我国股份制商业银行经营效率评价—基于AHP-DEA混合模型的分析

Evaluation on Operational Efficiency of Joint-Stock Commercial Banks in China—Analysis Based on AHP-DEA Mixture Model

摘要: 本文运用层次分析方法(AHP)，对选取的商业银行绩效评价指标进行筛选，构建出合理的评价指标变量；运用数据包络分析方法(DEA)，建立商业银行经营效率评价模型。运用AHP-DEA模型对13家商业银行经营绩效水平进行实证分析，发现股份制商业银行经营效率均较高但各银行的经营效率差异较大。根据综合技术效率、纯技术效率与规模效率分析发现交通银行、招商银行与民生银行均处于效率最优状态。对非DEA有效的商业银行进行了投入冗余与产出不足改进。最后根据银行的经营特点从银行的经营管理水平、股权结构多元化、风险控制、企业发展策略方面提出建议。

Abstract: This paper uses the Analytic Hierarchy Process (AHP) to screen selected commercial bank performance evaluation indicators, and constructs a reasonable evaluation index variable; and it also uses the data envelopment analysis method (DEA) to establish a commercial bank operating efficiency evaluation model. By using the AHP-DEA model to empirically analyze the operating performance of 13 commercial banks, it is found that the operating efficiency of the joint-stock commercial banks is relatively high, but the operating efficiency of the banks is quite different. According to the analysis of comprehensive technical efficiency, pure technical efficiency and scale efficiency, it is found that Bank of Communications, China Merchants Bank and Minsheng Bank are in the most efficient state. For non-DEA effective commercial banks, investment redundancies and underproduction improvements have been made. Finally, according to the bank’s operating characteristics, it puts forward suggestions from the bank’s management level, diversification of equity structure, risk control, and corporate development strategies.