数据包络分析是商业银行效率评价的有力工具。基于数据包络分析的商业银行效率评价的关键问题之一是如何确定一组投入和产出的指标。本文使用了增加值法来确定数据包络分析模型中的投入和产出指标,并用统计检验论证了投入和产出指标选取,使其更具统计说服力。最后,本文评价方法应用到银行效率评价实践中,说明了它的应用价值。
Data Envelopment Analysis (DEA) is an effective tool to appraise the performance of commercial banks. The basic task for the applications of DEA efficiency evaluation to commercial banks is to determine the input and output variables. This paper employs the CVA approach to decide the input and output variables, and statistic-tests the indicator choices. Finally a numeral demonstration approves the rationality of our model.