| 基于随机前沿方法的商业银行利润效率测度 |
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| 引用本文： | 张超,顾锋,邸强.基于随机前沿方法的商业银行利润效率测度[J].哈尔滨商业大学学报(自然科学版),2005,21(4):525-529. |
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| 作者姓名： | 张超 顾锋 邸强 |
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| 作者单位： | 上海交通大学,管理学院,上海,200052;上海交通大学,管理学院,上海,200052;上海交通大学,管理学院,上海,200052 |
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| 基金项目： | 国家自然科学基金项目(7014106)的阶段性成果. |
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| 摘 要： | 运用随机前沿分析方法对2000年到2002年国内13家商业银行的利润效率进行了测量，实证剐度结果表明，我国商业银行之闻的利润效率差异显著；整体而言，我国商业银行约23．2％的潜在利润没能得到实现，我国股份制商业银行的利润效率要远高于四大国有商业银行，股份制商业银行约有6．9％的潜在利润没能得到实现，而四大国有商业银行约有59．9％的潜在利润没能得到实现。因此，在利润效率方面，我国国有商业银行还有很大的提升空间。
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| 关 键 词： | 商业银行 标准利润效率 替代利润效率 随机前沿方法(SFA) 测度 |
| 文章编号： | 1672-0946(2005)04-0525-04 |
| 修稿时间： | 2005年1月21日 |
Study on measurement of profit efficiencies of commercial banks in China based on stochastic frontier approach (SFA) |
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| ZHANG Chao,GU Feng,DI Qiang.Study on measurement of profit efficiencies of commercial banks in China based on stochastic frontier approach (SFA)[J].Journal of Harbin University of Commerce :Natural Sciences Edition,2005,21(4):525-529. |
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| Authors: | ZHANG Chao GU Feng DI Qiang |
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| Abstract: | This paper uses the stochastic frontier approach to calculate the profit efficiency of 13 commercial banks in China from 2000 to 2002. The empirical results showed that there is significant difference in the profit efficiencies, and about 23.2 percent of the total profit is not realized. In cost control, the stock-owned commercial banks are superior to the state-owned commercial banks. About 6.9 percent of the total profit is not realized by the stock-owned commercial banks, and about 59.9 percent of the total profit is not realized by the state-owned commercial banks. Therefore, there is improving potential of the state-owned commercial banks in profit efficiency. |
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| Keywords: | commercial banks standard profit efficiency alternative profit efficiency stochastic frontier approach measurement |
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