基于两阶段交叉效率模型的中国商业银行效率评价

doi:10.16381/j.cnki.issn1003-207x.2018.1523

Abstract

Abstract: With the rapid development of the China's economy, the healthy development of the Banks is crucial to the China's economy. Under the new situation, commercial banks are faced with various new challenges and opportunities. How to evaluate bank efficiency is the key step to improve bank competitiveness. In order to evaluate the efficiency of China's commercial banks better, the cross efficiency is introduced in the traditional two-stage DEA model, and the internal structure of the two-stage production system is optimized, then a two-stage cross efficiency model considering shared inputs and undesired outputs is constructed. Finally, combined with the 2006-2015 annual financial statement of 16 commercial banks in China, the traditional two-stage DEA model and the new model is used to evaluate the efficiency of the sample banks. The results show that the new model is more objective and more stable than the traditional model, and it is more suitable for evaluating the efficiency of commercial banks in China.

Key words: two-stage DEA, cross efficiency, commercial banks efficiency

CLC Number:

N945

XUE Kaili, FAN Jianping, KUANG Haibo, ZHAO Miao, WU Meiqin. Efficiency Evaluation of China Commercial Banks Based on Two-stage Cross Efficiency Model[J]. Chinese Journal of Management Science, 2021, 29(10): 23-34.

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Efficiency Evaluation of China Commercial Banks Based on Two-stage Cross Efficiency Model

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