An Empirical Study Of Commercial Banks' Efficiency Based On DEA Method

Finance is the core of modern economy and the banking industry is the core of the financial industry in China. So for our country, studying the efficiency of commercial banks is of great significance. In this paper, the state-owned commercial banks and joint-stock commercial banks are the research object, based on the theory of efficiency. This paper uses DEA to estimate the value of the efficiency of commercial banks, and for further comparative analysis.This paper included five chapters.Chapter One describes the background and significance of the study,sums up the domestic and foreign commercial banks on the efficiency of the situation, and makes out the logical system and research framework. These are the foundation of this paper.Chapter Two describes the research methods of the efficiency of commercial banks. This part firstly defines the core concept of the efficiency of commercial banks, and then comparative the analysis measure of the efficiency of commercial banks. Finally this part describes the DEA's rationale and implementation process.Chapter Three studies empirically the efficiency of the state-owned commercial banks and joint-stock commercial banks. According to the theory of DEA method this part analyze the input and output indicators and then calculated the value based on the efficiency of a comparative analysis.Chapter Four pointed out the way to improve efficiency, according to the empirical results.Chapter Five summary of the full text, and pointed out the deficiencies of this study.This paper tries to be innovative in the following areas on the base of the domestic and foreign research:1. About the input and output indicators, this paper takes the intermediate business income as the indicator of output, according to the intermediate business income developing vary fast in recent years. This can highlight the development of intermediary business in upgrading efficiency in commercial banks.2, This paper compared the efficiency values of the state-owned commercial banks and joint-stock commercial banks in the period of 2003 to 2008, and conclude that the shareholding system reform plays an important role in upgrading the state-owned commercial banks'efficiency.3, This paper ranked commercial banks according to the efficiency value on 2008, and comparative analysis of the reasons for the gap.