Research On The Efficiency Of Commercial Bank Interbank Loan Business In China Under The Prudential Supervision System

The interbank loan business has become one of the major business operations of the commercial banks and has been paid more and more attention by commercial banks,and the efficiency is one of the first and one of the objectives of the regulatory system.This paper combs and studies the prudential supervision system of interbank loan in China's commercial bank:s.The DEA model is used to make an empirical analysis on the efficiency of commercial banks' interbank loan business,and the efficiency of commercial banks under the interbank loan business under the prudential supervision system is obtained.The direction of supervision is of reference.First,this paper analyzes the development history and current situation of the commercial bank lending market and prudential supervision system,and analyzes the problems in the interbank loan market in China through the combination of legal and financial research methods.Secondly,the development of the prudential supervision system is sorted out and segmented,and the relationship between the supervision system and the interbank loan efficiency of the commercial banks is qualitatively identified.The second is to use an empirical model to further quantify the impact of the regulatory system on commercial bank lending and the efficiency of commercial bank lending.Based on the DEA efficiency theory,this paper makes an empirical study on the technical efficiency,pure technical efficiency and scale efficiency of the 16 listed commercial banks in China from 2007 to 2016 by using the BCC model.By calculating the fluctuation trend of several kinds of efficiency and combining the development of prudential supervision system,it is concluded that the development of interbank loan efficiency in commercial banks will be influenced by the regulatory policy in the short term,but there is no conclusion of overreaction in the long run.At the same time,it is concluded that the efficiency of different types of commercial banks has their own characteristics.Large commercial banks have high efficiency because of too large volume and low efficiency.Finally,this paper gives suggestions on improving the efficiency of interbank loan in China's commercial banks at the regulatory level and the main level.