考虑服务水平的商业银行综合效率评价研究  

Efficiency Evaluation of Commercial Banks Considering Service Level

作　　者：马伟[1] 王卫平[1] 杨锋[1] 

机构地区：[1]中国科学技术大学管理学院,安徽合肥230026

出　　处：《运筹与管理》2012年第1期205-211,共7页Operations Research and Management Science

基　　金：国家自然科学基金创新研究群体科学基金(70821001);国家自然科学基金资助项目(70801056);中国科学技术大学青年科学基金

摘　　要：商业银行是我国银行体系的主体,提高银行的经营效率和服务水平是当前金融改革的重点。已有的研究较多关注于银行的收益,对银行的非期望产出如呆坏账及服务水平等关注较少。本文运用多个处理非期望产出的DEA模型,对2008年中国商业银行的效率进行了评价分析。文章在改进熵DEA方法的基础上,利用指标体系对商业银行的综合效率进行了测度并对比了处于多模型条件下模型的区分度问题。研究结果显示,呆坏账、服务水平(等待时间)等非期望产出对商业银行的效率意义重大;股份制商业银行的效率普遍高于国有商业银行,因此国有商业银行的股份制改造是一个积极的方向。最后,根据实证分析的结果提出的效率改进建议对商业银行的自身发展和管理当局的改革规划都具有重要的指导意义。The commercial banks play a key role in the banking system in China,and how to elevate the efficiency of the operation and service of commercial banks becomes a main topic in the financial reformation practice.Most of the existing researches focus on the profit efficiency of commercial banks,while the efficiency involved in undesirable outputs such as the bad debts and service level do not attract enough attention.This paper combines several widely used DEA models with undesirable outputs to evaluate the efficiency of China ＇s commercial banks in 2008.Based on the improving Shannon DEA and index system,the article obtains the comprehensive efficiency value of the banks and compares the discrimination of the models under multi-model.The results show that bad debts and service level place an important impact on efficiency of banks and the efficiency of joint-stock commercial banks is generally higher than the state-owned.Thus joint-stock reforming is a positive direction.At last,the suggestions on improvement based on the results of the empirical analysis have directive significance for the self-development of commercial banks and the reform plan of authorities.

关 键 词：效率评价 非期望产出 熵DEA 商业银行 服务水平 

分 类 号：N945.16[自然科学总论—系统科学]