CAJ | 학술논문

在银行运营效益与综合实力评价中,为了全面、客观地概括银行整体情况常需要较多的指标,而对众多指标的处理,运用主成份分析方法无疑是最佳的。但认为进一步区分投入和产出指标对银行实力进行整体和效率上的把握,将更有利于银行运营效益和综合实力的评价。基于此,构建一个PCA-DEA多元统计组合模型,同时考虑到排序的客观性和差异性,进一步把新模型改进为PCA-DEA-TOPSIS多元统计组合模型。用新建的两类模型对我国14个主要上市商业银行进行实证,结果证明了模型的可行性和有效性。
재은행운영효익여종합실력평개중,위료전면、객관지개괄은행정체정황상수요교다적지표,이대음다지표적처리,운용주성빈분석방법무의시최가적。단인위진일보구분투입화산출지표대은행실력진행정체화효솔상적파악,장경유리우은행운영효익화종합실력적평개。기우차,구건일개PCA-DEA다원통계조합모형,동시고필도배서적객관성화차이성,진일보파신모형개진위PCA-DEA-TOPSIS다원통계조합모형。용신건적량류모형대아국14개주요상시상업은행진행실증,결과증명료모형적가행성화유효성。
It is the best method to use principal component analysis model to deal with many indicators during the evaluation process of operational efficiency and comprehensive strength about banks,which could deliver comprehensive and objective summary of the overall situation of banks.However,it is more useful and beneficial to comprehensive evaluation by distinguishing between input indicators and output indicators,then to appraise the overall efficiency and the comprehensive strength about banks.Based on this,this paper constructs a PCA-DEA multivariate statistical combination model.For the objectivity and difference during the appraising process,the author further improves the new model for a PCA-DEA-TOPSIS multivariate statistical combination model.Finally,we have taken an empirical evaluation using 14 listed commercial banks in China,and the result show that the model is feasible and effective.