Study On X-efficiency Measurement Of Commercial Banks Based On Two-stage Interval DEA And Monte Carlo Simulation

X efficiency is a concentrated expression of the competitiveness of commercial banks.The traditional commercial bank X efficiency evaluation method regards the bank as a "black box".It does not distinguish the process of commercial bank's fund organization and capital operation,nor can it find the reason why the commercial bank X is not efficient.It is difficult to systematically comprehensively optimize the X efficiency of commercial banks.Evaluation.Based on the definition of X-efficiency concept of commercial banks,this paper divides the business process of commercial banks into two stages: capital organization and capital operation.Based on this,a two-stage input-output index system for commercial bank X efficiency measurement is constructed,and two stages are constructed.The interval DEA model is used to measure the efficiency of commercial banks in the fund organization stage,the X efficiency of the capital operation stage and the total efficiency of X,and introduces the Monte Carlo simulation method to rank the interval efficiency values.Finally,the empirical analysis of the data of 20 commercial banks in China was conducted.The results of this paper show that: Firstly,from the research method,the two-stage modular interval DEA model constructed in this paper can effectively measure the X efficiency of commercial banks and find the cause of non-efficiency;the Monte Carlo simulation method proposed in this paper can be realized.Sorting the X efficiency of commercial banks.Secondly,on the whole,at present,the X efficiency value of China's commercial banks is not low,but X effective commercial banks(E++ and E+)are less,and most commercial banks have lower X efficiency values and effective commercials with X.Bank efficiency values vary widely.Third,through the two-stage interval DEA model analysis,the X non-efficiency of China's commercial banks arises from the stage of capital operation.Finally,from the influencing factors of commercial bank X efficiency value,the X efficiency value of each commercial bank is not necessarily related to its profit level.Asset size,intermediary business innovation,online banking promotion,etc.are beneficial to improve the X efficiency value of each commercial bank.Of course,the exact relationship between these factors and the X efficiency value of commercial banks needs to be further determined through relevant analysis.