Performance Evaluation of Chinese Stock Commercial Banks
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摘要: 采用基于投入的DEA方法,评价了加入WTO之前中国股份制商业银行以效率为核心的绩效。把 存款分别当作投入和产出,选取2001年10家全国性股份制商业银行为样本,计算出银行的技 术效率作为绩效评价指标,并将技术效率分解为纯技术效率和规模效率,确定银行的规模报 酬变化。同时,根据效率值大小对银行进行排序,识别出绩效最好的以及相对较差的银行, 并分析了导致银行绩效评价低的原因。最后讨论了由于存款的不同定义而导致的银行绩效的 差别并给出合理解释。
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关键词:
- 绩效评价 /
- 技术效率 /
- 规模效率 /
- 数据包络分析(DEA)
Abstract: This paper employs an Input-Orientated Data Envelopment Analysis approach to th e efficiency-based evaluation of the performance of Chinese stock commercial ba nks before the entry into WTO. First, we choose ten nationwide stock commercial banks in 2001 as samples, define deposit as input and output respectively, and c alculate the technical efficiency of banks as index to evaluate their performanc e. Then, we decompose the technical efficiency into pure technical efficiency an d scale efficiency, and set the return scale to banks. At the same time, we rank the banks in the sequence of technical efficiency, differentiating the banks wi th best performance from those with relatively poor performance, and analyze the origin of their poor performance. Finally, we discuss the differences with the performance of banks caused by different definitions of deposit and accordingly give a reasonable account. -
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