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系统管理学报 ›› 2013, Vol. 22 ›› Issue (1): 138-142.DOI: F832

• 金融工程 • 上一篇    

城市商业银行的成本效率演进与趋势

许友传   

  1. 复旦大学 金融研究院，上海200433
  • 收稿日期:2011-03-21 修回日期:2012-01-31 出版日期:2013-01-28 发布日期:2013-01-28
  • 作者简介:许友传（1977-），男，博士。研究方向为金融工程等。E-mail：xyc9724@yahoo.com.cn
  • 基金资助:

    国家自然科学基金资助项目（70903012）

The Evolvement and Trend of Cost Efficiency of City Commercial Banks

XU You-chuan   

  1. Institute for Financial Studies, Fudan University, Shanghai 200433, China
  • Received:2011-03-21 Revised:2012-01-31 Online:2013-01-28 Published:2013-01-28

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摘要： 【摘要】使用时变的成本效率前沿模型，研究了我国城市商业银行在2000～2008年间的成本效率演进与趋势。总体判断，我国城商行的成本效率有随时间而提高的趋势，且其特别适用于资产规模小于300亿元的城商行类群，而对资产规模大于300亿元的城商行而言，其成本效率却有随时间而降低的倾向，似乎城市城商行在做大的同时，并未发挥其应有的规模经济优势和成本节约目标，这与监管当局鼓励或推动城商行跨区域经营，乃至“做大做强”的愿景不完全一致。

许友传. 城市商业银行的成本效率演进与趋势[J]. 系统管理学报,2013,22(1):138-142.

关键词: 城市商业银行, 成本效率前沿, 超越对数函数

Abstract: 【Abstract】 The paper uses time-varying cost efficiency frontier model to study the cost efficiency evolvement and trend of city commercial banks from 2000 to 2008. The cost efficiency of city commercial banks increases with time，which especially adapts to those banks whose assets are less than 30 billion. Whereas, the cost efficiency of the city commercial banks whose assets are bigger than 30 billion has the trend to reduce with time. It seems city commercial banks don’t play the advantages of scale economy and cost reduction when they are bigger. It casts doubt on the efforts of the regulatory authorities to encourage or push city commercial banks to operate in other regions in order to make them bigger and stronger.

Key words: city commercial banks, cost efficiency frontier, Trans-Log function

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