基于DEA方法的中国商业银行综合效率的研究

中国管理科学 ›› 2006, Vol. ›› Issue (5): 52-61.

基于DEA方法的中国商业银行综合效率的研究

迟国泰¹, 杨德², 吴珊珊³

1. 大连理工大学管理学院, 大连, 116024;
2. 广东移动通信有限责任公司江门分公司服务营销中心, 江门, 529000;
3. 安永华明会计师事务所中国大连分所, 大连, 116001

收稿日期:2005-09-24 修回日期:2006-08-31 出版日期:2006-10-28 发布日期:2012-03-07
基金资助:
国家社会科学基金资助项目(04BJY082)

The Research on Overall Efficiency of Chinese Commercial Banks Based on DEA Approach

CHI Guo-tai¹, YANG De², WU Shan-shan³

1. School of Manage ment., Dalian University.of Technology, Dalian 116024, China;
2. Jiangmen Branch, Guangdong Mobile Communication Co.Ltd., Jiangmen 529000, China;
3. Dalian Office of China, Ernst &Young Certified Public Accountants, Dalian 116011, China

Received:2005-09-24 Revised:2006-08-31 Online:2006-10-28 Published:2012-03-07

摘要/Abstract

摘要： 根据数据包络方法(DEA)的非阿基米德模无穷小C2R模型,结合中国大陆商业银行的投入和产出的特点,建立了综合考虑银行盈利能力与风险控制能力的投入产出指标体系和中国商业银行综合效率的评价模型.基于4家国有独资银行样本、14家国有银行和股份制银行的混合样本两种情况,分别评测出了各家银行综合效率值.给出了低效率银行的人员数、固定资产净值、营业支出,所有者权益、机构个数等投入的冗余率和营业收入、新增存款总额、新增贷款总额、资本收益率、不良贷款率等指标的产出不足率.论文的创新和特色一是运用不良贷款率反映银行产出的质量,改变了现有研究忽略贷款质量差异的弊端.二是通过定量分析找出具体银行效率不高的真正原因,有针对性地提出了提高银行效率的宏观对策和具体对策.三把14家国有银行与股份制银行合并起来进行评价和比较,又显示出了两种银行组织方式下银行间的真实差距.

关键词: 银行效率, 效率评价, 数据包络/DEA, 综合效率, 商业银行

Abstract: Based on the non-Archimedian infinite model C²R of the Data Envelopment Analysis,combined with characteristics of Chinese mainland banks' inputs and outputs,the paper sets up an index system of inputs and outputs as well as an overall efficiency evaluation model for Chinese banks,which considers not only the profit ability,but also the control capacity of banks risk.The overall efficiency values of Chinese banks are given respectively based on the samples of state-owned banks and 14 integrated samples both state owned banks and stock banks.The input redundancy of labor,net value fixed assets,operating expenses,owner's equity and output deficiency of operating income,total increase in deposits,total increase in loans,ROE,decrease in bad debts ratio,are also calculated.The contributions and characteristics of the paper are:1) the bad debt ratio is used to reflect the quality of the outputs,which is an improvement to the current literature of neglecting the difference in loans quality;2)the inefficiency reasons of banks are listed out by quantitative analysis,and the pertinent macro strategies and concrete measures on improving banks efficiency are given;3) Combining both state owned banks and stock banks as a whole group of efficiency evaluation shows the real efficiency distance between two different kinds of banks.

Key words: bank efficiency, efficiency evaluation, data envelopment analysis/(DEA), overall efficiency, commercial bank

中图分类号:

C931
F830

迟国泰, 杨德, 吴珊珊. 基于DEA方法的中国商业银行综合效率的研究[J]. 中国管理科学, 2006, (5): 52-61.

CHI Guo-tai, YANG De, WU Shan-shan. The Research on Overall Efficiency of Chinese Commercial Banks Based on DEA Approach[J]. Chinese Journal of Management Science, 2006, (5): 52-61.

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