考虑DMUs异质性的商业银行成本效率研究  

Research on Cost Efficiency of Commercial Banks Considering the Nonhomogeneity of DMUs

作　　者：范建平[1] 赵苗[1] 吴美琴[1] FAN Jian-ping;ZHAO Miao;WU Mei-qin(School of Economics and Management,Shanxi University,Taiyuan 030006,China)

机构地区：[1]山西大学经济与管理学院,山西太原030006

出　　处：《华东经济管理》2018年第3期52-58,共7页East China Economic Management

基　　金：山西省高等学校人文社科重点研究基地项目(2017302)

摘　　要：传统的数据包络分析(DEA)方法往往将所有的决策单元(DMUs)看作是同质的,评价过程中以全部的决策单元作为参考集,忽视了决策单元之间的本质差距,并且只考虑投入的数量,忽略了投入的价格因素。文章考虑DMUs的异质性,采用交叉效率的思想,提出分类交叉DEA模型,可以解决原始分类DEA无法全排序的问题,并且减弱了决策单元面临的外部环境的差异性,用投入的数量和投入的价格之积来表示投入成本以此测量DMUs的成本效率。最后以中国商业银行为例进行分析,并对所提模型的合理性和适用性进行验证。结果表明,中国24家商业银行的成本效率差距明显,其中招商银行、浦发银行和工商银行的成本效率分数较高。The traditional data envelopment analysis(DEA)tends to regard all decision making units(DMUs)as homogeneous and treat the whole decision making units as the reference set in the process of evaluation,ignores the essential differences between DMUs,and only considers the amount of input,but neglects the price factors.Considering the nonhomogeneity of DMUs,the paper puts forward a categorical cross DEA model by using the idea of cross efficiency,which can rank all DMUs and weaken the differences of the external environment that the DMUs are encountering.Moreover,the input cost which is the product of the amount of input and the price of input is used to measure the cost efficiency of DMUs.In the end,the paper takes commercial banks in China as examples to make the analysis and validate the rationality and the applicability of the proposed model.The study indicates that the cost efficiency of China s 24 commercial banks has significant differences,in which China Merchants Bank,Shanghai Pudong Development Bank and Industrial and Comme rcial Bank of China have higher cost efficiency scores.

关 键 词：商业银行 成本效率 异质性 分类DEA 交叉效率 

分 类 号：F830.33[经济管理—金融学]