财经理论与实践
財經理論與實踐
재경이론여실천
The Theory and Practice of Finance and Economics
2012年
6期
17~21
,共null页
商业银行效率 超效率DEA三阶段模型 随机前沿方法(SFA) 模型优化
商業銀行效率 超效率DEA三階段模型 隨機前沿方法(SFA) 模型優化
상업은행효솔 초효솔DEA삼계단모형 수궤전연방법(SFA) 모형우화
The efficiency of commercial banks; Super-efficiency Data Envelopment Analysis model; Stochastic frontier approach(SFA); Model optimization
相比一般的DEA模型,超效率DEA模型能够对均处于效率前沿的决策单元进行有效评价,但是该模型无法剔除环境和随机误差因素对效率值的影响,从而无法得到真实的效率值。在超效率DEA模型的基础上,利用随机前沿方法(SFA)进行优化调整,分阶段对我国商业银行效率进行实证分析,结果表明:环境和随机误差因素对商业银行效率具有显著影响,超效率DEA三阶段模型较超效率DEA模型更具合理性,进行规范的股份制改革以及适度的机构规模调整是提升我国商业银行效率的有效途径。
相比一般的DEA模型,超效率DEA模型能夠對均處于效率前沿的決策單元進行有效評價,但是該模型無法剔除環境和隨機誤差因素對效率值的影響,從而無法得到真實的效率值。在超效率DEA模型的基礎上,利用隨機前沿方法(SFA)進行優化調整,分階段對我國商業銀行效率進行實證分析,結果錶明:環境和隨機誤差因素對商業銀行效率具有顯著影響,超效率DEA三階段模型較超效率DEA模型更具閤理性,進行規範的股份製改革以及適度的機構規模調整是提升我國商業銀行效率的有效途徑。
상비일반적DEA모형,초효솔DEA모형능구대균처우효솔전연적결책단원진행유효평개,단시해모형무법척제배경화수궤오차인소대효솔치적영향,종이무법득도진실적효솔치。재초효솔DEA모형적기출상,이용수궤전연방법(SFA)진행우화조정,분계단대아국상업은행효솔진행실증분석,결과표명:배경화수궤오차인소대상업은행효솔구유현저영향,초효솔DEA삼계단모형교초효솔DEA모형경구합이성,진행규범적고빈제개혁이급괄도적궤구규모조정시제승아국상업은행효솔적유효도경。
Compared with general DEA model,super-efficiency DEA model can make an effective evaluation to every decision making unit.However,the model can not eliminate environmental factors and random error factors on the efficiency,which makes it is not able to get the true value of efficiency.Empirical research has been done to analyze the efficiency of commercial banks using the modified DEA model which is optimized by Stochastic frontier approach(SFA).The results show that environmental factors and random error factors have significant effects on the efficiency of commercial banks,so super-efficiency data envelopment analysis model is more reasonable method.The joint-stock reform and appropriate size of institution adjustment is the efficient and effective way to enhance the efficiency of commercial banks in China.