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| 文章编号：1672-3104(2015)03-0130-08 |
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我国商业银行效率研究——基于交互评价的两阶段网络交叉效率模型 |
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李双杰，张锦良 |
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（北京工业大学经济与管理学院，北京，100124） |
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| 摘 要： 已有“自评”两阶段网络DEA模型未能考虑其他决策单元指标权重取值情况，且存在权重向量非唯一的可能。文章对原有“自评”模型进行指标权重向量唯一化的二级规划，引入交叉效率的“自互评”模式构建了两阶段网络交叉效率模型，将商业银行运营过程分为以存款作为中间产出指标的两个相关联阶段，并对2009—2013年间我国16家上市商业银行进行了效率分析。结果显示，我国上市银行整体效率比较稳定，尚有较大提升空间，各类银行效率差异不大，且有趋同的趋势；盈利效率差异化不明显且变动平缓，吸储效率更能影响综合效率的结果。与“自评”模型相比，两阶段网络交叉效率模型评价客观，稳定性更强。 |
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| 关键词： 银行；指标；二级规划；两阶段网络DEA模型；交叉效率 |
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Research on the efficiency of Chinese commercial banks:through interactively-evaluated two-stage network cross efficiency model |
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LI Shuangjie, ZHANG Jinliang |
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（School of Economics and Management, Beijing University of Technology, Beijing 100124, China） |
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| Abstract: The existing “self-evaluation” two-stage network DEA model has not considered the indicator weight values of other decision-making units, and is not likely to be the only weight vector. This article implements the secondary planning which makes the indicator weight vector the only one, and introduces the “self-mutual evaluation” model of cross efficiency to construct the two-stage network cross efficiency model. And then, with the process of bank efficiency evaluation being divided into two related phases with the deposit being an intermediate output indicator, the article studies efficiencies of the 16 listed commercial banks in China from 2009 to 2013. Results show that the efficiencies of listed commercial banks in China as a whole is stable and has large room to be improved. The differences of efficiencies between all kinds of banks are not obvious, and these banks have the tendency of convergence. Their profit efficiencies level off without obvious differences, and the efficiency to absorb funds at the first stagecan better control the banks’ synthesis efficiency. Compared with the previous “self-evaluation” model, this two-stage network cross efficiency model can evaluate more objectively with stronger stability. |
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Key words: bank; indicator; the secondary planning; two-stage network DEA model; cross efficiency |
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