基于广义修正DEA模型的中国商业银行效率分析  

Efficiency Analysis of Chinese Commercial Banks Based on Generalized M odified DEA Model

作　　者：澈乐格尔 马占新[1] 苏日古嘎[1] Chelegeer;MA Zhan-xin;Suriguga(School of Economics and Management,Inner Mongolia University,Hohhot 010021,China)

机构地区：[1]内蒙古大学经济管理学院,内蒙古呼和浩特010021

出　　处：《数学的实践与认识》2020年第21期1-14,共14页Mathematics in Practice and Theory

基　　金：国家自然科学基金(71661025,71261017);内蒙古自然科学基金(2016MS0705);内蒙古草原英才项目(1200012102012)。

摘　　要：商业银行是中国金融业最为重要的一部分,如何有效估计和提升中国商业银行的效率是当前复杂的国内和国际环境下的一项重要课题.然而,传统DEA方法在效率测算方面可能会存在效率悖论,进而影响商业银行效率测算的准确性.因此,以下先指出运用传统DEA模型测算商业银行效率时存在的效率悖论问题,再运用修正模型对2007-2018年中国商业银行效率水平进行测算.研究结果显示:在商业银行效率测算时存在效率悖论,修正的模型则有效地克服了效率悖论现象的出现.并从商业银行效率测算结果可见,综合效率水平方面,股份制商业银行最高、国有银行位居其次、城市商业银行最低;而技术效率水平方面,国有银行最高、股份制商业银行第二、城市商业银行最低.这表明国有银行虽有技术水平方面的优势,但未能得到很好的利用;而股份制商业银行和城市商业银行现有技术水平相对较低,需要通过加大创新力度提升其效率水平.Commercial banks are the most important part of China’s financial industry.How to effectively estimate and improve the efficiency of Chinese commercial banks is an important issue in the current complex domestic and international environment.However,the traditional DEA method may have efficiency paradox in measurement,which in turn affects the accuracy of commercial bank efficiency measurement.Therefore,the following points out the problem of efficiency paradox when using traditional DEA model to measure the efficiency of commercial banks.Then,using the generalized modified DEA model to evaluate the efficiency level of Chinese commercial banks from 2007 to 2018.The research results show that there is an efficiency antinomy when calculating the efficiency of commercial banks,and the revised model effectively overcomes the emergence of efficiency antinomy.From the calculation results,it can be seen that the overall efficiency level of the joint-stock banks is the highest,the state-owned banks is the second,and the city commercial banks is the lowest;In terms of technical efficiency level,state-owned banks is the highest followed by joint-stock banks and city commercial banks is the lowest.This shows that although state-owned banks have advantages in terms of technology,they have not been well utilized;while joint-stock banks and city commercial banks have relatively low levels of technology,they need to increase their efficiency by strengthening technological innovation.

关 键 词：银行效率 广义DEA模型 效率悖论 

分 类 号：F832.33[经济管理—金融学]