| With the slowdown of China's economic growth,the advancement of interest rate marketization,the rise of Internet finance,and the outbreak of Sino-US trade friction,banks must always keep their minds in peace.Therefore,the research on the efficiency and risk of China's commercial banks has important theoretical and practical significance for the development of China's banking industry.The efficiency analysis of China's commercial banks is based on the panel data of 100 commercial banks in China from 2009 to 2017.The bootstrap-two-stage DEA is used to measure the efficiency of the bank.In the bank risk analysis,the maximum entropy method and the minimum density method are used to construct the interbank network structure in China.Based on this,the Silva risk sensitivity index is used to measure the risk sensitivity.The Tobit panel model was constructed based on the CAMELS evaluation system to analyze the efficiency and risk linkage of the banking industry.The research results show that:(1)The relative efficiency score of foreign Banks is relatively insufficient.(2)The competition among domestic commercial Banks is intensified,and joint-stock Banks have strong aftereffect.(3)The overall risks of commercial Banks are controllable,and the fluctuations are mild and tend to be stable.(4)2014 is a watershed year for risk management and control.(5)Profitability is the main factor for the improvement of efficiency,and appropriate risk control does not inhibit the improvement of efficiency.In terms of countermeasures:(1)Foreign banks are in urgent need of transformation.(2)Domestic commercial banks should actively explore the road to development and transformation in line with their own characteristics.(3)The banking system continues to maintain risk awareness,keeping in mind the bottom line of risk.(4)Breakthroughs in efficiency and risk: innovative capital instruments and financial technology promote bank transformation. |
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