基础上,首先,从财务指标上对银行效率进行初步的分析,考察了静态的银行效率;其次,应用非参数绩效评价方法—数据包络分析(DEA)方法,重新界定银行业投入、产出的变量,建立DEA测算模型,从营运能力、获利能力、增长能力三方面测算了中印两国商业银行的DEA效率值,并将技术效率分解为规模效率和纯技术效率进行分析;然后,运用基于DEA模型的Malmquist指数测度了中印商业银行效率的动态变化,并进一步把指标分解为技术变化和效率变化指数进行分析;最后本文在对影响中国商业银行(主要是国有银行)效率的微观因素进行定性分析的基础上,提出中国进一步提升的途径,冀望能为提升中国商业银行尤其是国有商业银行的效率尽一份绵薄之力。
In recent years, because China and India maintained the high speed economical growth throughout, had day by day the important influence to the world economics, therefore, "dragon" and "elephant" the comparative analysis become the focus that people pay attention to. And how to promote the banking industry to develop and the advancement banking industry reform is the important guarantee which the China and India country economy continues to develop stably. Although both countries bank reform has obtained the very big result, but because the national property rights will continue in the banking industry to occupy the dominant position, China and India will face the main challenge, how to impel the commercialization operation of the bank, and enhance the commercial bank the efficiency, which further will speed up the pace of reform, will promote the national economy healthy development.
This article takes the research subject by Chinese and the Indian Commercial bank between the lines efficiency comparison, which also is precisely the hope that makes some beneficial explorations in this. This text carries on initial analysis to the bank efficiency from the finance index sign firstly, base on the related index sign data of commercial bank in the selection 2002-2005 years and investigated the bank efficiency of static state;Secondly, use the method-data of the efficiency evaluation of the application non- parameter--data Envelopment Analysis(DEA) method and redefine the measure varible of banking input and output, build up DEA models to calculate the efficienfies, compare the DEA efficiencies of two country commercial banks value from the operation ability, the accrual ability, the growth ability three aspects, and resolve the technique efficiency as scale efficiency and pure the technique efficiency carrying on analysis;Then, use the Malmquist index basing on DEA model to calculate the dynamic variety of commercial bank efficiency, and resolve the index sign further as technique efficiency variety and efficiency variety to carry on analysis;finally, basing on the qualitative analysis foundation of influences of the micro factor of Chinese commercial bank(mainly stateowned bank) efficiency, put forward the path that China promotes further the efficiensy of the Chinese commercial bank, look forward to do a humble effort for promoting the Chinese commercial bank , particularly stateowned commercial bank, to the utmost efficiency.
本文以中国和印度商业银行间效率比较作为研究主题,也正是希望在这一方面做一些有益的探索。本文在选取2002-2005年中印商业银行的相关指标数据的基础上,首先,从财务指标上对银行效率进行初步的分析,考察了静态的银行效率;其次,应用非参数绩效评价方法—数据包络分析(DEA)方法,重新界定银行业投入、产出的变量,建立DEA测算模型,从营运能力、获利能力、增长能力三方面测算了中印两国商业银行的DEA效率值,并将技术效率分解为规模效率和纯技术效率进行分析;然后,运用基于DEA模型的Malmquist指数测度了中印商业银行效率的动态变化,并进一步把指标分解为技术变化和效率变化指数进行分析;最后本文在对影响中国商业银行(主要是国有银行)效率的微观因素进行定性分析的基础上,提出中国进一步提升的途径,冀望能为提升中国商业银行尤其是国有商业银行的效率尽一份绵薄之力。
In recent years, because China and India maintained the high speed economical growth throughout, had day by day the important influence to the world economics, therefore, "dragon" and "elephant" the comparative analysis become the focus that people pay attention to. And how to promote the banking industry to develop and the advancement banking industry reform is the important guarantee which the China and India country economy continues to develop stably. Although both countries bank reform has obtained the very big result, but because the national property rights will continue in the banking industry to occupy the dominant position, China and India will face the main challenge, how to impel the commercialization operation of the bank, and enhance the commercial bank the efficiency, which further will speed up the pace of reform, will promote the national economy healthy development.
