中国商业银行经绩效评估——DEA方法.pdfVIP

内容提要 银行业在我国的经济发展过程中 扮演着举足轻重的角色 其经营优劣与国 家经济的稳定成长 也存在着密不可分的关系 近几年来 针对银行体系不良资 产过高 经营效率低下的情况 国家采取了对银行不良资产进行剥离 国家注资 进行股份制改造 鼓励引进外资银行参股等措施 如何评价这些措施的效果 对 于政府 银行经营者及社会大众来说 是一个极为关心的问题 本文采用可靠性较高的效率评估办法 数据包络分析法 DEA 来评 价银行的经营绩效 同时利用DEA 中的CCR 模式与BCC 模式 来探讨无效率 来源究竟是由纯技术效率还是规模效率所造成 并运用差额变数分析 对无效率 银行如何对投入产出进行改善提出建议 最后 将用DEA 方法得出的评估结果 与银行财务指标进行比较 结果显示双方吻合度较高 关键字 数据包络分析法 技术效率 纯技术效率 规模效率 差额变数分 析 I Abstract Banking industry has been playing a significant role in the process of economic development of China. There exists an inseparable relationship between its operation quality and the steady growth of national economy. In recent years, the government has taken a lot of measures such as peeling off non-performed loans, reforming state-own banks by injecting fund directly, and encouraging foreign banks to take stock of Chinese banks to reduce their non-performed loans and advance their operation efficiency. How to evaluate the effect of these measures is an important issue to the operator of banks, government, and the whole society. This study applies a more reliable efficiency evaluation methodData Envelopment Analysis (DEA) to evaluate the operation performance of banks. Besides, the CCR model and BCC model in DEA are employed to explore whether the source of low efficiency comes from pure technical efficiency or from scale efficiency. Some room of improvement for the input and output of the low-efficiency banks through slack variable analysis is suggested. Finally, we compare the efficiency evaluation results from DEA