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基于超效率模型的中国商业银行效率评价
引用本文:罗勇,曹丽莉.基于超效率模型的中国商业银行效率评价[J].金融论坛,2005(9):17-21.
作者姓名:罗勇  曹丽莉
作者单位:中南财经政法大学
摘    要:DEA方法的C2R模型无法解决对相对有效单元进一步识别的问题,超效率模型通过重新定义生产可能集,从而能够对所有决策单元进行充分评价和排序。本文以四大国有商业银行和11家股份制商业银行为研究样本,利用C2R模型和超效率模型对2001~2003年中国商业银行的经营效率进行了实证分析。结果表明,超效率模型确实能够对所有决策单元进行充分评价和排序。尽管2001~2003年商业银行的整体效率有提高趋势,但仍不尽如人意。光大、民生、招行、浦发、中行表现相对突出,其他还有待提高。股份制商业银行的效率普遍高于国有商业银行。

关 键 词:C2R模型  超效率模型  商业银行
文章编号:1009-9190(2005)9-0017-05

Efficiency Evaluation of China's Commercial Banks Based on Super-efficiency Model
Luo Yong,CAO Lili.Efficiency Evaluation of China''''s Commercial Banks Based on Super-efficiency Model[J].Finance Forum,2005(9):17-21.
Authors:Luo Yong  CAO Lili
Institution:LuoYong CaoLili
Abstract:C2R model of DEA can!t identify relative effective units further. By redefining production sets, a super- efficiency model canfully evaluate and sequence all decision- making units. In this paper, 4 major state- owned commercial banks and 10 shareholdingcommercial banks are sampled and an empirical study is made of their operational efficiency from 2001 to 2003 by means of C2R modeland super- efficiency models. The result indicates that super- efficiency models are able to assess and sort all decision- making units.Although the overall efficiency of Chinese commercial banks has been improved, there is still much to be desired. Comparatively speaking,China Everbright Bank, China Minsheng Bank, China Merchants Bank, Shanghai Pudong Development Bank and Bank of China performbetter than others, Shareholding commercial banks outdo state- owned commercial banks.
Keywords:DEA
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