基于Bootstrap-DEA的我国商业银行效率评价与对比

摘要 在DEA模型中引入Bootstrap方法，分别在规模报酬不变和规模报酬可变条件下对金融危机前后我国67家商业银行的初始DEA效率值进行纠偏，并对国有银行、股份制商业银行和城市商业银行的效率水平进行了对比研究.采用Bootstrap截断回归法对影响效率的因素进行检验.实证结果表明:银行经Bootstrap调整的DEA效率显著低于初始DEA效率值;与国有银行相比，股份制商业银行和城市商业银行的效率水平受金融危机的影响较大;适度扩大银行规模、提高盈利能力及创新能力能够提高银行的技术效率，而过多的营业支出及过度分散的股权结构会降低银行的技术效率.
Abstract：The Bootstrap method was introduced into the DEA model. Under the conditions of constant return to scale and variable return to scale， the initial DEA efficiency values of the China 67 commercial banks were rectified before and after financial crisis. The efficiency values of the state owned commercial banks， joint-equity commercial banks and city commercial banks were compared. The Bootstrap truncated regression method was used to test the factors affecting bank efficiency. The empirical results showed that the DEA efficiency values adjusted by Bootstrap are significantly lower than the initial DEA values. Compared with the state owned commercial banks， the efficiency levels of joint-stock commercial banks and city commercial banks are greatly affected by the financial crisis. The bank technical efficiency can be improved by properly expanding bank size， increasing profitability and innovation ability， while excessive revenue expenses and excessively dispersed ownership structure will reduce the technical efficiency of banks.