中国商业银行X效率测度——StoNED方法与超效率DEA方法的比较研究

商业银行X效率测评是目前银行业研究的热点之一.常用的DEA与SFA方法在模型设定上存在缺陷,StoNED方法与超效率DEA方法吸收了DEA与SFA方法的优点.从理论与实证两个方面对StoNED方法与超效率DEA方法进行比较研究,理论比较包括数学原理、方法背景、准确性、科学性等方面.以劳动力、固定资产原值、存款为投入指标,以税前利润为产出指标,利用两种方法对2007- 2009年中国商业银行X效率进行了测度,实证表明StoNED方法测度商业银行X效率具有一定的优势.

The Study on the Comparison of Two Measuring Methods of StoNED and Super-efficieny DEA on X-effciency for Chinese Commercial Banks

At present,the measurement and assessment of X-efficiency for commercial banks is becoming a hot focus for the study in bank management.Considering the weakness of DEA and SFA methods in terms of model setting,this article explores two methods: StoNED and super-efficiency DEA theoratically and practically through comparing and integrating their merits,in which the theoratical comparison mainly includes the study of pure mathematics,methods and backgrounds,accuracy and scientificity,etc.The X-effciency of Chinese commercial banks from 2007 to 2009 is measued by the above two methods with productivity,fixed initial asset value and deposit being the investment index,and pretax profit being output index.According to results of measuring it has been proved that certain advantages do be held by StoNED method.