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題名:中國大陸銀行業經營績效之研究--隨機邊界分析法之應用
書刊名:遠景基金會季刊
作者:鄭政秉 引用關係莊桓勛
作者(外文):Cheng, Cheng-pingDran, Huang-sheng
出版日期:2005
卷期:6:3
頁次:頁137-174
主題關鍵詞:中國大陸銀行業成本效率隨機邊界函數技術無效率世界貿易組織China's banking industryCost efficiencyStochastic frontiers functionTechnical inefficientWTO
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(9) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:6
  • 共同引用共同引用:90
  • 點閱點閱:58
雖然金融市場全面開放在即,但中國大陸銀行業卻仍然身陷於龐大不良資產與資本適足率不足的困境之中。因此,探討中國大陸主要銀行的經營效率和造成其無效率之因子,乃是一個重要的課題。本研究採用隨機邊界分析法,以19家中國大陸主要銀行為樣本,衡量1998-2002年共計五年間,中國大陸銀行業之經營效率。本研究的實證結果發現,中國大陸銀行業有幾項特徵:第一,歷史包袱沉重,因此成立年限愈長,愈無效率;第二,政策負擔過多,造成銀行放款愈多,經營愈無效率;第三,股份制商業銀行的效率普通優於政策性銀行,而政策性銀行的效率又優於四大國有行庫,顯示產權結構是影響銀行效率的關鍵性因素之一;第四,加入世界貿易組織後,銀行業整體之經營效率有提升之趨勢。
According to the contract with WTO, China must completely open her financial markets in 2007. However, there are still many serious problems in China's banking industry. It is doubt that the banks at China are capable of competing with relatively efficient international banks. Based on the data of “Annual Statistical Book of Chinese Banking” from 1998 to 2002, this paper uses Stochastic Frontiers Model to estimate the efficiency of 19 major banks in China. We specify a translog cost function with two outputs and three inputs to examine the cost inefficiency of China's banking industry. We find that (1) the amount of loan is a negative factor to account for the efficiency of the banks at China; (2) the revenue of business is a significantly positive factor to reduce the inefficiency of Chinese banking; (3) the age of bank is significantly positively correlated to cost inefficiency; (4) stock-shared banks are more efficient than state owned banks; (5) joining WTO is a positive force to improve the efficiency of China's banking industry.
期刊論文
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3.Rhoades, S. A.(1998)。The Efficient Effect of Bank Mergers: an Overview of Case Studies of Nine Mergers。Journal of Banking and Finance,22(3),273-291。  new window
4.Resti, A.(1998)。Regulation Can Foster Mergers, Can Mergers Foster Efficiency? The Italian Case。Journal of Economics and Business,50(2),157-169。  new window
5.Miller, Stephen M.、Noulas, Athanasios G.(1996)。The Technical Efficiency of Large Bank Production。Journal of Banking and Finance,20(3),495-509。  new window
6.邊裕淵(20040400)。中國大陸金融深化之研究。遠景基金會季刊,5(2),1-28。new window  延伸查詢new window
7.Favero, C. A.、Papi, L.(1995)。Technical efficiency and scale efficiency in the Italian banking sector: A nonparametric approach。Applied Economics,27(4),385-395。  new window
8.林炳文(2001)。臺灣地區商業銀行合併之效率分析。風險管理學報,3(1),1-21。new window  延伸查詢new window
9.Pitt, Mark M.、Lee, Lung-fei(1981)。The Measurement and Sources of Technical Inefficiency in the Indonesian Weaving Industry。Journal of Development Economics,9(1),43-64。  new window
10.Battese, George E.、Coelli, Timothy J.(1995)。A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data。Empirical Economics,20(2),325-332。  new window
