The X-efficiency of Chinese commercial bank

HE  Jiao; FU  Qiang

PDF(1109 KB)

Science Research Management ›› 2011, Vol. 32 ›› Issue (5) : 78-86.

The X-efficiency of Chinese commercial bank

He Jiao, Fu Qiang

Author information +

History +

Abstract

Currently, banking efficiency research is one of the key subjects of financial industry and supervision departments. A method for estimating banking X-efficiency by using the parametric method was proposed the input and output items were determined by adopting the modified output method. Then the efficiency condition of China's 17 commercial banks from 1996 to 2006 was empirically analyzed. The result of empirical analysis demonstrates that improving the profitability of Chinese commercial banks will be an important way to enhance efficiency.

Key words

commercial bank / X-efficiency / parametric method

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations

He Jiao, Fu Qiang. The X-efficiency of Chinese commercial bank[J]. Science Research Management. 2011, 32(5): 78-86

References

[1] Berger,A.N.,Humphrey,D.B. Efficiency of Financial Institutions:International Survey and Directions for FutureResearch[J].European Journal of Operational Research,1997,98,175-212. [2] Carbo,Gardener,williams .Efficiency in Banking:Empirical Evidence from the Savings Sector[J].The Manchester Schoul.2002,70,2,204-228. [3] 姚树洁,冯根福,姜春霞.中国银行业效率的实证分析[J].经济研究,2004(8). [4] 迟国泰,孙秀峰,芦丹.中国商业银行成本效率实证研究[J].经济研究,2005(6). [5] 王聪. 基于资本结构和风险考虑的中国商业银行X-效率研究[J].管理世界,2006(11). [6] 徐传谌,齐树天.中国商业银行X-效率实证研究[J].经济研究,2007(3). [7] 李艳虹.股权结构与商业银行绩效:国际比较与我国实证[J].金触研究,2008(11). [8] Berger,A.N.,Mester,L.J. Inside the Black Box:What Explains Differences in the Efficiency of Financial Institutions[J].Journal of Banking and Finance.1997,21,895-947. [9] Bauer, P.W., Berger, A.N.and Humphrey,D.B. Efficiency and Productive Growth in US Banking,in Fried , H.O.,Lovell,C.A.K.and Schmidt,S.S.(eds),The Measurement of Productive Efficiency:Techniques and Applications[M].Oxford University Press, NewYork. 1993. [10] Allen N. Berger, Robert DeYoung. Problem loans and cost efficiency in commercial banks[J]. Journal of Banking & Finance 21,1997,849-870. [11] Coelli,T., A Guide to FRONTIER Version 4.1:A Computer Program for Stochastic Frontier Production and Cost Function Estimation[J]. CEPA (Center for Efficiency and Productivity Analysis)Working Paper, University of New England,1995,96. [12] Battese, G., and T. Coelli.A Model for Technical Inefficiency Effect s in a Stochastic Frontier roduction Function for Panel Data[J].Empirical Economics, 1995,20(2), 325-332. [13] Michael Firth, Chen Lin, Sonia M.L.Wong.Leverage and investment under a state-owned bank lending environment: Evidence from China[J].Journal of Corporate Finance,2008,14,642-653. [14] Coelli,T.,Rao,D.S.P.,Battese,G.E.An Introduction to Efficiency and Productivity Analysis[M].Kluwer Academic Publishers, Boston,1998. [15] Weill,L.Banking Efficiency in Transition Economies:the Role of Foreign Owner ship[J].Economics of Transition ,2003,11,(3),569-592. [16] Weill,L.Is There a Lasting Gap in Banking Efficiency Between Eastern and Western European Countries? [M].LARGE,Université Robert Schuman, Institutd'Etudes Politiques, Strasbourg (mimeo),2004. [17] Rien Wagenvoort,Paul Schure.The Recursive Thick Frontier Approach to Estimating Efficiency[M].Economic and Financial Report,1999,2. [18] Gunter Lang,Peter Welzel, Technology and Cost Ef?ciency in Universal Banking A Thick Frontier"Analysis of the German Banking Industry,Journal of Productivity Analysis[M]Kluwer Academic Publishers,Boston,1998,63-84. [19] Robert Lensink, Aljar Meesters, Ilko Naaborg .Bank efficiency and foreign ownership: Do good institutions matter? [J].Journal of Banking & Finance,2008,Volume 32:834-844.