国外银行效率测度及其影响因素研究综述
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外国经济与管理 2005 年 第 27 卷第 04 期, 页码：50 - 57
摘要
参考文献
摘要
本文介绍了国外银行效率研究的最新进展,探讨了银行效率的测度方法及影响因素,评价和对比了银行效率测度的数据包络分析方法、随机前沿方法、自由分布方法、厚前沿方法及递归厚前沿方法等,同时分析了资产规模、组织形式、财务特征、兼并重组和金融管制等因素对银行效率的影响。
②美国外资银行效率偏低的主要原因在于用利润换取市场份额的策略。参见Chang、Hasan和Hunter(1993),DeYoung和Nolle(1996),Mahajan、Rangan和Zardkoohi(1996)。
③参见Rangan、Grabowski、Aly和Pasurka(1988),Aly、Grabowski、Pasurka和Rangan(1990)等人的研究。
④美国放松利率管制导致更为激烈的竞争(高息揽存和低息贷款)。参见阅Bauer、Berger和Humphrey(1993),Elyasiani和Mehdian(1995)等人的研究。
[1]Charnes,A,Cooper,WW,andRhodes,E.Measuringtheefficiencyofdecision makingunits[J].EuropeanJournalof OperationalResearch,1978,2(6):429-444.
[2]Sherman,HD,andGold,F.Bankbranchoperatingefficiency:evaluationwithdataenvelopmentanalysis[J].Journalof BankingandFinance,1985,9(2):279-315.
[3]Berger,AN,andMester,LJ.Beyondtheblackbox:whatexplainsdifferencesintheefficienciesoffinancialinstitu tions?[J].JournalofBankingandFinance,1997,21(7):895-947.
[4]PaulWBauer,AllenNBerger,GaryDFerrierandHumphreyDavidB.Consistencyconditionsforregulatoryanalysisof financialinstitutions:acomparisonoffrontierefficiencymethods[J].JournalofEconomicsandBusiness,1998,50:85-114.
[5]Berger,AN,andHumphrey,DB.Efficiencyoffinancialinstitutions:internationalsurveyanddirectionsforfuturere search[J].EuropeanJournalofOperationalResearch,1997,98(2):175-212.
[6]Kumbhakar,S,GhoshS,andMcGuckinJ.Ageneralizedproductionfrontierapproachforestimatingdeterminantsofin efficiencyinUSdairyfarms[J].JournalofBusinessandEconomicStatitics,1991,9:279-286.
[7]Battese,GandCoelliT.Amodelfortechnicalinefficiencyeffectsinastochasticfrontierproductionfunctionforpanelda ta[J].EmpiricalEconomics,1995,20:325-332.
[8]PatrickTHarker,StavrosAZenios.Whatdrivestheperformanceoffinancialinstitutions?performanceoffinancialinsti tutions:efficiency,innovation,regulation[M].EditedbyPatrickTHarker,StavrosAZenios.UK:CambridgeUniversi tyPress,2000:3-31·65
[9]FrancesXFrei,PatrickTHarkerandLarryWHunter.Insidetheblackbox:whatmakesabankefficient?performance offinancialinstitutions:efficiency,innovation,regulation[M].EditedbyPatrickTHarker,StavrosAZenios.UK:Cam bridgeUniversityPress,2000:259-311.
[10]Hermalin,BEandWallaceNE.Thedeterminantsofefficiencyandsolvencyinsavingsandloans[J].RandJournalof Economics,1994,25:361-381.
[11]Kaparakis,EI,MillerSM,andNoulasAG.Short runcostinefficiencyofcommercialbanks:aflexiblestochastic frontierapproach[J].JournalofMoney,Credit,andBanking,1994,26:875-893.
[12]BergerAN,HancockD,andHumphreyDB.Bankefficiencyderivedfromtheprofitfunction[J].JournalofBanking andFinance,1993,17:317-347.
[13]BergerANandHannanTH.Theefficiencycostofmarketpowerinthebankingindustry:atestofthe“quietlife”and relatedhypotheses[J].ReviewofEconomicsandStatistics,1998,80:454-465.
[14]MesterLJ.Astudyofbankefficiencytakingintoaccountrisk preferences[J].JournalofBankingandFinance,1996,20:1025-1045.
[15]Miles,D.Economicissuesintheregulationofmutualfinancialfirms:thecaseofUKbuildingsocieties[J].TheMan chesterSchool,1994,62(3):227-250.
[16]Mester,LJ.Efficiencyinthesavingsandloanindustry[J].JournalofBankingandFinance,1993,17:267-286.
[17]Cebenoyan,AS,ESCooperman,CARegister,andSCHudgins.Therelativeefficiencyofstockvs.mutualS&Ls:a stochasticfrontierapproach[J].JournalofFinancialServicesResearch,1993,7:151-170.
