Malmquist指数优化的商业银行经营效率实证研究

Malmquist Index Optimization of Empirical Research on Commercial Bank Management Efficiency

针对Malmquist指数在投入产出问题分析中还存在准确性不高等问题,本文提出了一种基于分解优化Malmquist指数的商业银行经营效率评价模型。首先以考虑子过程关系的银行为研究对象,求解基于两阶段关联的Malmquist指数,然后根据商业银行经营效率评价的需求,将Malmquist指数分解为技术变动指数和技术效率变动指数,最终构建商业银行经营效率评价模型。通过仿真实验表明,本文提出的模型在实际应用中效果良好。

In view of the Malmquist index in the problem of input and output analysis problems accuracy is not high also, this paper proposes a decomposition optimization Malmquist index of operational efficiency evaluation model of commercial Banks. First of all to consider the child process of the relationship between Banks as the research object, based on two phase relation of the Malmquist index, and then according to the demand of the commercial bank management efficiency evaluation, the Malmquist index is decomposed into changes in technology and changes in technical efficiency index, building the appraisal model of commercial bank management efficiency in the end. Through the simulation experiments show that the proposed model in the practical application effect is good.