“三重底线”下中国商业银行经营效率及其影响因素分析

doi:10.16381/j.cnki.issn1003-207x.2019.08.003

摘要/Abstract

摘要： 银行业在我国经济中扮演着重要的角色。在现今可持续发展理念的倡导下，单一维度的银行效率评价已经难以适应时代的需要。为此，本文基于"三重底线"视角分别构建了中国商业银行经济、社会与环境效率指标，通过SBM-DEA模型对中国商业银行的"三重效率"进行了测算分析，并运用SBM-Pearson分析法初步揭示了中国商业银行三重效率间的关系，之后再利用SBM-SUR计量模型对影响中国商业银行三重效率的因素作了进一步的探究。研究结果表明：（1）中国商业银行中股份制商业银行与城市商业银行在经济效率、社会效率上表现突出，而国有商业银行表现不佳。但是在环境效率方面，国有商业银行后来居上表现强劲。（2）中国商业银行间三重效率并不存在相互冲突，社会效率、环境效率与经济效率之间有着显著的正相关关系，但是并没有发现社会效率与环境效率之间存在显著的联系。（3）在经济效率方面，资产规模、运营年限、银行类型以及资产回报率均对其有着显著的正向影响；不同的银行类型对社会效率有着不同程度的显著影响；在环境效率方面，资产规模与银行类型也对其影响显著。

关键词: 商业银行, 运营效率, 数据包络分析, 三重底线

Abstract: The bank industry has played a very important role in our economy. With the need of sustainable development, the evaluation of bank efficiency is hard to be proceded from a single dimension. Based on the concept of the triple bottom line, the indexes are proposed to evaluate economic, social and environmental efficiency of Chinese commercial bank, respectively. SBM-DEA models are adopted to gauge the efficiency of bank industry in three dimensions. SBM-Pearson models are used to examine the relationships of the three efficiency scores. SBM-SUR models are selected to identify the factors of influencing the three efficiency scores. The results show that:(1) the joint-stock commercial banks and the urban commercial banks appear to be more efficient than the state-owned commercial banks in economic and social efficiency, but in the aspect of environmental efficiency, the state-owned commercial banks become more efficient than others. (2) there is no conflict of the three efficiency scores in Chinese commercial bank and the relationship among economic, social, and environmental efficiency is significant positive, but we have not found any significant relations between social and environmental efficiency. (3) in terms of influencing factors, the asset size, operational ages, types of bank and return on asset have significant positive influence on economic efficiency; different types of bank have different influence on social efficiency, and meanwhile, the asset size and types of bank also have significant influence on environmental efficiency.

Key words: commercial bank, operational efficiency, data envelopment analysis, triple bottom line

中图分类号:

F832

夏琼, 杨峰, 吴华清. “三重底线”下中国商业银行经营效率及其影响因素分析[J]. 中国管理科学, 2019, 27(8): 26-36.

XIA Qiong, YANG Feng, WU Hua-qing. The Operational Efficiency and Analysis of Influencing Factors of Chinese Commercial Bank: Perspective of “Triple Bottom Line”[J]. Chinese Journal of Management Science, 2019, 27(8): 26-36.

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