[18]YenerAltunbas.LynneEvansandPhilipMolyneux.Bankownershipandefficiency[J].JournalofMoney,Creditand Banking.2001,33(4):926-954.
[19]Bhattacharya,A,Lovell,CAK,Sahay,P.TheimpactofliberalizationontheproductiveefficiencyofIndiancommer cialbanks[J].EuropeanJournalofOperationalResearch,1997,98:332-345.
[20]Grabowski,Richard,N.Rangan,andRasoulRezvanian.Organizationalformsinbanking:anempiricalinvestigationof costandefficiency[J].JournalofBankingandFinance,1993,17:531-538.
[21]JosephANewmanandRonaldEShrieves.Themultibankholdingcompanyeffectoncostefficiencyinbanking[J].JournalofBanking&Finance,1993,17(4):709-732
[22]Elyasiani,E,andMehdian,SM.Anonparametricapproachtomeasurementofefficiencyandtechnologicalchange:the caseoflargeUScommercialbanks[J].JournalofFinancialServicesResearch,1990,4:157-168.
[23]Pastor,JM,P啨rez,FandQuesada,J.Efficiencyanalysisinbankingfirms:aninternationalcomparison[J].European JournalofOperationalResearch,1997,98(2):395-407.
[24]Berger,ANandRDeYoung.Problemloansandcostefficiencyincommercialbanks[J].JournalofBankingandFi nance,1997,21:849-870.
[25]DeYoung,R.Bankmergers,X efficiency,andthemarketforcorporatecontrol[J].ManagerialFinance,1997,23:32-47.
[26]Akhavein,JD,AN.Berger,andDBHumphrey.TheEffectsofmegamergersonefficiencyandprices:evidencefrom abankprofitfunction[J].ReviewofIndustrialOrganization,1997,12:95-139.
[27]Berger,AN.Theprofit relationshipinbanking testsofmarket powerandefficiency structurehypothesis[J].Journal ofMoney,CreditandBanking,1995,27(2):405-431.
[28]Berg,SA,FR.Forsund,andESJansen.Malmquistindicesofproductivitygrowthduringthederegulationofnorwe gianbanking:1980-89[J].ScandinavianJournalofEconomics,1992,94:211-228.
[29]Zaim,O.TheeffectoffinancialliberalizationontheefficiencyofTurkishcommercialbanks[J].AppliedFinancialEco nomics,1995,5:257-264.
[30]JonathanHao,HunterWC,andYangWK.Deregulationandefficiency:thecaseofprivateKoreanbanks[J].Journal ofEconomicsandBusiness,2001,53(2-3):237-254.
③参见Rangan、Grabowski、Aly和Pasurka(1988),Aly、Grabowski、Pasurka和Rangan(1990)等人的研究。
④美国放松利率管制导致更为激烈的竞争(高息揽存和低息贷款)。参见阅Bauer、Berger和Humphrey(1993),Elyasiani和Mehdian(1995)等人的研究。
[1]Charnes,A,Cooper,WW,andRhodes,E.Measuringtheefficiencyofdecision makingunits[J].EuropeanJournalof OperationalResearch,1978,2(6):429-444.
[2]Sherman,HD,andGold,F.Bankbranchoperatingefficiency:evaluationwithdataenvelopmentanalysis[J].Journalof BankingandFinance,1985,9(2):279-315.
[3]Berger,AN,andMester,LJ.Beyondtheblackbox:whatexplainsdifferencesintheefficienciesoffinancialinstitu tions?[J].JournalofBankingandFinance,1997,21(7):895-947.
[4]PaulWBauer,AllenNBerger,GaryDFerrierandHumphreyDavidB.Consistencyconditionsforregulatoryanalysisof financialinstitutions:acomparisonoffrontierefficiencymethods[J].JournalofEconomicsandBusiness,1998,50:85-114.
[5]Berger,AN,andHumphrey,DB.Efficiencyoffinancialinstitutions:internationalsurveyanddirectionsforfuturere search[J].EuropeanJournalofOperationalResearch,1997,98(2):175-212.
[6]Kumbhakar,S,GhoshS,andMcGuckinJ.Ageneralizedproductionfrontierapproachforestimatingdeterminantsofin efficiencyinUSdairyfarms[J].JournalofBusinessandEconomicStatitics,1991,9:279-286.
[7]Battese,GandCoelliT.Amodelfortechnicalinefficiencyeffectsinastochasticfrontierproductionfunctionforpanelda ta[J].EmpiricalEconomics,1995,20:325-332.
