文档介绍：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,(DEA)是最常用的一种非参数前沿效率分析方法,、BCC模型并结合Deap ,,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,,规模效率的下降是技术效率下降的主要原因.
关键词:R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 petitive openly and fairly on the same platform. petitions among banks will fucus on the performance of petition. Data Envelopment Analysis (DEA) is the mon non-parametric efficiency frontier analysis methods, which is often used in the evaluation of public sector efficiency and non-anizations. In this paper we R model, BCC model and Deap 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.
Keywords: DEA; CCR model; BCC model; Joint-stock banks efficiency
目录
第一章绪论 1
引言 1
数据包络分析法的发展历史及国内外研究状况 1
本文的主要研究思路 2
本文的内容安排 2
第二章数据包络分析法 2
数据包络分析法简介 2
2
BCC模型 3
第三章实证研究与分析 4
4
4
实证分析 5
6
计算过程 7
计算结果分析 7
第四章结论与相关政策建议 9
9
相关政策建议 9
论文不足之处 9
参考文献 10
致谢 11
图表清单
表1:统计数据 5
表2:无量纲化结果 6
表3:技术效率 7
表4:纯技术效率 7
表5:规模效率 8
第一章绪论
引言
金融是现代经济的核心,,其生产效率的高低不仅影响着金融业整体的效率水平,还关系到各种金融政策的传递、实施和全社会资源的优化配置,所以关于银行业的效率研究