本文選題：效率 + 數(shù)據(jù)包絡(luò)分析　； 參考：《華南理工大學(xué)》2013年碩士論文

【摘要】：自從中國加入世貿(mào)組織以來，政府積極推動(dòng)金融市場(chǎng)化與國際化，陸續(xù)解除多項(xiàng)金融管制，并采取一系列的金融改革措施，先后開放了多種金融業(yè)務(wù)。當(dāng)前我國商業(yè)銀行面臨著前所未有的激烈競(jìng)爭，中國的商業(yè)銀行在發(fā)展與改革過程中也存在許多問題。加上金融危機(jī)的蔓延、我國經(jīng)濟(jì)增長減速等重大因素影響下，近幾年許多行業(yè)和領(lǐng)域陷入困境，這些風(fēng)險(xiǎn)將通過多種渠道傳導(dǎo)到銀行，使得銀行面臨嚴(yán)峻的信用風(fēng)險(xiǎn)和市場(chǎng)風(fēng)險(xiǎn)。面對(duì)復(fù)雜的經(jīng)濟(jì)環(huán)境、激烈的競(jìng)爭以及多樣化的市場(chǎng)需求，中國商業(yè)銀行對(duì)其效率進(jìn)行科學(xué)的測(cè)度并做出客觀準(zhǔn)確的評(píng)析，具有十分重要的理論和現(xiàn)實(shí)意義。 本文首先在借鑒前人研究的基礎(chǔ)上，從銀行的經(jīng)營特點(diǎn)出發(fā)，構(gòu)建了商業(yè)銀行績效評(píng)價(jià)指標(biāo)體系，并分析各項(xiàng)指標(biāo)的相互影響關(guān)系，從而構(gòu)建了網(wǎng)絡(luò)層次分析（ANP）模型，并借助Super Decisions軟件計(jì)算得到指標(biāo)權(quán)重。基于ANP的評(píng)價(jià)結(jié)果，計(jì)算銀行的盈利性、流動(dòng)性、安全性、發(fā)展性和創(chuàng)新性的指標(biāo)得分，將該五個(gè)指標(biāo)作為數(shù)據(jù)包絡(luò)分析（DEA）的產(chǎn)出變量，進(jìn)而分析中國17家商業(yè)銀行在2009~2011年的經(jīng)營效率。通過結(jié)合ANP和DEA兩種方法，有效解決了傳統(tǒng)DEA選取產(chǎn)出指標(biāo)隨意性大、相關(guān)性大且不足以體現(xiàn)銀行整體績效的缺點(diǎn)，使得商業(yè)銀行的經(jīng)營效率評(píng)價(jià)更加科學(xué)和準(zhǔn)確。同時(shí)將ANP-DEA方法得到的效率值，與采用傳統(tǒng)產(chǎn)出指標(biāo)的DEA方法得到的效率值進(jìn)行對(duì)比，發(fā)現(xiàn)后者高估了中國商業(yè)銀行特別是國有銀行的效率，原因是后者大大高估了銀行的規(guī)模效率。本文提出的ANP-DEA方法，能識(shí)別出更多無效率的銀行，，并且從純技術(shù)效率、規(guī)模效率以及產(chǎn)出的角度，更加全面地分析各銀行無效率產(chǎn)生的原因，從而給經(jīng)營者一定的參考價(jià)值。
[Abstract]:Since China's accession to the WTO, the government has actively promoted the marketization and internationalization of finance, lifted many financial controls one after another, and adopted a series of financial reform measures, opening up a variety of financial businesses one after another. At present, China's commercial banks are facing unprecedented fierce competition, and there are many problems in the process of development and reform of Chinese commercial banks. In addition to the spread of the financial crisis and the impact of major factors such as the slowdown in economic growth in our country, in recent years many industries and fields have fallen into difficulties. These risks will be transmitted to banks through various channels. It makes banks face severe credit risk and market risk. In the face of complex economic environment, fierce competition and diversified market demand, it is of great theoretical and practical significance for Chinese commercial banks to measure their efficiency scientifically and make objective and accurate evaluation. First of all, based on the previous studies, this paper constructs the performance evaluation index system of commercial banks, and analyzes the mutual influence of each index, and then constructs the ANPs model of network hierarchy analysis (NAHP), which is based on the management characteristics of commercial banks. The index weight is calculated by Super Decisions software. Based on the evaluation results of ANP, the bank's profitability, liquidity, security, development and innovative index scores are calculated, and the five indicators are used as the output variables of data Envelopment Analysis (DEA). Then it analyzes the operating efficiency of 17 commercial banks in China from 2009 to 2011. By combining ANP and DEA, this paper effectively solves the shortcomings of traditional DEA in selecting output index which is random, relevant and not enough to reflect the overall performance of banks, which makes the evaluation of operational efficiency of commercial banks more scientific and accurate. At the same time, comparing the efficiency value obtained by ANP-DEA method with that obtained by DEA method using traditional output indicators, it is found that the latter overestimates the efficiency of Chinese commercial banks, especially state-owned banks. The reason is that the latter greatly overestimated the efficiency of the size of the bank. The ANP-DEA method proposed in this paper can identify more inefficient banks, and from the point of view of pure technical efficiency, scale efficiency and output, more comprehensive analysis of the causes of bank inefficiency, thus providing certain reference value to managers.
【學(xué)位授予單位】：華南理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.33

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