基于ANP-DEA的中国商业银行经营效率评价

发布时间：2018-05-12 02:03

本文选题：效率 + 数据包络分析　；参考：《华南理工大学》2013年硕士论文

【摘要】：自从中国加入世贸组织以来，政府积极推动金融市场化与国际化，陆续解除多项金融管制，并采取一系列的金融改革措施，先后开放了多种金融业务。当前我国商业银行面临着前所未有的激烈竞争，中国的商业银行在发展与改革过程中也存在许多问题。加上金融危机的蔓延、我国经济增长减速等重大因素影响下，近几年许多行业和领域陷入困境，这些风险将通过多种渠道传导到银行，使得银行面临严峻的信用风险和市场风险。面对复杂的经济环境、激烈的竞争以及多样化的市场需求，中国商业银行对其效率进行科学的测度并做出客观准确的评析，具有十分重要的理论和现实意义。本文首先在借鉴前人研究的基础上，从银行的经营特点出发，构建了商业银行绩效评价指标体系，并分析各项指标的相互影响关系，从而构建了网络层次分析（ANP）模型，并借助Super Decisions软件计算得到指标权重。基于ANP的评价结果，计算银行的盈利性、流动性、安全性、发展性和创新性的指标得分，将该五个指标作为数据包络分析（DEA）的产出变量，进而分析中国17家商业银行在2009~2011年的经营效率。通过结合ANP和DEA两种方法，有效解决了传统DEA选取产出指标随意性大、相关性大且不足以体现银行整体绩效的缺点，使得商业银行的经营效率评价更加科学和准确。同时将ANP-DEA方法得到的效率值，与采用传统产出指标的DEA方法得到的效率值进行对比，发现后者高估了中国商业银行特别是国有银行的效率，原因是后者大大高估了银行的规模效率。本文提出的ANP-DEA方法，能识别出更多无效率的银行，，并且从纯技术效率、规模效率以及产出的角度，更加全面地分析各银行无效率产生的原因，从而给经营者一定的参考价值。
[Abstract]:Since China's accession to the WTO, the government has actively promoted the marketization and internationalization of finance, lifted many financial controls one after another, and adopted a series of financial reform measures, opening up a variety of financial businesses one after another. At present, China's commercial banks are facing unprecedented fierce competition, and there are many problems in the process of development and reform of Chinese commercial banks. In addition to the spread of the financial crisis and the impact of major factors such as the slowdown in economic growth in our country, in recent years many industries and fields have fallen into difficulties. These risks will be transmitted to banks through various channels. It makes banks face severe credit risk and market risk. In the face of complex economic environment, fierce competition and diversified market demand, it is of great theoretical and practical significance for Chinese commercial banks to measure their efficiency scientifically and make objective and accurate evaluation. First of all, based on the previous studies, this paper constructs the performance evaluation index system of commercial banks, and analyzes the mutual influence of each index, and then constructs the ANPs model of network hierarchy analysis (NAHP), which is based on the management characteristics of commercial banks. The index weight is calculated by Super Decisions software. Based on the evaluation results of ANP, the bank's profitability, liquidity, security, development and innovative index scores are calculated, and the five indicators are used as the output variables of data Envelopment Analysis (DEA). Then it analyzes the operating efficiency of 17 commercial banks in China from 2009 to 2011. By combining ANP and DEA, this paper effectively solves the shortcomings of traditional DEA in selecting output index which is random, relevant and not enough to reflect the overall performance of banks, which makes the evaluation of operational efficiency of commercial banks more scientific and accurate. At the same time, comparing the efficiency value obtained by ANP-DEA method with that obtained by DEA method using traditional output indicators, it is found that the latter overestimates the efficiency of Chinese commercial banks, especially state-owned banks. The reason is that the latter greatly overestimated the efficiency of the size of the bank. The ANP-DEA method proposed in this paper can identify more inefficient banks, and from the point of view of pure technical efficiency, scale efficiency and output, more comprehensive analysis of the causes of bank inefficiency, thus providing certain reference value to managers.
【学位授予单位】：华南理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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