金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究

doi:10.16381/j.cnki.issn1003-207x.2016.05.001

中国管理科学 ›› 2016, Vol. 24 ›› Issue (5): 1-7.doi: 10.16381/j.cnki.issn1003-207x.2016.05.001

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金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究

曾薇, 陈收, 周忠宝

湖南大学工商管理学院, 湖南长沙 410082

收稿日期:2015-04-16 修回日期:2016-01-22 出版日期:2016-05-20 发布日期:2016-05-24
通讯作者: 曾薇(1981-),女(汉族),湖南长沙人,湖南大学工商管理学院助理教授,博士,研究方向:组织行为与绩效评价,E-mail:zengwei_hnu@163.com. E-mail:zengwei_hnu@163.com
基金资助:
国家社会科学基金资助项目(12CGL023);国家自然科学基金资助项目(71371067)

The Impact of Financial Supervision on Commercial Bank's Product Innovation-the Research Based on Two-stage DEA Model

ZENG Wei, CHEN Shou, ZHOU Zhong-bao

School of Business Administration, Hunan University, Changsha 410082, China

Received:2015-04-16 Revised:2016-01-22 Online:2016-05-20 Published:2016-05-24

摘要/Abstract

摘要： 以金融监管为视角,从银监会政策发布到各商业银行设计理财产品产生收益,其政策效应过程是有衔接分阶段性的。本文运用两阶段的数据包络分析(Data Envelopment Analysis, DEA)方法,将监管环境下银行理财产品的运营过程分为创新产品设计与创新产品市场表现两个阶段,得到了2004年至2014年间我国银行业的创新效率,结果显示第一阶段的银行业产品创新效率和第二阶段的理财产品市场表现效率基本上呈现出正相关的关系,且金融监管对商业银行产品创新的影响效果有一定的滞后性。此外,通过计算出历年银行业创新效率投入指标的改进值,找出了效率非有效的年份与最佳效率的年份在投入产出上的差距,并从监管者的角度和银行操作层面为针对银行产品创新的监管改进提供了政策建议。

关键词: 金融监管, 商业银行产品创新, 绩效评价, 两阶段DEA模型

Abstract: As far as financial supervision is considered, since the China Banking Regulatory Commission issued a policy to design financial products of commercial banks to generate revenue, the policy effect has been a stage of convergence. In this study, the operating process of banking financial products under the supervision environment is divided into two stages(innovative product design and innovative product market performance), and then two-stage DEA (Data Envelopment Analysis) model is used to obtain the innovative efficiency of Chinese banking industry from 2004 to 2014. Results show that the innovative efficiency of banking products in the first stage and the market performance efficiency of financial products in the second stage basically showed a positive correlation. Also, there is a certain lag effect in the impact of financial supervision on the innovation of products from commercial banks. In addition, by calculating the improved input indexes of innovative efficiency over the years in the banking industry, it is found that the difference between the efficient year and the inefficient year. On this basis, some suggestions about the innovation supervision of banking products are offered from the perspective of regulators as well as the operating level of banks. Studies in the future can start with the angle of classification supervision to further investigate the different performance of innovative efficiency by comparing supervision policy of different types of banks made by the China Banking Regulatory Commission.

Key words: financial supervision, commercial bank, product innovation, performance evaluation, two-stage DEA

中图分类号:

F830
C931

曾薇, 陈收, 周忠宝. 金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究[J]. 中国管理科学, 2016, 24(5): 1-7.

ZENG Wei, CHEN Shou, ZHOU Zhong-bao. The Impact of Financial Supervision on Commercial Bank's Product Innovation-the Research Based on Two-stage DEA Model[J]. Chinese Journal of Management Science, 2016, 24(5): 1-7.

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金融监管对商业银行产品创新影响——基于两阶段DEA模型的研究

The Impact of Financial Supervision on Commercial Bank's Product Innovation-the Research Based on Two-stage DEA Model

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