Research On Commercial Banks Efficiency-Based On Two-stage DEA Model Non-Parametric Statistical Method With Shared Inputs

Commercial bank is an important part of bank industry in China,which plays an indispensable role in China's economic operation and social development.At the same time,with the development of global economic integration,China's financial market is forming a diversified and open market with fierce competition.China's commercial bank needs to face not only the domestic competition,but also the international competition.Therefore,to evaluate commercial bank's efficiency fairly and explore its influencing factors objectively can provide practical significance for the transformation of banks and financial safety in China.Data envelopment analysis(DEA)model is a non-parametric statistical method.Its traditional model has been widely concerned and applied in the evaluation of bank efficiency,but only limited to "black box" assessment.In some studies,"black box" assessment process has been opened.The network DEA model has been studied and the two-stage DEA model which suit for bank's operation has appeared.However,there still are some aspects which are not included in previous studies need to be considered.In order to analyze banks' efficiency comprehensively,related research and application were carried out in this thesis.In this thesis,firstly,theory and research of commercial bank's efficiency were stated.Secondly,basic concepts of the DEA method,the traditional DEA model and the traditional two-stage DEA model were introduced.Thirdly,combining with the actual bank process,this thesis improved the traditional two-stage DEA model by considering shared inputs and intermediate outputs at the same time.Further,the new models were built under the assumptions of constant returns to scale and variable returns to scale.In the empirical part,the traditional DEA model,the traditional two-stage DEA model and the improved two-stage model are used to evaluate commercial bank's efficiency.And this thesis obtained the conclusion that results of the improved model are more moderate.What's more,the improved two-stage DEA model was applied to evaluate overall efficiency,financing efficiency and profitable efficiency of commercial banks in 2008-2015.Then the comparative analysis of commercial banks,divided into the state-owned banks,large joint-stock banks and local banks,was also studied.The innovations of this thesis are illustrated as follows:1)In order to evaluate commercial bank's efficiency comprehensively,this thesis took into account the impact factors of the shared initial resource and the legal deposit reserve intermediate output in the process of bank operation,then improved the traditional two-stage DEA model.Compared with the traditional DEA model and the traditional two-stage DEA model,the improved two-stage model is closer to the actual operation of commercial bank,and the efficiency score is more moderate.Besides,the great rank fluctuations in some banks also confirmed that the allocative problems and intermediate outputs can influence bank efficiency.2)The improved model provided not only the efficiency on financing stage and profit stage,but also the allocation of resources shared to two sub-stage under the premise of optimal efficiency.These could offer some recommendations to managers to adjust inputs.3)The sample data are new and representative,and the obtained results are close to present.Comparing with the existing bank efficiency evaluation and conclusion,this thesis found that the efficiency level of state-owned bank is different from previous conclusion.In this thesis,the state-owned bank's efficiency shows a strong growth trend and exceeds the efficiency of joint-stock commercial bank.What's more,in most commercial banks,the impact factor of overall efficiency changes from the previous profitable stage to financing stage.