Commercial bank efficiency´s empirical analysis based on the DEA — Malmquist model

The paper carries on an empirical analysis on productivity changes of 11 listed commercial banks in 2004-2009 by DEA-Malmquist model, explores the main reason and makes recommendations to improve total factor productivity(TFP). Since 2004, Malmquist index is at first increased and then decreased, remaining at a slowly rising trend of growth, and the main power source is technological change. From the composition point of view, accompanied by creativity of technology, products and other aspects, monetary policy and other financial operating environment are the main reasons that affect technology change; most commercial banks are in decrease return to scale or constance return to scale,so we should reduce redundancy and combine loss of the network to enhance TFP further.