文档介绍：河北大学
硕士学位论文
我国上市银行金融业务创新效率研究——基于改进的DEA 方法
姓名:穆旖旎
申请学位级别:硕士
专业:数量经济学
指导教师:刘树;徐建民
20100501
摘要
摘要
金融业务创新是金融发展的主要动力,然而作为一新生事物,它也可能带来一系列
的负面效应。对于现阶段处在快速发展时期我国的金融业来说,金融业务创新是金融发
展的绊脚石还是活跃金融市场的原动力?清楚地了解金融业务创新的效率,准确地把握
现阶段其度与量,对于弄清此问题以及我国金融业的可持续发展都具有重要的实践意
义。
基于上述考虑,本文以我国金融业务创新效率实证研究为题,主要研究以下两个问
题:一是运用变异系数进行 DEA 指标权重约束,对传统 DEA 方法进行改进。二是运用改
进的 DEA R 和 BCC 模型,从横向和纵向两个角度分别对2008 年 14 家上市银
行金融业务创新效率和 2003-2008 年上市银行金融业务创新的整体效率进行实证分析,
通过测度各上市银行的总技术效率、纯技术效率和规模效率,得出 DEA 有效和非 DEA 有
效的上市银行。对于非 DEA 有效的上市银行,利用差额变数分析投入产出指标观测值与
目标值之间的差异情况,并探究非 DEA 有效的原因,提出改进目标并进行改进。然后,
通过规模效率值分析非 DEA 有效上市银行的投入与产出是否处于最适度的状态。对于处
于递减规模报酬的非 DEA 有效上市银行应缩小生产规模,减少要素投入;处于递增规模
报酬的非 DEA 有效上市银行,则应扩大生产规模,增加要素投入。最后,针对分析结果
提出了相应的对策建议。

关键词金融业务创新效率改进 DEA 方法
I
Abstract
Abstract
Financial service innovation is the main driver of financial development, but it as a new
thing could bring a series of negative effects. For China's financial industry, which is rapidly
developing, financial service innovation is whether a block or an active force for financial
development? Currently, it is important to clearly and accurately grasp the financial services
innovation efficiency which is the quality of innovation. Furthermore, it is an important
practical significance for the sustainable development of China's financial industry.
Based on the above considerations, the thesis is about to empirical research the
efficiency of China's financial innovation. There are two main research issues. Firstly, we
used weight of variation coefficient to improve the traditional DEA methods. Secondly, with
R and BCC models of the improved DEA, we researched the service innovation
efficiency of listed banks from two perspectives. The first one analyzed service innovation
efficiency of every listed bank based on the data of 14 listed banks in 2008 from horizontal
angle. The second one analyzed service innovation overall efficiency of listed banking from
vertical angle which based