A Study On Commercial Banks Efficiency And Its Effect Factors In China Based On DEA

As transition period five years after enter the WTO shortens day by day, the banking of our country faces larger and larger competition pressure, the poor efficiency is not merely the direct behavior with low competitiveness, reflect the wasting enormously of social resources at the same time. If the banking of our country wants to develop continuously, we must improve the competitiveness of the bank. Efficiency is the concentrated reflection of the competitiveness of the bank, improvement of the efficiency of commercial bank and the controlling effectively of cost are the key to win in the banking. We should find out the factor influencing efficiency, make clear the function of the mechanism of these influence factors, and find way to raising the efficiency. The paper compares the advantage and disadvantage of two kinds of approaches of measuring bank efficiency on the basis of conclusion of foreign and domestic research documents. And we see the actual conditions that the banking of our country at present while realizing profits to maximize the goal, has strong ability in controlling the cost, so the paper choose the DEA input-orientated models of non-parameter data method to computer commercial banks' efficiency. Input variables: the input of labor, net value fixed assets ,total Amount of deposits ; Output variables: total increase in loans, ROE, net profit. This text has utilized DEA method to carry on the measurement of cost efficiency to 14 commercial banks selected from 2001 to 2004, on the basis of cost efficiency , resolve it into technological efficiency and allocative efficiency further; And on the basis of technological efficiency , resolve technological efficiency into purely technological efficiency and scale efficiency ; And utilize and judge the model of the economic situation of scale of the bank in DEA method, Analyze the situation of the returns to scale of the sample bank.Based on calculating the efficiency of sample banks, the paper longitudinally analyze the changes of our country commercial banks' efficiency , and find the average level of e commercial banks' efficiency of our country is on the rise ; and also find the efficiency level of state-owned banks are lower than that of stock banks obviously by Horizontal analyze on the difference of the commercial banks' efficiency. From 2001 to 2004, the whole banking's efficiency of our country is on the rise, but the ascensional range is not big, especially four major state-owned banks were equivalent to average cost efficiency of 2004 in 2003,...