Research On The Chinese Commercial Banks' Efficiency Based On Super-Efficiency DEA And Relational Two-Stages DEA Model

With improving of economic development and intensifying of banks competition, the raise of commercial banks 'overall efficiency is more and more important. In the increasingly competitive environment, research of overall efficiency and improving methods has become the focus of attention of scholars and industrialists, so that it has a strong practical significance to research the efficiency of commercial banks.By means of researching banks'efficiency, we can reduce the waste of resources, improve the operational efficiency and increase the competitiveness of commercial banks.According to the evaluation of commercial banks'efficiency, we can find the most efficient bank and every bank's development trend. By the comparison of non-efficient and efficient banks, we can find the gap between non-efficient and efficient banks and measures of advancing efficiency of non-efficient banks, for the homogeneity of banking in the same circumstances.All the courses will contribute to raise non-efficient banks' efficiency, allocate resources appropriately, strengthen management.improve overall operational efficiency and strengthen banks' competitive power. It will promote a lot of effective suggestion to analyze factors affecting the efficiency of banks. By qualitative analysis and quantitative analysis of factors influencing commercial banks'efficiency, one part of the factors are macroeconomic and industrial factors, whose changes'influencing mechanism is analyzed, so that we can improve profitability and banks'efficiency; The other part of the factors are about bank ownership structure and operation capacity. Only if we figure out the influencing significance and degree, we can make a good decision to improve banks'efficiency effectively.This paper uses Super-efficiency DEA model to rank commercial banks' efficiency, for the traditional DEA model is invalid when ranking the efficient decision unit of banks. The commercial banks'operation procedure can separate into funding and operating, so this paper uses Two-stage associated DEA method to analyze two sub-stages'efficiency of banks. Use Malmquist TFP to analyze the time-varying effect.This paper contains five parts. The first part talks about the background and meaning, existed lecture reviews of the issue. The second part introduces the meaning of efficiency and traditional DEA model. SBM model and Super-efficiency DEA and two-stage associated DEA models. In the third part, we introduce the sample in the first section, the efficiency indices in section 2. using the Super-efficiency radial DEA model to measure the efficiency of the commercial banks in China. In the fourth section of part 3. using Super-efficiency non-radial model to modify the efficiency of the commercial banks in China, in the 5th section, this paper uses two-stage associated DEA model to measure the efficiency of the commercial banks in China, meanwhile analyze the funding and operating process'efficiency. In the 6th section gives the input-output slacks analysis of the commercial banks on stock market in 2010.7th section gives the dynamic analysis of banks'efficiency using Malmquist index analyzing the time-varying effect. The fourth part is the empirical part of this paper, mainly tests the factors affects the commercial banks' efficiency. The 1st section gives the indices, the 2nd section gives the empirical analysis of panel data based cost efficiency factors.The result shows that improved DEA model can better depict commercial banks' efficiency in China. Commercial banks'efficiency is increasing in varying degrees from 2006 to 2010. The efficiency includes technique progress and technical efficiency varying, through whose causing factors we analyze and give the policy suggestions to improve the banks' efficiency.