基于改进DEA模型的城市商业银行效率实证研究

运用能够消除环境变量和随机误差影响的改进DEA模型———三阶段DEA模型对我国城市商业银行的经营效率从技术效率、纯技术效率和规模效率三个方面进行了全面系统的实证研究.同时,以国有银行和全国性股份制上市银行的三种效率值为基准,将其值与城市商业银行的效率值进行对比,突出城市商业银行2006~2010年的效率变化特征.最后得出结论,城市商业银行的效率明显低于其他两类银行,但这种差距主要来源于规模效率,从而为决策者制定经营方针和改善管理策略提供借鉴.

Empirical Research on the Efficiency of City Commercial Banks Based on Modified DEA Model

A modified three-stage DEA model that can eliminate the influence of environmental variables and random errors is used to empirically analyze the operating efficiency of the city commercial banks in China from three aspects, namely technique, pure technique and scale efficiencies. Meanwhile, by comparing the efficiency of the state-owned and nationwide listed joint stock banks with that of the city commercial banks, the efficiency variation feature of the last one between the year of 2006~2010 is highlighted. The results show that the efficiency of city commercial banks is much lower than that of the other two kinds and the difference mainly comes from scale efficiency, which may provide a reference to the decision makers for deciding the business policy and improving the management strategy.