本文运用 DEA 方法构造了两个效率模型，分别测算只考虑期望产出和协同考虑
期望产出与非期望产出的两种经营效率，其测度对象为 2010-2015 期间的海峡两岸 36
家商业银行。结果发现，两岸商业银行的经营效率虽同呈上升趋势，且在只考虑期望
产出时，大陆地区经营效率大幅领先，但在加入考虑限制不良贷款后，大陆地区领先
优势明显减弱。可见在控制不良贷款方面，大陆地区表现较差。同时，本文从经营管
理、产权结构和市场结构三方面进行剖析，以找出影响银行经营效率的因素，并运用
面板数据回归模型分别对大陆与台湾地区的商业银行进行影响因素的实证分析。结果
表明，大陆地区商业银行效率的影响因素主要包括经营管理方面的盈利能力、成本管
理能力、资产配置能力、金融创新能力，产权结构中的产权性质、集中度以及市场结
构中的市场集中度。台湾地区商业银行经营效率影响因素为盈利能力、成本管理能力、
金融创新能力和市场集中度
本文最终从加强管控不良贷款、积极转变盈利模式、加强金融创新、合理确定产
权结构与优化市场结构方面提出了相应建议，希望借此帮助提升大陆地区银行业效率
关键词：商业银行；经营效率；非期望产出；影响因素
作 者：邱思宇
指导老师：王则斌II
A Study on the Efficiency of Cross-Strait Commercial
Banks and Its Influencing Factors
Abstract
With the deepening of Mainland China’s opening up, the reputation of its financial
industry in the international community has gradually increased. The commercial bank is
one of the most important parts of the financial system and it plays a fundamental role in
the economic development. As a result, the discussion about efficiency of commercial
banks has drawn more and more attention in academia at home and abroad. In addition to
the desirable outputs like net profit and interest revenue, the actual production outputs of
banks are also accompanied by some undesirable outputs including the non-performing
loans and customer complaints. In this paper, we firstly clarify that the bank efficiency are
calculated more realistic in terms of synergistic consideration of desirable and undesirable
outputs. Moreover, we compare this with the calculation of only taking the desirable
outputs into consideration to see if there is a significant difference between the two.
Secondly, through analyzing the efficiency of commercial banks in Mainland China, we
find out some key factors affecting the efficiency. Thirdly, we also want to compare the
commercial banks in Mainland China and Taiwan deeply. By analyzing the differences in
efficiency and finding the main reasons for it, we can provide the basis for the
improvement of the banking industry.
In this paper, two models used to calculate the efficiencies under two conditions
mentioned above are constructed by using the DEA method. We measure the efficiency
between Mainland China and Taiwan commercial banks in two models with the data from
2010 to 2015. The results show that the efficiencies of cross-strait commercial banks are
both on the rise. If we ignore the undesirable outputs, the efficiency of Mainland China is
higher than Taiwan and the gap is exaggerated. However, when considering the undesirable
output, the gap is obviously weakened. It demonstrates that commercial banks in Taiwan
do better in the management of non-performing loans than Mainland China. At the same
time, we investigate the cross-strait banks from management, property right structure and
market structure to find out the factors that affect the efficiency. Based on the previousIII
measurements, we use the panel data regression model to analyze the factors in Mainland
China and Taiwan respectively. The results show that the factors in Mainland China mainly
include profitability, cost management, asset allocation, financial innovation, property
rights, concentration of property rights and market concentration. As for banks in Taiwan,
the main factors are profitability, cost management, financial innovation and market
concentration.
In the end, this paper proposes some suggestions on strengthening the management of
non-performing loans, changing the profit model actively, strengthening financial
innovation, reasonably determining the structure of property rights and optimizing the
market structure. And we hope these behaviors could help enhance the overall efficiency of
the banking industry
KEY WORDS: Commercial Bank, Efficiency, Undesirable Output, Influence Factor
Written by: Qiu Siyu
Supervised by: Wang Zebin
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目 录
第一章 绪 论 .......1
1.1 研究背景和意义 .........1
1.1.1 研究背景....1
1.1.2 研究意义...2
1.2 研究内容、框架与研究方法 .3
1.2.1 研究内容与框架...3
1.2.2 研究方法...4
1.3 本文创新与不足 ..........5
1.3.1 本文创新之处.......5
1.3.2 本文不足之处.......5
第二章 理论基础与文献综述 .......6
2.1 商业银行效率内涵及评价方法 .........6
2.1.1 商业银行效率内涵...........6
2.1.2 商业银行效率评价方法...6
2.2 银行效率影响因素理论分析 .9
2.2.1 产权结构...9
2.2.2 市场结构.10
2.2.3 商业银行经营管理......... 11
2.3 文献综述 .......12
2.3.1 银行效率相关文献.........12
2.3.2 商业银行效率影响因素相关文献.........16
2.3.3 文献述评..........
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