基于DEA-Tobit两步法对上市商业银行运营效率的研究

A Research on Operational Efficiency of Listed Commercial Banks Based on Two-stage DEA-Tobit Method

针对我国上市商业银行的运营效率的研究,首先结合我国商业银行实际发展状况,选取投入与产出指标值;其次通过建立DEA数据包络模型并结合所收集的28家上市公司2017年的投入产出数据,利用Deap2.1进行上市商业银行运营效率的评价;然后针对评价结果中非有效DEA的上市公司采取投影分析法进行修正分析,发现DEA非有效性多数是因为商业银行投入量的冗余;最后通过建立Tobit回归模型来进一步探究影响上市商业银行运营效率的深层次原因,并针对以上研究结果提出相关政策建议。该文研究有助于我国上市商业银行提高其运营效率具有一定的实践意义。

The research aims at the operational efficiency of listed commercial banks in China.Firstly,select the input and output index values based on the actual developing status of commercial banks in China;secondly,build a DEA(data envelopment analysis)model,assess the operational efficiency of listed commercial banks by Deap 2.1 with the collected input and output data of 28 listed companies in 2017;then,use the projection analysis method to correct the analysis of the non-effective DEA companies in the assessment,and it is found that the DEA non-validity is mostly caused by the redundancy of the bank input;finally,build a Tobit regression model to further explore the deep-seated causes affecting the operational efficiency of listed commercial bank,and put forward relevant policy recommendations according to the above research results.The research is expected to provide practical reference for China’s listed commercial banks to improve their operational efficiency.