The Study Of Two-Stages DEA For China's Listed Commercial Banks Efficiency

Scientific evaluation for the efficiency of commercial banks is to improve the basis of its core competitiveness. Data envelopment analysis (DEA) as one of the most widely used commercial bank efficiency evaluation tool, has generated a lot of relevant research results.Some studies classical DEA model, the use of a commercial bank's overall investment in production and out to evaluate its efficiency. This approach is essentially a commercial bank as a "black box", ignoring the link inside the business structure of commercial banks and all business between, and therefore, the resulting efficiency estimates there are some limitations result. Another part of the commercial bank efficiency research literature is through the network DEA model thorough internal operational structure of commercial banks to examine their efficiency, the results include both commercial banks overall efficiency but also the efficiency of its internal business units to effectively deepen the efficiency of commercial banks the study. However, the application of network DEA to study the efficiency of commercial banks in the literature still exist some problem. such as did not consider the intermediate inputs, without considering the commercial banks internal business units between input sharing, and does not take into account the existence of free intermediate output, resulting in the literature theoretical model can accurately reflect the actual operational characteristics of commercial banks, thereby affecting the efficiency evaluation results, the accuracy. In addition, commercial banks rarely static efficiency and dynamic efficiency Comprehensive Evaluation.Firstly, this article divide the process of operations of commercial banks into two business units which are liability business process and assets operation, and build two stage network DEA model which contains shared input and freedom middle output,and evaluate static efficiency of the China's listed commercial banks in 2014; Secondly, build a two-phase DEA-Malmquist productivity index and proceed the study of China's listed commercial banks of dynamic efficiency from 2005 to 2014. Propose how to put forward relevant suggestions to enhance China's listed commercial banks efficiency through static and dynamic efficiency empirical analysis of China's listed commercial banks.