This article takes the research subject by Chinese and the Indian Commercial bank between the lines efficiency comparison, which also is precisely the hope that makes some beneficial explorations in this. This text carries on initial analysis to the bank efficiency from the finance index sign firstly, base on the related index sign data of commercial bank in the selection 2002-2005 years and investigated the bank efficiency of static state;Secondly, use the method-data of the efficiency evaluation of the application non- parameter--data Envelopment Analysis(DEA) method and redefine the measure varible of banking input and output, build up DEA models to calculate the efficienfies, compare the DEA efficiencies of two country commercial banks value from the operation ability, the accrual ability, the growth ability three aspects, and resolve the technique efficiency as scale efficiency and pure the technique efficiency carrying on analysis;Then, use the Malmquist index basing on DEA model to calculate the dynamic variety of commercial bank efficiency, and resolve the index sign further as technique efficiency variety and efficiency variety to carry on analysis;finally, basing on the qualitative analysis foundation of influences of the micro factor of Chinese commercial bank(mainly stateowned bank) efficiency, put forward the path that China promotes further the efficiensy of the Chinese commercial bank, look forward to do a humble effort for promoting the Chinese commercial bank , particularly stateowned commercial bank, to the utmost efficiency.
引文
[1] Berger, Hancock and Humphrey. Bank efficiency derived the profit function[J]. Journal of Banking and Finance. 1993.17. 317-347
[2] Berger, Humter. and Tirame.The efficiency of financial institutions: a review and preview of research past, present and future[J]. Journal of banking and finance. 1993,17.221-249
[3] Berger, Humphrey, Efficiency of financial institutions: International survey and directions for future research [J]. European Journal of Operational Research, 1997 (98): 175-212
[4] Kevin Rogers. Product Mix, Bank Powers and Complementarities at U.S. Commercial Banks[J]. Journal of Economics and Business. 1998. 50. 205-218
[5] Sheman, Gold. Bank branch operating efficiency: Evaluation with data envelopment analysis [J]. Journal of Banking and Finance, 1995 (2): 297-315
[6]Oral, M., Yolalan,R.An empirical study on measuring. operating efficiency and profitability of bank branches[J]. European Journal of Operational Research, 1990,Vol. 46 No. 3:282-294
[7] Zaim, Osman. The effect of financial liberalization on the efficiency of Turkish commercial banks .Applied Financial Economics: Aug 1995. Vol. 5, Iss. 4.
[8] ]Bhattacharyya, Arunava, Lovell, C A K, Sahay, Pankaj. The impact of liberalization on the productive efficiency of Indian commercial banks . European Journal of Operational Research: Apr 16, 1997. Vol. 98, Iss. 2.
[9]Kantor, Jeffrey, Maital, Shlomo. Measuring efficiency by product group integration DEA with activity-based accounting in a large Mideast bank. Elsevier. 1999.6
[10]Igor Jemric, Boris Vujcie. Efficiency of Banks in Croatia: A DEA Approach Comparative[J]. Economic Studies, XLIV, No. 2(Summer 2002),169-193
[11]Ihsan Isik,M.Kabir Hassan,2002.Technical,scale and allocative efficiencies of Turkish banking industry[J].Journal of Banking&Finance 26,719-766
[12]Kumbhakar,S.C.and Sarkar,S.(2003)'Deregulation,ownership,and productivity growth in the banking industry:Evidence from India',Journal of Money,Credit and Banking,Vol.35,pp.403-424.
