I
中国股份制商业银行与城市商业银行的效率比较分析
摘要
在国际金融环境不断全球化和自由化的背景之下,商业银行作为金融体系的最重
要组成部分，受到越来越多人士的关注。而银行效率的高低是银行经营状况与市场竞
争力的评价指标。在我国，自2013年以来，余额宝理财、京东金融、众筹融资和各
类共享单车等新出现的互联网金融业务发展十分迅猛。其规模的持续扩大必将对传统
银行业造成一定冲击。加上从2016年开始的国内金融去杠杆改革，也会对银行业的
核心资产负债业务造成影响，进而影响到银行的利润率水平以及经营效率的增长。通
过对银行效率的测度能为提高我国商业银行效率提供科学的实践依据,是确保中国金
融市场健全发展、维持经济环境稳定的重要手段,也是促进金融国际化、现代化的必
然选择。因此,研究中国商业银行效率及其影响因素具有重要的现实意义
本文在参考已有研究的基础上，通过分析比较银行效率的相关研究方法和工具，
使用数据包络分析法（DEA）对我国股份制商业银行和城市商业银行的技术效率进行
测度。先通过自抽样方法对指标数据的规模报酬效应进行检验和确认，根据其结果选
择合适的DEA模型进行商业银行效率的估计,对估计的效率结果再次使用自抽样方法
进行误差修正，使DEA测度的效率结果具有一致性。对得到的实证结果进行比较分析
后发现：（1）误差修正前，2013至2014年我国商业银行的总体效率均值较高，达
到了0.892。其中，股份制商业银行的效率值更是达到0.964，要高于城市商业银行
的0.884。（2）误差修正后，两年间我国商业银行的效率仍然维持了较高水平，达
到0.822。这说明我国商业银行的总体经营状况较好，对资源配置较为合理，行业处
于健康发展的轨道上。同时，股份制商业银行的技术效率仍然高于城市商业银行，这
可能是因为股份制商业银行具有更好的规模效应。但二者差距有所减小，城市商业银
行未来仍具有很大发展空间。（3）针对两年间我国股份制商业银行的综合效率均值
高于城市商业银行的综合效率均值的假设进行必要的统计性检验，结果显示在5%的
显著性水平下假设显著成立
最后，结合当下国内外金融环境以及当下我国银行业发展的阶段性特点，对我国
商业银行尤其是股份制商业银行和城市商业银行的经营提出若干政策建议，以期对未
来商业银行效率的提升起到一定促进作用
关键词：股份制商业银行，城市商业银行，效率，数据包络分析，自体抽样
II
A Comparative Study on Efficiency of Joint-stock
and City Commercial Banks in China
Abstract
Under globalization and liberalization of the international financial environment, the
operation situation of commercial banks has drown more and more attentions, which are
the most important part of financial system. And the efficiency of banks is properly the
index representing concentrated reflection of their operation as well as the ensure of banks’
healthy development. Since 2013, online finance such as Yu Ebao, Jingdong Finance, the
crowd funding, Shared bicycle and so on has developed rapidly. And deleveraging
of our financial has carried out since 2016.Those two issues must have some influence on
the traditional banks. For instance, the rate of banks’ profit and the increase of efficiency of
banks would be affected and going slower. So that it’s essential to estimate the efficiency
of bank. Estimation will help researchers to know the difference among different kinds of
bank, which provides scientific practical basis for raising banks efficiency of our country.
It is also an essential approach to secure the overall development of Chinese financial
market and the steady of economic environment. It is also the inevitable choose of
promoting financial globalization and modernization. Thus, the study of China’s
commercial banks efficiency and their affecting factors has the vital practical significance.
On the basis of consulting existing research, this paper choose data envelopment
analysis method to estimate Joint-stock and City Commercial Banks’ technological
efficiency in China. Firstly, the researcher applies bootstrap method to check effect of
return to scale. Then, according to the result, we choose proper DEA model to estimate
efficiency of banks. For the reliability of estimations, the research uses bootstrap method
again to correct the error. The empirical analysis find that:(1)Before the correction, the
overall efficiency of China’s banks is relatively high of 0.892.And the efficiency value of
joint-stock banks is 0.964,which is higher than that of city banks.(2)After the correction,
the efficiency of China’s banks remains at high level, which arrives at 0.822.It reflects that
the situation of China’s banks is pretty good. And the management of resources is
reasonable. The development of China’s industry of banks is on the health developing track.
Meanwhile, the efficiency of joint-stock bank is still higher than that of city banks. But the
gap of those two is gradually decreasing. The future of City banks is still stunning. (3)
III
Assuming the technological efficiency of joint-stock is higher than that of city banks, the
result of statistic test shows that the assumption is obviously founded in significance level
of 5%.
In the end, the paper will present some relevant suggestions on policy side,especially
for City Commercial Banks and Joint-stock Commercial Banks in order to expect the
raising the efficiency gradually in further development.
Key words: Joint-stock Commercial Banks，City Commercial Banks，
Efficiency，DEA method，Bootstrap。。。。。。