Study On The Efficiency Measurement Of Commercial Bank Based On The Two-stage Fuzzy DEA Model

Finance is the cornerstone of the implementation of the economic globalization,financial industry developed a direct impact on a country’s level of economic development,but also the core industry of world economic development.Commercial bank is the most important part of the financial system in China.In recent years,our country banking industry has the development by leaps and bounds,bad bank assets ratio decrease,but also continuous improvement in a variety of financial indicators,the image and connotation of value in China’s banking industry obtained the widespread high praise in the world.However,compared with foreign Banks,our country banking industry,there are certain gap,study the efficiency of commercial Banks can reveal the efficiency of the gap between the Banks,can reflect our country banking in profitability,cost control and management performance,etc,for the commercial Banks to raise management strategy,and effectively adjust the allocation of resources to provide precious experience and basis.To explore the efficiency of commercial Banks in China for the survival and development of China’s banking industry,and even the whole financial system security and stability has important theoretical and practical significance.Based on the realistic requirement of commercial Banks in China,this paper first defines the efficiency of commercial Banks from the Angle of production method,and on the basis of construct the index system of commercial bank efficiency of input and output;Secondly,according to the classic DEA model in measure the limits of the commercial bank efficiency,this paper built a two-stage fuzzy DEA model,and with 20 commercial Banks in our country as samples,carry on the empirical analysis.Specifically,first of all,on the basis of literature review,this paper defined the concept of efficiency and the efficiency of commercial Banks,and introduces how to measure the efficiency of commercial Banks,including the fuzzy comprehensive evaluation method and data envelopment analysis.Secondly,this paper summarizes the status quo of China’s commercial Banks,and find out the current problems existing in the development of Chinese commercial Banks,on the basis of the problem summary,investigate the root cause of the problems existed in Chinese commercial Banks.Again,this paper analyzes the classic DEA model in commercial bank efficiency is calculated in the limitations of two stage fuzzy DEA model is proposed,and from the perspective of production method,constructed the index system of commercial bank efficiency measure of input and output.Finally,the paper select 20 commercial Banks in our country as samples,the data were obtained through the investigation and research,and then through the two stage fuzzy DEA model,to measure of 20 the efficiency of commercial Banks,according to the result of efficiency calculation and grading.Research conclusion of this paper show that: first,China’s 20 commercial bank efficiency value is 1 or close to 1,it shows that in the first stage of the commercial Banks,is efficient.Second,the second phase,all the decision making unit efficiency upper limit is less than 1,the efficiency of lower limit value is less than 1,it shows that China’s 20 commercial bank efficiency in the first phase is effective,but in the second stage is invalid.Thus,the efficiency values are in the second stage.