基于考虑非期望产出的超效率网络SBM模型的我国商业银行效率

发布时间：2018-01-04 18:40

本文关键词：基于考虑非期望产出的超效率网络SBM模型的我国商业银行效率　出处：《系统工程》2017年04期 　论文类型：期刊论文

【摘要】：以非径向、非导向基于松弛变量的SBM(Slacks-based Measure)模型为基础,考虑银行实际经营特点,构建了一个考虑非期望产出的超效率网络SBM模型对银行效率进行测度。在指标体系构建方面,将银行的运营过程分为两个阶段:生产阶段和盈利阶段,为了更好地反映不同贷款来源对效率的影响,将贷款分为个人贷款和公司贷款,并将不良贷款率作为生产阶段的非期望产出加以综合考虑,在此基础上对我国14家商业银行2013~2016年的效率进行分析研究。结果表明:在获得银行整体效率的同时可以获得内部子流程的效率,得到的效率值更加客观准确,部分银行总体效率呈波动或下降趋势,生产阶段和盈利阶段对银行的效率影响有所不同,国有商业银行的效率总体低于股份制商业银行的效率。
[Abstract]:In a non radial non orientation based on slack variables SBM (Slacks-based Measure) model, considering the actual bank operating characteristics, constructs a super efficiency SBM model considering undesirable outputs of the network to measure bank efficiency. In the construction of the index system, the operation process of the bank is divided into two stages: the stage of production and profitable stage, in order to better reflect the effects of different sources of loans on the efficiency of the loan will be divided into personal loans and corporate loans and non-performing loan ratio as the undesirable output stages of production should be considered synthetically analyzed on the basis of the 14 commercial banks in China during 2013~2016. The results show that the efficiency of efficiency at the same time to obtain the whole efficiency of the bank can obtain internal sub processes, the efficiency value is more objective and accurate, the overall efficiency of some banks fluctuating or downward trend, production stage And the profit stage has a different effect on the efficiency of the bank. The efficiency of the state-owned commercial banks is generally lower than the efficiency of the joint-stock commercial banks.

【作者单位】：江苏科技大学经济管理学院;
【基金】：国家自然科学基金重点项目(71331003) 中国博士后科学基金面上资助项目(2013M540449) 江苏省青蓝工程优秀青年骨干教师项目
【分类号】：F224;F832.33
【正文快照】： 商业银行的效率是银行核心竞争力的体现,提高银行效率是防范金融风险,实现银行可持续发展的关键。因此,如何准确测度分析银行效率并提出提高银行效率的合理建议已经成为了一个重要的研究课题,研究的结论可以为银行监管者和管理者的决策制定提供理论参考。商业银行效率是指商业

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