Based On The Risk Characteristics Of The Efficiency Evaluation Of Commercial Banks In China

2010is the tenth year for China participating the world trade organization, andthe first ten years in21st century are also important for the reformation of Chinesefinancial system. As the formation of international financial integration and thedevelopment of China’s banking industry, the bank in China transforms the monopolymode into the market mode with fierce competition. Further more, the content ofbank’s competition is management efficiency, the quality of our service and financialproduct innovation. In these fields of competition, management efficiency is the mostobjective competition between banks.In China, commercial banks is the core part in the financial system, it plays anirreplaceable role in economic development process. The management efficiency isimportant to economy development and social stability. So, the managementefficiency of commercial banks has become a hotspot in the field of financialengineering research, the scholars are hoping to establish a more objective scientificevaluation method. The traditional evaluation methods include stochastic frontierapproach, one-stage DEA and two-stage DEA method. But they have many limitations,firstly, they ignore the influence of external environment risk in evaluation. Secondly,DEA model is not rational, such as they dose not consider the slack of the variablefactors in the process of computation efficiency. Hence, this paper purposes to use themodel that combines super-SBM with three-sage DEA so that explains the influenceof external environment risk in banks’ management efficiency evaluation.This paper selects sixteen listed commercial Banks as the research sample in2010. The reason of this choice is that the listed commercial Banks in China occupymost of the market share, and listed commercial bank data easier access. Through theanalysis on these16Banks of empirical analysis, the results indicate that inconsideration of the environmental risk factors, Joint-stock commercial bankoperation management efficiency score is higher than the average of the state-ownedBanks. The efficiency score of small and medium-sized cities of joint-stockcommercial bank is the best. But after eliminate the impact of external environmentalrisk factor， the average efficiency of joint-stock commercial bank operationmanagement is declining, and the state-owned Banks is ascending which higher thanthe joint-stock commercial bank. This research illustrate the environmental risk factors drag the state-owned Banks operation management efficiency down, and liftjoint-stock commercial bank operation management efficiency up.