CAJ | 학술논문

本文基于对银行业务结构和特征的分析，将银行看做具有中间投入和中间产出的串联两阶段网络生产结构。第一阶段为负债业务和中间业务，第二阶段为资产业务。基于这一网络结构，本文首先建立具有中间投入和中间产出的综合网络DEA模型，并证明在此模型下整体网络DEA有效等价于每个子阶段DEA有效，即此模型是打开黑箱的网络DEA模型，并定义网络决策单元的投影。本文以中国16家上市商业银行为样本，测算了2006—2010年各商业银行的整体效率、子阶段效率、关联指数和每家银行的投影。分析结果显示，大型国有商业银行在负债业务和中间业务阶段具有明显的竞争优势，股份制商业银行在资产业务阶段具有效率优势，城市商业银行的两阶段业务关联性最差。本文计算的投影，给出了银行提高整体效率的改进方向。
본문기우대은행업무결구화특정적분석，장은행간주구유중간투입화중간산출적천련량계단망락생산결구。제일계단위부채업무화중간업무，제이계단위자산업무。기우저일망락결구，본문수선건립구유중간투입화중간산출적종합망락DEA모형，병증명재차모형하정체망락DEA유효등개우매개자계단DEA유효，즉차모형시타개흑상적망락DEA모형，병정의망락결책단원적투영。본문이중국16가상시상업은행위양본，측산료2006—2010년각상업은행적정체효솔、자계단효솔、관련지수화매가은행적투영。분석결과현시，대형국유상업은행재부채업무화중간업무계단구유명현적경쟁우세，고빈제상업은행재자산업무계단구유효솔우세，성시상업은행적량계단업무관련성최차。본문계산적투영，급출료은행제고정체효솔적개진방향。
Basing on the deeply analysis,we regard the banking business as a two-stage network with intermediate input and output.The first sub-process is characterized by liabilities and intermediary busi-ness.The second sub-process is characterized by assets.Based on the network,we construct a network DEA model with intermediate input and output.Moreover,we prove that network efficiency is equivalent to sub-stage efficiency,which means our model can reveal the inner structure of the black box.We also calculate the overall efficiency,sub-stage efficiency and correlation index of 1 6 Chinese listed commercial banks from 2006 to 2010.The results show that state-owned commercial banks revealed obvious advantage in the liability and intermediate business.Joint-stock commercial banks are most efficient in assets busi-ness.And city commercial banks have the lowest correlation index.