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中国银行业DEA效率实证分析 被引量:40

DEA efficiency analysis of Chinese bank companies
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摘要 采用2007年数据,运用DEA优势效率模型和劣势效率模型对我国14家商业银行的DEA综合效率进行测评,得出了国内商业银行的综合效率排名.结果表明:国有四大商业银行的效率总体上明显不及新兴股份制商业银行.通过与2003年的数据对比,认为尽管四大行效率有所增进,但劣势依然明显.研究还运用CCR模型进行Charnes-Cooper线性变换和对偶变换后的模型(D),分析了14家商业银行的规模效率情况,分析结果表明:四大国有商业银行没有存在明显的规模经济. We use DEA advantage efficiency model and disadvantage effciency model to make an assessment of fourteen Chinese banks' DEA comprehensive efficiency in 2007.The result shows that the big four state-ownership banks are obvious leas efficient than others by comparing the share reform before and after the changes with 2003 data.After Charners-Cooper linear change and dual exchange of the CCR model,a model(D) is gotten,with which an analysis is conducted to examine the fourteen Chinese banks' comprehensive efficiency,and it is found that large-scale economy is not apparent in the bank industry.
出处 《系统工程理论与实践》 EI CSCD 北大核心 2009年第12期105-110,共6页 Systems Engineering-Theory & Practice
基金 国家杰出青年基金(70525005)
关键词 DEA 银行效率 银行竞争力 商业银行 DEA bank efficiency competence of bank commercial banks
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