基于DEA模型的商业银行效率评价研究

Appraisal on efficiency of commercial banks based on DEA model

利用统计学中的主成分分析方法,基于商业银行的投入和产出统计数据,建立了商业银行相对效率评价指标体系.运用DEA模型从横向对14家商业银行的规模有效性和技术有效性进行了相对有效性评价,从投入剩余及产出亏空等方面分析了中国商业银行目前存在的问题和提升的对策.计算结果表明,大部分商业银行的相对效率较低,非有效的商业银行普遍存在投入过剩现象,4大国有商业银行的效率远低于股份制商业银行.

Based on the input and output data of commercial banks, an appraisal index system was developed by use of the method of principal component analysis. It was applied to the relative efficiency appraisal of scale and technology of 14 commercial banks with the DEA model. Some problems about the input surplus and output deficit currently existing in commercial banks were discussed and related measures were put forward. The calculated results show that the efficiency of most commercial banks is relatively low, and input surplus generally exists in inefficient commercial banks. Owing to the factors of structural and management system, the efficiency of four national commercial banks is far lower than that of stock commercial banks.