基于两阶段DEA方法的我国商业银行效率评价与影响因素分析-数量经济学专业论文.docxVIP

摘要本文在总结国内外现有研究成果的基础上，比较了银行效率测量的两类方 摘要 本文在总结国内外现有研究成果的基础上，比较了银行效率测量的两类方 法一参数法和非参数法的优缺点，确定利用非参数法中的数据包络分析fr去(DEA) 计算2001和2002年我国15家商业银行的银行成本效率、技术效率、配置效率、 纯技术效率、规模效率。纵向比较了我国商业银行2001—2002年各项效率的变 化情况，发现我国商业银行效率整体上呈上升趋势；横向进行了各家商业银行 的效率差异分析，发现国有银行的效率水平明显低于新兴商业银行的效率水平。 接着，在分析比较规模经济研究方法和工具的基础上，提出了选择研究方 法的标准，确立采用DEA方法，引入Tobit模型，弥补了DEA方法在研究商 业银行规模经济上的不足，以两阶段DEA方法来研究我国商业银行的技术效 率。在此基础上，对我国商业银行在2001—2002年间的技术效率及其影响因素 进行了实证分析。指明我国商业银行只有在提高资产利用率和资产质量的基础 上，才能在提高效率方面取得较大的发展空间。本文同时分析了影响我国商业 银行规模经济效应发挥的～些主要因素并以2002年为例，从投入角度给出了各 个非效率银行的效率优化方案。 关键词：商业银行效率数据包络分析(DEA)模型Tobit模型 AbstractThe Abstract The paper compares the advantage and disadvantage of two kinds of approaches of measuring bank efficiency the basis of conclusion of foreign and domestic research documents．The paper makes use of the data envelop analysis to computer the efficiency of 15 commercial banks in 2001 and 2002，the bank efficiency includes cost efficiency,technique efficiency,disposal efficiency,pure technique efficiency，scale efficiency．After comparing the change of bank efficiency of commercial banks in 2001 and 2002，we find domestic commercial bank efficiency in 2002is hi豇er than in 2002．After analyzing the difference among every commercial bank efficiency,we find the efficiency of four big banks is lower than newly developing commercial banks． Secondly，after comparing the methods of studying the scale ofeconomies，it Advanced the standard of selecting method tO study scale economies、After introducing the Tobit model，this paper established the method—two-stage DEA model to study the technical efficiency of commercial banks．At last，this paper utilized the improved DEA model to make an overall analysis the technical efficiency of Chinese commercial banks from 2001 tO 2002．It concluded that the Scope of scale on domestic commercial banks is large．If increasing the quality of assets，commercial banks have great potential development bank scale economies．Take the year 2002 for example，the optimized project of efficiency of