An Efficiency-Returns Product Analysis of Nationwide and Regional Banks in Mainland China

• Main Authors: Yen-Hui Chen, 陳彥慧
• Other Authors: Jin-Li Hu
• Format: Others
• Language: zh-TW
• Published: 2007
• Online Access: http://ndltd.ncl.edu.tw/handle/81543964222956879671

碩士 === 國立交通大學 === 管理學院碩士在職專班經營管理組 === 95 === This thesis studies the efficiency of 45 banks (including 15 nationwide and 30 regional banks) in mainland China from 2001 to 2005. In the first stage of analysis, the data envelopment analysis (DEA) approach is applied to compute the efficiency scores. In the second stage of analysis, factors of inefficiency are analyzed by the Tobit regression. There are two outputs (earning assets and loans) and three inputs (fixed assets, employees, and deposits and lending) in the DEA model. All nominal variables are transformed into real variables by the GDP deflators at the 2001 price level. Factors of inefficiency include year, years since establishment, asset scale, number of branches, loan-deposit ratio, policy-related assignment, regional type, stock share type. Empirical results show that a larger asset scale, higher loan-deposit ratio, regional type, and stock-share ownership significantly increase a bank’s overall technical efficiency. The dispersion in efficiency scores increased in the sample period.