[13]Milind,Sathye.Efficiency of banks in a developing economy:The case of India.Elsevier.2002.5
[14]魏煌,王丽.中国商业银行效率研究:一种非参数的分析[J].金融研究,2000.3
[15]赵旭,周军民,蒋振声.国有商业银行效率的实证分析[J].华南金融研究,2001.3
[16]秦宛顺,欧阳俊.中国商业银行业市场结构、效率和绩效[J].经济科学.2001.4
[17]赵旭,薛俊波,殷克东.基于DEA的商业银行竞争力分析[J].数量经济技术经济研究.2002.9
[18]张健华.我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J].金融研究.2003.3
[19]姚树洁,冯根福,姜春霞.中国银行业效率的实证分析[J].经济研究,2004.8
[20]白钦先.《金融可持续发展导论》[M].北京:中国金融出版社,2001年
[21]凌江怀.《货币金融学》[M].北京:中国经济出版社,2002.5
[22](美)帕特里克·T·哈克,斯塔夫罗斯·A·泽尼奥斯.徐诺金等译.《金融机构的绩效:效率、创新和监管》.北京:中国金融出版社,2005.1
[23]薛文才,余荔.《商业银行绩效考评》[M].北京:中国金融出版社,2004.5
[24]盛昭翰,朱乔,吴广谋.《DEA理论、方法与应用》[M].北京:科学出版社,1996
[25]韩文亮.《中国地方性银行效率分析》[M].北京:中国金融出版社,2000
[26]Charnes,A.,W.W.Cooper,E.Rhodes.Measuring the efficiency of decision making units[J].European Journal of Operational Research,1978,(2):429-444.
[27]Bankers,R.D.,A.Charnes,W.W.Cooper.Some models for estimating technical and scale inefficiencies in data envelopment analysis[J].Management Science,1984,(30):1078-1092.
[28]Sherman,H.D.,F.Gold.Bank Branch Operating Efficiency:Evaluation with Data Envelopment Analysis[J].Journal of Banking and Finance,1985,Vol.9,297-315.
[29]魏权龄.《评价相对有效性的DEA方法—运筹学的新领域》,北京:中国人民大学出版社,1988
[30]黄宪,王方宏.中国与德国的国有银行效率差异及其分析[J].世界经济,2003,(2):21-28
[31]熊剑、龚好.国有商业银行绩效评价指标研究[J].经济论坛,2004,14
[32]2006中国银行行业年度报告.中国银行协会,2007,3
[33]斯蒂芬·科亨.《大象和孔雀—解读印度大战略》[M].北京:新华出版社,2002:287
[34]李建军.《国有商业银行绩效评价理论、方法与实证》[M].北京:中国金融出版社,2004
[35]易纲,郭凯.中国银行业改革思路[J].经济学(季刊).2002.10:第2卷第1期:77-83页
[36]马德伦,张显球.中国国有银行制度演进德逻辑及其当代经济学论证[J].金融研究.2000.6:50-55
[37]王雪冰.国际金融报告(1999-2000).北京:经济科学出版社.2000,P157
[38]Edwin H.Neave.《Financial System-Princiles and Organisation》[M].Routledge1998
[39]姜建清.《美国银行业的科技革命》[M].上海:上海财经大学出版社,1999
[40]李华民.转轨过程中国有银行行为与效率问题解析[J].现代财经.2004.11:35-40
[41]黎红梅,刘莹.论中国商业银行的金融创新[J].湖南农业大学学报(社会科学版).2002.9:55-59
[2] Berger, Humter. and Tirame.The efficiency of financial institutions: a review and preview of research past, present and future[J]. Journal of banking and finance. 1993,17.221-249
[3] Berger, Humphrey, Efficiency of financial institutions: International survey and directions for future research [J]. European Journal of Operational Research, 1997 (98): 175-212
[4] Kevin Rogers. Product Mix, Bank Powers and Complementarities at U.S. Commercial Banks[J]. Journal of Economics and Business. 1998. 50. 205-218
[5] Sheman, Gold. Bank branch operating efficiency: Evaluation with data envelopment analysis [J]. Journal of Banking and Finance, 1995 (2): 297-315
[6]Oral, M., Yolalan,R.An empirical study on measuring. operating efficiency and profitability of bank branches[J]. European Journal of Operational Research, 1990,Vol. 46 No. 3:282-294
[7] Zaim, Osman. The effect of financial liberalization on the efficiency of Turkish commercial banks .Applied Financial Economics: Aug 1995. Vol. 5, Iss. 4.
[8] ]Bhattacharyya, Arunava, Lovell, C A K, Sahay, Pankaj. The impact of liberalization on the productive efficiency of Indian commercial banks . European Journal of Operational Research: Apr 16, 1997. Vol. 98, Iss. 2.
