DEA模型在我国股份制银行效率实证分析中的应用-毕业论文（设计）.doc

DEA模型在我国股份制银行效率实证分析中的应用 安徽科技学院学士学位论文 PAGE II 本科生毕业论文（设计） 题 目: DEA模型在我国股份制银 行效率实证分析中的应用 姓 名: xxx 学 院: 理学院 专 业: 信息与计算科学 班 级: 2007级1班 学 号: 1884070103 指导教师: xxxx 职称: 硕 士 2011年5月18日 安徽科技学院教务处制 PAGE I 摘 要 随着我国加入WTO，金融市场全面开放，银行业与外资金融机构将在同一平台上公开、公平竞争，银行之间的竞争将集中表现为效率竞争.数据包络分析(DEA)是最常用的一种非参数前沿效率分析方法，常用于评价公共部门和非赢利机构的效率.本文使用DEA中的CCR模型、BCC模型并结合Deap 2.1软件，对我国股份制银行的效率进行实证分析.结论表明，三年来，股份制银行的技术效率和纯技术效率均呈下降趋势，这说明我国股份制银行的经营管理能力不但没有得到显著提高，反而有所下降，建议大多数银行可以在现有的产出水平下适当的减少其投入，从而缩减成本，提高效率.同时得到技术效率下降幅度大于纯技术效率，规模效率的下降是技术效率下降的主要原因. 关键词：数据包络分析；CCR模型；BCC模型；股份制银行效率 Abstract When China accessing to WTO, financial markets have opened for all activities. Bank and foreign financial institutions will competitive openly and fairly on the same platform. The competitions among banks will fucus on the performance of efficient competition. Data Envelopment Analysis (DEA) is the most common non-parametric efficiency frontier analysis methods, which is often used in the evaluation of public sector efficiency and non-profit organizations. In this paper we use CCR model, BCC model and Deap 2.1 software, analysis the efficiency of joint-stock banks. The result show, joint-stock banks’ technical efficiency and pure technical efficiency peform a decreasing trend in three years, and the operation of joint-stock banks’ management has been significantly decreased, instead of increased, we suggested that most banks should reduce their investment in the existing level of output , so as to reduce costs and improve efficiency. We can also see that technical efficiency decreaseing more than pure technical efficiency, and obtain the decrease of scale efficiency is based on the technical efficiency decreaseing. Ke