| 摘要: |
| 本文采用随机前沿对数成本函数模型，以我国长三角17家城商行为分析样本，测度2014-2019年其成本效率趋势变化。研究表明：可贷资金和营业投入价格、贷款总额、证券与投资对城商行成本影响较大，而非利息净收入对城商行成本影响较小。2014-2019年，城商行成本效率总体呈现上升趋势，已IPO的7家城商行成本效率均值和变异系数均小于总体，而非IPO的10家城商行则相反。资产规模较大的城商行并没有展现出高成本效率，这与“做大做强”愿景不一致。最后提出一些政策性建议，以期促进城商行“十四五”期间向高质量发展阶段迈进，加快长三角金融一体化步伐。 |
| 关键词: 长三角；城市商业银行；成本效率；随机前沿成本函数 |
| DOI： |
| 分类号:F832.3 |
| 基金项目:天津市哲学社会科学研究规划项目“天津市文化科技企业孵化路径研究”(TJGL15-032)。 |
|
| Analysis on the Differences in Cost Efficiency of 17 City Commercial Banks in the Yangtze River Delta of China——An Empirical Study Based on Stochastic Frontier Logarithmic Cost Function Model |
|
LI Wei，LI Bo
|
|
Bank of Suzhou Postdoctoral Research Station,Shanghai University of Finance and Economics
|
| Abstract: |
| This paper adopts a stochastic frontier logarithmic cost function model to measure the change of cost-efficiency trend from 2014 to 2019 by analyzing the samples of 17 city commercial banks in the Yangtze River Delta in China.Studies have shown that loanable capital and business input price,total loan amount,securities and investment have a greater impact on the cost of the city commercial banks,while the net income of non interest has a smaller impact.From 2014 to 2019,the overall cost efficiency of citycity commercial banks has shown an upward trend.The average cost efficiency and coefficient of variation of the 7 city commercial banks that have IPOs are less than the overall cost efficiency,while the opposite is true for the 10 city commercial banks that are not IPOs.City commercial banks with large assets have not shown high cost efficiency,which is inconsistent with the “bigger and stronger” vision.Finally,some policy advice is put forward in order to promote the development of city commercial banks in the “14th Five-Year plan” period to the stage of high quality and accelerate the pace of financial integration in the Yangtze River Delta. |
| Key words: YangtzeRiver Delta;City Commercial Bank;Cost Efficiency;Stochastic Frontier Cost Function |
