CAJ | 학술논문

　　将基于网络层次分析法（ANP）得到银行的盈利性、流动性、安全性、发展性和创新性的指标得分，作为效率分析的产出变量，运用数据包络分析（DEA）测算中国17家商业银行在2009—2011年的经营效率，解决了传统 DEA选取产出指标随意性大的缺点，更加全面地体现商业银行的经营绩效。同时，将 ANP-DEA 方法得到的效率值，与采用传统产出指标的 DEA 方法得到的效率值进行对比。结果发现，后者高估了中国商业银行，特别是国有银行的效率。 ANP-DEA 方法能甄别出更多无效率的银行，并且分析出各银行无效率产生的原因。
　　장기우망락층차분석법（ANP）득도은행적영리성、류동성、안전성、발전성화창신성적지표득분，작위효솔분석적산출변량，운용수거포락분석（DEA）측산중국17가상업은행재2009—2011년적경영효솔，해결료전통 DEA선취산출지표수의성대적결점，경가전면지체현상업은행적경영적효。동시，장 ANP-DEA 방법득도적효솔치，여채용전통산출지표적 DEA 방법득도적효솔치진행대비。결과발현，후자고고료중국상업은행，특별시국유은행적효솔。 ANP-DEA 방법능견별출경다무효솔적은행，병차분석출각은행무효솔산생적원인。
Based on the scores of the outputs(profitability,liquidity,security,development capability,innovation capability)obtained from analytic network process(ANP),this paper used data envelopment analysis(DEA) to evaluate the efficiency of 17 commercial banks in China for the period 2009—2011. The integrated ANP-DEA method could reflect the banks’ overall performance as well as avoid the arbitrariness on selecting outputs variables. In addition,a comparison between the new method and the DEA using traditional outputs was carried out,which indicated that there was a significant difference between them. Empirical results showed that the overall efficiencies especially the state-owned banks’ efficiencies efficiencies obtained from ANP-DEA method were much lower than those of DEA method. Moreover,the new method could identify more inefficient banks and find the reasons of inefficiency.