摘要
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.
出处
《工业技术经济》
CSSCI
北大核心
2017年第2期34-42,共9页
Journal of Industrial Technological Economics
基金
福建省软科学项目(项目编号:2014R0054)
关键词
商业银行效率
网络DEA
权重平衡交叉效率
熵值法
经营效率
commercial bank’s efficiency
network DEA
weight-balanced cross efficiency
entropy approach
operational efficiency