摘要
将基于网络层次分析法(ANP)得到银行的盈利性、流动性、安全性、发展性和创新性的指标得分,作为效率分析的产出变量,运用数据包络分析(DEA)测算中国17家商业银行在2009—2011年的经营效率,解决了传统DEA选取产出指标随意性大的缺点,更加全面地体现商业银行的经营绩效.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.结果发现,后者高估了中国商业银行,特别是国有银行的效率.ANP-DEA方法能甄别出更多无效率的银行,并且分析出各银行无效率产生的原因.
Based on the scores of the outputs（profitability,liquidity,security,development capability,innovation capability）obtained from analytic network process（ANP）,this paper used data envelopment analysis（DEA）to evaluate the efficiency of 17 commercial banks in China for the period 2009—2011.The integrated ANP-DEA method could reflect the banks’overall performance as well as avoid the arbitrariness on selecting outputs variables.In addition,a comparison between the new method and the DEA using traditional outputs was carried out,which indicated that there was a significant difference between them.Empirical results showed that the overall efficiencies especially the state-owned banks’efficiencies efficiencies obtained from ANP-DEA method were much lower than those of DEA method.Moreover,the new method could identify more inefficient banks and find the reasons of inefficiency.
出处
《河南科学》
2013年第6期904-907,共4页
Henan Science
关键词
效率
数据包络分析
网络层次分析
中国商业银行
efficiency
analytic network process
data envelopment analysis
Chinese commercial banks
