我国商业银行效率评价的DEA模型

将数据包络分析法(dataenvelopmentanalysis,DEA)引入商业银行的效率评价,建立了基于DEA的商业银行效率评价模型,并应用该模型对我国四家国有商业银行和九家股份制商业银行 2001年的运营效率进行对比分析。结果表明,我国商业银行效率普遍低下,四大国有商业银行相比于股份制商业银行效率更低。对于国有商业银行而言,提高运营效率的关键在于提高技术水平。国有商业银行应努力提高金融产品和服务的科技含量及经营管理水平,切实加强信息化和网络化建设,依靠科技进步推动其经营效率的提高。对于中小型股份制商业银行而言,在提高技术水平的同时,更应注重拓展业务范围,扩大经营规模,积极稳妥地推进银行间的战略合作与兼并收购,实现资本的优化配置和运营成本的下降,提高规模经营效率。

DEA Model to the Measurement of the Efficiency of Chinese Commercial Banks

The paper presents a DEA (data envolopment analysis) approach to evaluate the efficiency of Chinese commercial banks. With this approach, it draws a comparison on the efficiency between the four wholly state-owned commercial banks and nine joint-stock commercial banks in 2001. The empirical results demonstrate that the efficiency of Chinese commercial banks is generally low and the efficiency of the four wholly state-owned commercial banks is lower than that of the joint-stock commercial banks.As to state-owned commercial banks, the key factor that raises the business efficiency lies in the improvement of the technological level.The state-owned commercial banks should greatly improve the scientific and technological contents of financial products and services and the level of management,accelerate IT application, promote the operating efficiency relying on the scientific and technological progress.As to joint-stock commercial banks, while improving the technological level,they should pay more attention to expand business scope and scale,promote strategic cooperation and merger and acquisition among banks actively and reliably, realize the rational allocation of the capital decline of the opera-ting cost,improve the business efficiency of the scale.