The Study Of Bank Efficiency Of China Based On DEA

The paper systematically analyses the status of the efficiency of commercial banks in China on the basis of the Data Envelopment Analysis(DEA)method, and lays stress on the comparison of the efficiency and the factors that affect the efficiency between state -owned commercial banks and other newly founded commercial banks.We take fourteen commercial banks at home as the researching samples on the basis of the conclusion of the research production in existence home and abroad. Then according to the principles of the DEA method, the DEA model is founded when the in-put and out-put variables are confirmed from universality, accrual and bank capital adequacy.The paper computers technical efficiency, pure technical efficiency and scale efficiency of the fourteen commercial banks in the three aspects above mentioned from 1995 to 2000, and gives out the efficient banks of reference and proportion of the non-efficient banks. In the analysis of the efficiency value of the state-owned and other newly founded commercial banks, comparative analysis is made respectively between banks and years. We make comparative analysis of technical efficiency, pure technical efficiency and scale efficiency while choosing the year1997and 2000 as the model samples. And we also study the degree of the efficiency departure between banks through variance analysis while comparison of the efficiency is made between state-owned commercial banks and the newly founded banks chronologically. Take the year 2000 for example, the optimized project of efficiency of each bank is given from the in-put aspect.The econometrics model is put forward and we confirm that variables that human resource quality, loan quality the property right structure and so on can't be brought into in-put and out-put determine the affected way and degree of the bank efficiency. In the use of the sample data receivable, we reconstitute three samples of the whole banks(the state-owned and newly founded commercial banks), the state-owned commercial banks and the newly founded commercial banks. And also we computer the universality, accrual and bank capital adequacy of the three samples respectively by the DEA model. Then taking the efficiency values as the dependent variables and the human resource quality, loan quality, the property structure ,etc, as the independent variables, we make the regression analysis.