Two-stage Efficiency Evaluation Of Commercial Banks Based On DEA Window Analysis

Commercial Bank is an important part of the financial system, even occupies a very important position in the national economy, and the efficiency of commercial banks is constantly under in-depth research and development. Commercial Banks of China experienced structural reform, marketization, but also withstood the Asian financial crisis, challenges from foreign banks in the past decade. Summing up the past to the future, the study of long-term China's commercial banks'Efficiency is very urgent and important.This text don't study cross-sectional data, but study commercial banks in China for many years by the time series data, use DEA window analysis method to study the efficiency of commercial banks, long-term changes, including technical efficiency, pure technical efficiency and scale efficiency. Specific business processes with banks and two-stage production process DEA model does not consider the risk of a two-stage model and the commercial banks consider the risk of a two-stage model, and creatively window analysis method is applied to a two-stage DEA model,the window in the application process among the DEA method to set the width of the window issues were discussed, but also by the method of mathematical statistics to identify anomalous years, and proposed improved method, provides a new way of thinking and direction to the follow-up study on the window of DEA method. Meanwhile, the paper will also be invested in "crowded" introduces the concept of two-stage DEA model among the two-stage DEA model of how "crowded" and determine how to adjust the investment in two phases to improve efficiency were studied. Finally, we will use 1994-2009 data from the four state-owned commercial banks, and 1999-2009 data from 14 commercial banks in the empirical analysis,and give out results of this research.