Empirical Analysis Of Our Commercial Banks' Efficiency

This article first make a simple summary to the domestic and foreign academic papers which study bank efficiency, there are several different research directions in this area.Then we discuss the important concepts and the research object which will involve on this article. After that we introduce different method which used on the appraisal to the bank efficiency. Such as traditional finance method, economic value added method, balanced score card method, factor analytic method, as well as based on X efficiency several important fronts boundaries method. We introduced the data envelope method and the factor analytic method with emphasis.The domestic papers of bank efficiency which use DEA method often process with data of one year. But this article chooses the non-parameter method: data envelope analytic method (DEA),and use MALMQUIST-DEA method of DEAP software to process panel data of 2000-2004.The input variables are: Capital, fixed asset net worth, interest disbursement, staff. The output variables are : deposition, loan and total profits. And then decomposes the technical efficiency into the pure technical efficiency and the scale efficiency. Then obtains our country joint stock bank have higher technical efficiency and the scale efficiency.Then we use the factor analytic method to analyze 13 commercial banks' data of 2004, discover that there are three public factors: Scale factor, security factor and growth factor. The big four banks hold the huge superiority in the scale compared to the joint stock commercial bank. Except the scale, the joint stock bank have the good performance in the income, security and growth aspect. The joint stock banks low is restricted not only not high causes by the pure technical efficiency, but also restricted by the scale.