[9]Kantor, Jeffrey, Maital, Shlomo. Measuring efficiency by product group integration DEA with activity-based accounting in a large Mideast bank. Elsevier. 1999.6
[10]Igor Jemric, Boris Vujcie. Efficiency of Banks in Croatia: A DEA Approach Comparative[J]. Economic Studies, XLIV, No. 2(Summer 2002),169-193
[11]Ihsan Isik,M.Kabir Hassan,2002.Technical,scale and allocative efficiencies of Turkish banking industry[J].Journal of Banking&Finance 26,719-766
[12]Kumbhakar,S.C.and Sarkar,S.(2003)'Deregulation,ownership,and productivity growth in the banking industry:Evidence from India',Journal of Money,Credit and Banking,Vol.35,pp.403-424.
[13]Milind,Sathye.Efficiency of banks in a developing economy:The case of India.Elsevier.2002.5
[14]魏煌,王丽.中国商业银行效率研究:一种非参数的分析[J].金融研究,2000.3
[15]赵旭,周军民,蒋振声.国有商业银行效率的实证分析[J].华南金融研究,2001.3
[16]秦宛顺,欧阳俊.中国商业银行业市场结构、效率和绩效[J].经济科学.2001.4
[17]赵旭,薛俊波,殷克东.基于DEA的商业银行竞争力分析[J].数量经济技术经济研究.2002.9
[18]张健华.我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J].金融研究.2003.3
[19]姚树洁,冯根福,姜春霞.中国银行业效率的实证分析[J].经济研究,2004.8
[20]白钦先.《金融可持续发展导论》[M].北京:中国金融出版社,2001年
[21]凌江怀.《货币金融学》[M].北京:中国经济出版社,2002.5
[22](美)帕特里克·T·哈克,斯塔夫罗斯·A·泽尼奥斯.徐诺金等译.《金融机构的绩效:效率、创新和监管》.北京:中国金融出版社,2005.1
[23]薛文才,余荔.《商业银行绩效考评》[M].北京:中国金融出版社,2004.5
[24]盛昭翰,朱乔,吴广谋.《DEA理论、方法与应用》[M].北京:科学出版社,1996
[25]韩文亮.《中国地方性银行效率分析》[M].北京:中国金融出版社,2000
[26]Charnes,A.,W.W.Cooper,E.Rhodes.Measuring the efficiency of decision making units[J].European Journal of Operational Research,1978,(2):429-444.
[27]Bankers,R.D.,A.Charnes,W.W.Cooper.Some models for estimating technical and scale inefficiencies in data envelopment analysis[J].Management Science,1984,(30):1078-1092.
[28]Sherman,H.D.,F.Gold.Bank Branch Operating Efficiency:Evaluation with Data Envelopment Analysis[J].Journal of Banking and Finance,1985,Vol.9,297-315.
[29]魏权龄.《评价相对有效性的DEA方法—运筹学的新领域》,北京:中国人民大学出版社,1988
[30]黄宪,王方宏.中国与德国的国有银行效率差异及其分析[J].世界经济,2003,(2):21-28
[31]熊剑、龚好.国有商业银行绩效评价指标研究[J].经济论坛,2004,14
[32]2006中国银行行业年度报告.中国银行协会,2007,3
[33]斯蒂芬·科亨.《大象和孔雀—解读印度大战略》[M].北京:新华出版社,2002:287
[34]李建军.《国有商业银行绩效评价理论、方法与实证》[M].北京:中国金融出版社,2004
[35]易纲,郭凯.中国银行业改革思路[J].经济学(季刊).2002.10:第2卷第1期:77-83页
[36]马德伦,张显球.中国国有银行制度演进德逻辑及其当代经济学论证[J].金融研究.2000.6:50-55
[37]王雪冰.国际金融报告(1999-2000).北京:经济科学出版社.2000,P157
[38]Edwin H.Neave.《Financial System-Princiles and Organisation》[M].Routledge1998
[39]姜建清.《美国银行业的科技革命》[M].上海:上海财经大学出版社,1999
[40]李华民.转轨过程中国有银行行为与效率问题解析[J].现代财经.2004.11:35-40
[41]黎红梅,刘莹.论中国商业银行的金融创新[J].湖南农业大学学报(社会科学版).2002.9:55-59
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