11.Schmidt, Peter、Lovell, C. A. Knox(1979)。Estimating Technical and Allocative Inefficiency Relative to Stochastic Production and Cost Frontiers。Journal of Econometrics,9(3),343-366。  new window
12.Garden, Kaylee A.、Ralston, Deborah E.(1999)。The X-efficiency and Allocative Efficiency Effects of Credit Union Mergers。Journal of International Financial Markets, Institutions and Money,9(3),285-301。  new window
13.黃台心(19970300)。臺灣地區本國銀行成本效率之實證研究--隨機邊界模型之應用。人文及社會科學集刊,9(1),85-123。new window  延伸查詢new window
14.Farrell, Michael James(1957)。The Measurement of Productive Efficiency。Journal of the Royal Statistical Society: Series A (General),120(3),253-290。  new window
15.鄭秀玲、劉錦添、陳欽奇(19970300)。臺灣中小企業銀行的效率分析(1986-1994年)。經濟論文,25(1),69-95。new window  延伸查詢new window
16.Miller, Stephen M.、Kaparakis, E. I.、Noulas, Athanasios G.(1994)。Short-run Cost Inefficiency of Commercial Banks: A Flexible Stochastic Frontier Approach。Journal of Money, Credit and Banking,26(4),875-893。  new window
17.蔡蕙安(1998)。臺灣本國銀行之實證模型研究:涵括調整成本與多維風險之分析。臺灣經濟學會年會論文集,1997,249-277。  延伸查詢new window
18.黃鏡如、劉錦添(1994)。Estimation of Non-neural Stochastic Frontier Production Function。The Journal of Productivity Analysis,5,171-180。  new window
19.Reifschneider, D.、Stevenson, R.(1991)。Systematic Departures from the Frontier: Framework for the Analysis of Firm Inefficiency。International Economic Review,32(3),715-723。  new window
20.李西成、沈道震(2001)。中國大陸金融改革的立法精神與經濟考量。遠景季刊,2(2),47-96。new window  延伸查詢new window
21.李軍(1999)。國有商業銀行產權制度效率的探討。財經問題研究,1999(12),38-40。  延伸查詢new window
22.黃憲(1998)。中国银行业效率分析。国际金融研究,7,32-35。  延伸查詢new window
23.趙旭東、周軍民、蔣振聲(2001)。國有商業銀行效率的實證分析。国际金融研究,16(1),25-27。  延伸查詢new window
24.趙旭、凌亢(2001)。影响我国银行业效率因素的实证研究。決策借鑒,14(2),24-29。  延伸查詢new window
25.Cavallo, Laura、Rossi, Stefania P. S.(2001)。Scale and Scope Economies in the European Banking Systems。Journal of Multinational Financial Management,11(4),515-531。  new window
學位論文
1.蘇義淵(2001)。中國大陸銀行產業所有權型態與效率之研究,臺北縣。  延伸查詢new window
圖書
1.中國人民銀行(2002)。中國金融年鑑2002。中國金融年鑑2002。北京:中國人民銀行。  延伸查詢new window
2.(1998)。中國金融年鑑1998。中國金融年鑑1998。北京。  延伸查詢new window
3.(1999)。中國金融年鑑1999。中國金融年鑑1999。北京。  延伸查詢new window
4.(2000)。中國金融年鑑2000。中國金融年鑑2000。北京。  延伸查詢new window
5.(2001)。中國金融年鑑2001。中國金融年鑑2001。北京。  延伸查詢new window
6.中華人民共和國國家統計局(200409)。中國統計年鑑。北京:中國統計出版社。  延伸查詢new window
7.中國國家統計局(2002)。山東統計年鑑2002。山東統計年鑑2002。北京。  延伸查詢new window
8.(2001)。企業會計制度「2001」釋義及應用。企業會計制度「2001」釋義及應用。北京。  延伸查詢new window
9.(2001)。安徽金融年鑑。安徽金融年鑑。合肥。  延伸查詢new window
10.(2002)。安徽金融年鑑。安徽金融年鑑。合肥。  延伸查詢new window
11.(1998)。安徽金融年鑑。安徽金融年鑑。合肥。  延伸查詢new window
12.(2000)。安徽金融年鑑。安徽金融年鑑。合肥。  延伸查詢new window
13.Bowers, Tab、許葵生、黃偉權(2004)。亞洲銀行新未來。亞洲銀行新未來。臺北市。  延伸查詢new window
14.(1999)。安徽金融年鑑。安徽金融年鑑。合肥。  延伸查詢new window
15.胡鞍鋼、胡光宇(2004)。世界經濟中的中國:國內政策的挑戰。世界經濟中的中國:國內政策的挑戰。北京。  延伸查詢new window
16.(2004)。中國行業發展報告-銀行業。中國行業發展報告-銀行業。北京。  延伸查詢new window
17.胡堅(2003)。銀行業與銀行建構制度分析。中國与世界經濟發展報告(2003年):入世一年來中國經濟政策和市場環境。北京。  延伸查詢new window
其他
1.薛承泰(2004)。老人照顧老人 將是臺灣現象,http://ntu.edu.tw/~psc_news9312/120701.htm, 20041207。  延伸查詢new window
 
 
 
 
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