基于两阶段交叉效率模型的中国商业银行效率评价  

Efficiency Evaluation of China Commercial Banks Based on Two-stage Cross Efficiency Model

作　　者：薛凯丽 范建平[2] 匡海波 赵苗[2] 吴美琴[2] XUE Kai-li;FAN Jian-ping;KUANG Hai-bo;ZHAO Miao;WU Mei-qin(Collaborative Innovation Center for Transport Studies,Dalian Maritime University,Dalian 116026,China;School of Economics and Management,Shanxi University,Taiyuan 030006,China)

机构地区：[1]大连海事大学综合交通运输协同创新中心,辽宁大连116026 [2]山西大学经济与管理学院,山西太原030006

出　　处：《中国管理科学》2021年第10期23-34,共12页Chinese Journal of Management Science

基　　金：国家自然科学基金项目(71831002,71672016);山西省“服务产业创新学科群建设计划”项目(XKQ201801);山西省软科学研究计划项目(2017041008-3)。

摘　　要：为了更好的评价我国商业银行的效率,在传统两阶段DEA模型中引入交叉效率,并对两阶段生产系统的内部结构进行优化,构建了考虑共享投入和非期望产出的两阶段交叉效率模型。最后结合中国16家商业银行2006-2015年的年度报表,分别应用传统的两阶段DEA模型和新模型评价样本银行的效率。结果表明:新模型比传统模型更客观、区分力更强,具有更强的稳定性,更适合用于评价我国商业银行的效率。With the rapid development of the China’s economy,the healthy development of the Banks is crucial to the China’s economy.Under the new situation,commercial banks are faced with various new challenges and opportunities.How to evaluate bank efficiency is the key step to improve bank competitiveness.In order to evaluate the efficiency of China’s commercial banks better,the cross efficiency is introduced in the traditional two-stage DEA model,and the internal structure of the two-stage production system is optimized,then a two-stage cross efficiency model considering shared inputs and undesired outputs is constructed.Finally,combined with the 2006-2015 annual financial statement of 16 commercial banks in China,the traditional two-stage DEA model and the new model is used to evaluate the efficiency of the sample banks.The results show that the new model is more objective and more stable than the traditional model,and it is more suitable for evaluating the efficiency of commercial banks in China.

关 键 词：两阶段DEA 交叉效率 商业银行效率 

分 类 号：N945[自然科学总论—系统科学]