我国政策性银行效率影响因素及收敛性研究

Research on Efficiency Influencing Factors and Convergence in China's Policy-based Banks

中文关键词:  政策性银行  银行效率  DEA超效率模型  Tobit模型  收敛性  收敛检验

英文关键词:policy-based banks  bank efficiency  DEA super-efficiency model  Tobit model  convergence  convergence test

中文摘要:

      提高政策性银行效率是实现其市场化改革和资源合理配置的必然选择。文章利用 DEA 超效率模型测算我国2000—2014年三家政策性银行的效率值,并采用Tobit回归模型对我国政策性银行效率的影响因素进行了深入的探讨。结果表明,除了成本管控能力外,资产质量、银行规模、稳定性、资产配置能力和人力资本质量等因素都对政策性银行效率具有显著的正向促进作用。在此基础上,通过收敛性模型进行检验,发现我国政策性银行效率存在绝对β收敛和条件β收敛。最后,根据相关实证结论提出可行性政策启示。 

英文摘要:

      Improving the efficiency of policy-based banks is a logical choice for its market-oriented reform and rational allocation of resources. This article makes use of the super-efficiency DEA model to calculate the efficiency value of the three policy banks in China during the period from 2000 to 2014. Moreover, it adopts the Tobit regression model and convergence test to explore the convergence and influencing factors for the efficiency of policy banks. The results show that, in addition to the ability of cost control, all the factors such as asset quality, bank size, stability, ability of asset allocation, quality of human capital, etc. have a significantly positive role in promoting the efficiency of policy banks. On that basis, this article finds that absolute β convergence and conditional β convergence exist in the efficiency of policy banks by the convergence test. Finally, the feasible policy implications are put forward according to the relevant empirical conclusions. 