商业银行效率及其变化趋势事关一国经济发展的可持续性和稳定性。运用以数据包络分析(DEA)为基础的Malmquist生产率指数,对16家上市商业银行2005—2011年间全要素生产率变化指数进行测算和分解。结果表明,7年间,我国上市商业银行年均全要素生产率指数略有上升,但升幅较小,而且效率在年份之间波动较大;从产权看,国有商业银行的全要素生产率提高最快,从规模看,中小规模商业银行的效率表现优于大规模商业银行,更重要的是,系统重要性银行无论在技术还是效率层面都优于非系统重要性银行。
Efficiency and variation trend of commercial banks are closely related to the sustainability and stability of economic development. This paper measures and analyzes total factor productivity variability index of 16 listed commercial banks from 2005 to 2011 by using Malmquist productivity index based on data envelopment analysis(DEA). The result shows that the annual average TFP index of listed commercial banks in China has slightly increased with a small amplitude and the efficiency had a great fluctuation during seven years; in terms of property right, TFP of state-owned commercial banks increases most rapidly; in terms of size, the efficiency performance of small-and medium-sized commercial banks is better than that of large-sized commercial banks. More importantly, systematically important banks are better than non-systematically important banks at the level of both technology and efficiency.