基于DEA模型的我国商业银行效率的实证研究

以我国9家已上市的股份制商业银行为研究对象,基于各银行2006年的统计数据,运用数据包络分析方法,研究他们的投入产出效率值。并用该模型的测算结果与已有文献中2002年的银行效率排名作对比。经研究表明,股份制商业银行的效率已经有了很大改观,股份制改革对国有商业银行经营效率有一定的推动作用;政府也利用内部调整以及放松管制等手段,给予国有商业银行很大帮助。本研究的重要意义在于,为迅速有效得提高我国商业银行的经营效率,达到国际一流的银行业水平提供借鉴和参考。

Empirical Analysing Efficiency of China's Commercial Banks Based on DEA Model

Based on statistic data of 9 commercial banks of shareholding system during the year of 2006,this paper will apply the method of the Data Envelopment Analysis to research their efficiency appraisal of input an output,and get a rank of efficiency by comparing with the data of 2002 which were mentioned in existing research papers.The investigation shows that there is much improvement in efficiency of stock commercial banks,and the shareholding reform increase commercial banks' operating ability.The government use internal adjustment and deregulation to help state commercial banks.The important purport of this paper is that it offers suggestions and references for state commercial banks to reach international level and to enhance its efficiency of management.