基于网络DEA交叉效率模型的我国商业银行效率评价研究

Research on Efficiency Evaluation of China's Commercial Banks Based on Cross Efficiency of Network DEA Model

本文从商业银行的实际情况出发,将其经营过程划分为资金筹措与资金运营两个阶段。结合网络DEA与权重平衡交叉效率思想,并利用熵值法处理交叉效率的集结问题,构建了商业银行各子系统及链形系统的交叉效率评价模型。将上述模型应用于我国16家商业银行的效率评价,发现这16家商业银行的效率普遍不高,且城市商业银行的系统平均交叉效率高于国有银行,国有银行的系统平均交叉效率略高于股份制银行。

Based on the actual condition of commercial banks,in this paper,the process of bank management is divided into two phases：fund raising and fund operating. Then,by combining the network DEA with the thought of cross efficiency based on weight-balanced and exploiting the entropy approach to deal with the assembly problem of cross-efficiency,we construct the subsystems of commercial banks and develop the corresponding chain DEA cross-efficiency model. Finally,an application of the proposed chain DEA cross-efficiency model is made to evaluate the efficiencies of 16 Chinese commercial banks,the result shows that the efficiencies of these commercial banks are generally not high,the average system cross-efficiencies of city commercial banks are higher than that of nationalized banks,and the average system cross-efficiencies of nationalized banks are higher than that of stock-holding banks.