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Measurement of Bank Efficiency by Network DEA with Resources under Restriction

Author: JiangHeMin
Tutor: GeHong
School: Harbin Institute of Technology
Course: Management Science and Engineering
Keywords: Bank Efficiency Banking Chain DEA Network DEA
CLC: F832.33
Type: Master's thesis
Year: 2010
Downloads: 126
Quote: 2
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Abstract

Continuously improve the efficiency of the pursuit of the goal of all social and economic organization, and improve efficiency is particularly important in the economies in transition. With the development of economic and financial globalization and China's financial industry, especially the further opening up of the banking sector, the commercial banks in China are also being integrated into the international financial world, China's commercial banks facing both opportunities and challenging external environment, seize the opportunity of reform and opening up of China's financial market, to accelerate its own reform process, improve the efficiency of banks, is the inevitable choice of China's commercial banks. Improve the efficiency of commercial banks, the most important prerequisite for correct and objective evaluation of the efficiency of commercial banks. At the same time, an effective evaluation of the efficiency of the bank, and the root causes of inefficient evaluation of mining is an important part of the management decisions. The tradition used to evaluate the relative efficiency data envelopment analysis (DEA) ignores the interaction between the sub-processes of decision-making unit internal, and therefore can not be an effective analysis of the bank's internal structure and internal pure technical efficiency. With economic development, the practice of commercial banks to manage higher requirements on bank efficiency evaluation into the bank's internal and identify inefficient crux of increasing demands for high, which requires us to find new ways to open the Business bank internal black box management practices to provide more efficient evaluation of the results of the reference value. This paper under the assumption of constant returns to scale and variable returns to scale, based on the basic principles of the DEA method to build a resource-constrained two-stage DEA evaluation model and resource constrained network DEA evaluation model, combined with banks with significant operations reality, the \variables; Total liabilities intermediate variables; interest income, investment income, commission and fee income for the output variable, in addition to taking into account the risk factors in the business, assets, loan loss provisions additional input variables as the assets of the business. According to the DEA CCR model method and the basic principles of the BBC model, shared resource constraints, establishing the technical efficiency of the evaluation of 14 commercial banks in 2007, the model of pure technical efficiency, through a comparative analysis to identify the various commercial banks operational inefficiencies inherent reason, and the proposed shared resources optimal allocation scheme in various business sub-processes.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Financial organizations, banks > Commercial banks ( specialized banks )
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