[8]PatrickTHarker,StavrosAZenios.Whatdrivestheperformanceoffinancialinstitutions?performanceoffinancialinsti tutions:efficiency,innovation,regulation[M].EditedbyPatrickTHarker,StavrosAZenios.UK:CambridgeUniversi tyPress,2000:3-31·65
[9]FrancesXFrei,PatrickTHarkerandLarryWHunter.Insidetheblackbox:whatmakesabankefficient?performance offinancialinstitutions:efficiency,innovation,regulation[M].EditedbyPatrickTHarker,StavrosAZenios.UK:Cam bridgeUniversityPress,2000:259-311.
[10]Hermalin,BEandWallaceNE.Thedeterminantsofefficiencyandsolvencyinsavingsandloans[J].RandJournalof Economics,1994,25:361-381.
[11]Kaparakis,EI,MillerSM,andNoulasAG.Short runcostinefficiencyofcommercialbanks:aflexiblestochastic frontierapproach[J].JournalofMoney,Credit,andBanking,1994,26:875-893.
[12]BergerAN,HancockD,andHumphreyDB.Bankefficiencyderivedfromtheprofitfunction[J].JournalofBanking andFinance,1993,17:317-347.
[13]BergerANandHannanTH.Theefficiencycostofmarketpowerinthebankingindustry:atestofthe“quietlife”and relatedhypotheses[J].ReviewofEconomicsandStatistics,1998,80:454-465.
[14]MesterLJ.Astudyofbankefficiencytakingintoaccountrisk preferences[J].JournalofBankingandFinance,1996,20:1025-1045.
[15]Miles,D.Economicissuesintheregulationofmutualfinancialfirms:thecaseofUKbuildingsocieties[J].TheMan chesterSchool,1994,62(3):227-250.
[16]Mester,LJ.Efficiencyinthesavingsandloanindustry[J].JournalofBankingandFinance,1993,17:267-286.
[17]Cebenoyan,AS,ESCooperman,CARegister,andSCHudgins.Therelativeefficiencyofstockvs.mutualS&Ls:a stochasticfrontierapproach[J].JournalofFinancialServicesResearch,1993,7:151-170.
[18]YenerAltunbas.LynneEvansandPhilipMolyneux.Bankownershipandefficiency[J].JournalofMoney,Creditand Banking.2001,33(4):926-954.
[19]Bhattacharya,A,Lovell,CAK,Sahay,P.TheimpactofliberalizationontheproductiveefficiencyofIndiancommer cialbanks[J].EuropeanJournalofOperationalResearch,1997,98:332-345.
[20]Grabowski,Richard,N.Rangan,andRasoulRezvanian.Organizationalformsinbanking:anempiricalinvestigationof costandefficiency[J].JournalofBankingandFinance,1993,17:531-538.
[21]JosephANewmanandRonaldEShrieves.Themultibankholdingcompanyeffectoncostefficiencyinbanking[J].JournalofBanking&Finance,1993,17(4):709-732
[22]Elyasiani,E,andMehdian,SM.Anonparametricapproachtomeasurementofefficiencyandtechnologicalchange:the caseoflargeUScommercialbanks[J].JournalofFinancialServicesResearch,1990,4:157-168.
[23]Pastor,JM,P啨rez,FandQuesada,J.Efficiencyanalysisinbankingfirms:aninternationalcomparison[J].European JournalofOperationalResearch,1997,98(2):395-407.
[24]Berger,ANandRDeYoung.Problemloansandcostefficiencyincommercialbanks[J].JournalofBankingandFi nance,1997,21:849-870.
[25]DeYoung,R.Bankmergers,X efficiency,andthemarketforcorporatecontrol[J].ManagerialFinance,1997,23:32-47.
[26]Akhavein,JD,AN.Berger,andDBHumphrey.TheEffectsofmegamergersonefficiencyandprices:evidencefrom abankprofitfunction[J].ReviewofIndustrialOrganization,1997,12:95-139.
[27]Berger,AN.Theprofit relationshipinbanking testsofmarket powerandefficiency structurehypothesis[J].Journal ofMoney,CreditandBanking,1995,27(2):405-431.
[28]Berg,SA,FR.Forsund,andESJansen.Malmquistindicesofproductivitygrowthduringthederegulationofnorwe gianbanking:1980-89[J].ScandinavianJournalofEconomics,1992,94:211-228.
[29]Zaim,O.TheeffectoffinancialliberalizationontheefficiencyofTurkishcommercialbanks[J].AppliedFinancialEco nomics,1995,5:257-264.
[30]JonathanHao,HunterWC,andYangWK.Deregulationandefficiency:thecaseofprivateKoreanbanks[J].Journal ofEconomicsandBusiness,2001,53(2-3):237-254.
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张超, 顾锋, 邸强. 国外银行效率测度及其影响因素研究综述[J]. 外国经济与管理, 2005, 27(4): 50–57.
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