导　　师： 李锋

学科专业： 1201

授予学位： 硕士

作　　者： ;

机构地区： 华南理工大学

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。 Since China accessed to the WTO, the government made efforts to promoting theliberalization and internationalization of financial area by means of eliminating a number offinancial regulations and taking a series of financial reform measures as well as releasing avariety of financial business. China's commercial banks are currently facing unprecedentedcompetition, and at the same time it exposed many problems in the development and reformprocess. Due to the spread of the global financial crisis and the slowing economic growth inChina these years, many industries and areas got into trouble. These risks have transmitted tothe bank through a variety of channels, and thus the banks are facing a severe credit risk andmarket risk. Facing with the complex economic environment and fierce competition as well asdiversified demands, the efficiency of China's commercial banks urgently need to bemeasured scientifically and be evaluated more objectively and accurately, which has greattheoretical and practical significance. This paper attempts to use the integrated ANP and DEA method to analyze theefficiency of17commercial banks in China. Based on the previous studies, this researchbuilds a commercial bank performance evaluation index system and analyzes the interactionrelationship of the indices in order to set up the Analytic Network Process /(ANP/) model, andthen the indices’ weights are obtained by means of Super Decisions software. Based on theresults of the ANP model, every bank's scores of profitability, liquidity, security, developmentand innovation capacity are calculated, which are taken as output indicators of DataEnvelopment Analysis /(DEA/). The operating efficiency of17commercial banks in Chinafrom2009to2011is analyzed in the following by using DEA. The integration of ANP andDEA solves the shortcomings of the traditional DEA which arbitrarily selects the highcorrelating output indicators, making the efficiency evaluation more scientific andcomprehensive. In addition, a comparison between the new method and the DEA usingtraditional outputs is carried out, which indicated that there is a significant difference betweenthem. Empirical results shows that efficiencies obtained from ANP-DEA method are muchlower than those of DEA method, due to the overestimating scale inefficiency by DEAmethod. On the one hand, the ANP-DEA method proposed in this paper can identify more inefficient bank. On the other hand, when analyzing the efficiency or inefficiency, we couldfind the reasons from the output perspective in addition to pure technical efficiency and scaleefficiency, which helps decision makers identify the strengths and weaknesses in themanagement.

关 键 词： 效率 数据包络分析 网络层次分析 中国商业银行

分 类 号： [F832.33]

领　　域： [经济管理]