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中国科学院大学学报 ›› 2013, Vol. 30 ›› Issue (4): 462-471.DOI: 10.7523/j.issn.2095-6134.2013.04.006

• 数学 • 上一篇    下一篇

考虑非期望产出的两阶段DEA模型及其在银行效率评价中的应用

胡晓燕1, 程希骏2, 马利军3   

  1. 1. 中国科学技术大学管理学院, 合肥 230026;
    2. 中国科学技术大学统计与金融系, 合肥 230026;
    3. 深圳大学管理学院, 广东 深圳 518060
  • 收稿日期:2012-04-28 修回日期:2012-12-31 发布日期:2013-07-15
  • 通讯作者: 胡晓燕
  • 基金资助:

    国家自然科学基金(71001073, 71271182)和中国科学院知识创新工程重要方向项目(KJCX3-SYW-S02)资助 

Efficiency evaluation of commercial banks based on two-stage DEA model considering undesirable outputs

HU Xiao-Yan1, CHENG Xi-Jun2, MA Li-Jun3   

  1. 1. School of Management, University of Science and Technology of China, Hefei 230026, China;
    2. Department of Statistic and Finance, University of Science and Technology of China, Hefei 230026, China;
    3. College of Management, Shenzhen University, Shenzhen 518060, Guangdong, China
  • Received:2012-04-28 Revised:2012-12-31 Published:2013-07-15

摘要:

提出一种考虑非期望产出的两阶段DEA模型,并应用于中国26家商业银行的效率评价.结果显示,新模型能够更好地评价银行的投入/产出结构,并指出改进的方向,且模型评价结果在不同规模收益假设下具有一定的稳定性.

关键词: 商业银行效率, DEA, 两阶段系统, 非期望产出

Abstract:

We propose a novel two-stage DEA model, which considers undesirable factors, to evaluate efficiencies of 26 commercial banks in China. The results indicate that the proposed DEA approach is helpful in evaluating the inputs/outputs structure and directs the system efficiency improvement for commercial banks. The results are shown to be steady under different return to scale assumptions.

Key words: commercial banks efficiency, DEA, two-stage system, undesirable outputs

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