摘要
为评价商业银行分支机构相对效率,构建了一种两维(区域层次和管理目标)效率评价系统。根据2005年中国区域的宏观经济数据及某商业银行内部经营数据,使用了包括中介法、附加价值法、生产法等在内的11种超效率数据包络分析(SE-DEA)模型。结果表明:样本量的变化不影响决策单元效率值的相对稳定;模型变量的调整可能导致效率值的异动;具有内在关联关系的DEA效率值之间的传递性较弱;这几种模型的DEA效率均具有独特性和非相关性。
A districts levels and management objectives 2-D evaluation was used to evaluate the efficiency of commercial bank branches. The system analyzed macroscopic economic data for China's various districts and the commercial bank's internal management data in 2005 with eleven super-efficiency data envelopment analysis (SE-DEA) models including the intermediary approach, value-added approach, and production approach. The results show that changes in the number of samples have little effect on the stability of the efficiency while variable changes have a large effect. Therefore, the consistency of the data envelopment analysis efficiency's is quite weak. The efficiencies of different SE-DEA models were found to the unique and uncorrelated.
出处
《清华大学学报(自然科学版)》
EI
CAS
CSCD
北大核心
2008年第12期2145-2148,共4页
Journal of Tsinghua University(Science and Technology)
关键词
商业银行
效率评价
数据包络分析(DEA)
中介法
附加价值法
生产法
commercial bank
efficiency evaluation
dataenvelopment analysis (DEA)
intermediary approach
value-added approach
production approach