在银行运营效益与综合实力评价中,为了全面、客观地概括银行整体情况常需要较多的指标,而对众多指标的处理,运用主成份分析方法无疑是最佳的。但认为进一步区分投入和产出指标对银行实力进行整体和效率上的把握,将更有利于银行运营效益和综合实力的评价。基于此,构建一个PCA-DEA多元统计组合模型,同时考虑到排序的客观性和差异性,进一步把新模型改进为PCA-DEA-TOPSIS多元统计组合模型。用新建的两类模型对我国14个主要上市商业银行进行实证,结果证明了模型的可行性和有效性。
It is the best method to use principal component analysis model to deal with many indicators during the evaluation process of operational efficiency and comprehensive strength about banks,which could deliver comprehensive and objective summary of the overall situation of banks.However,it is more useful and beneficial to comprehensive evaluation by distinguishing between input indicators and output indicators,then to appraise the overall efficiency and the comprehensive strength about banks.Based on this,this paper constructs a PCA-DEA multivariate statistical combination model.For the objectivity and difference during the appraising process,the author further improves the new model for a PCA-DEA-TOPSIS multivariate statistical combination model.Finally,we have taken an empirical evaluation using 14 listed commercial banks in China,and the result show that the model is feasible and effective.