DEA与多元分析在商业银行机构网点优化设置决策中的应用研究
|
摘要
在我国商业银行优化资源配置、提高核心竞争力的进程中，机构网点的优化设置与调整是关系商业银行发展的重大问题。商业银行机构网点的优化设置决策涉及的问题是多方位的，其中原有机构网点的优化调整涉及的决策问题可以概括为现状评价、成因诊断以及调整决策制定这几方面。从优化机构网点设置的战略重要性看，在这方面提供科学有效的决策支持方法是具有重要现实意义的。
从国内商业银行的运营特点与运营现状出发，并侧重于从盈利性评价与诊断以及盈利性潜力估计的角度为现有机构网点的优化设置提供决策依据，本文构建了结合使用DEA与多元分析、服务于机构网点优化设置的一套决策支持方法。这套方法包含盈利性评价与诊断、规模收益分析以及调整决策制定这几个模块，结合基于现有运营规模的盈利性差异诊断以及规模收益分析的结果为商业银行机构网点优化调整的决策提供支持。整套方法的思路、各模块的分析方法、整合决策的方法以及案例中的应用在文中依次展开。
首先提出了从效率及业务经营技术水平这两方面的机构网点自身可控的内部因素、机构网点的主管行控制的规模因素以及外部环境因素这几方面对商业银行机构网点进行盈利性差异的诊断、盈利性潜力的估计并在此基础上进行机构网点优化设置决策的总体思路。
接着构建了DEA分析与Tobit回归分析相结合的，基于截面数据定量区分在现有运营规模上效率、外部环境以及业务经营技术水平三方面因素对商业银行机构网点盈利性的影响程度的分析方法；此后构建了DEA与Tobit回归相结合的基于面板数据进行商业银行机构网点盈利性评价及诊断分析的方法；随后是对机构网点进行基于DEA的规模收益分析的方法。在此基础上提出与机构网点的盈利性预期和规模收益状况的不同组合相对应的机构网点优化调整决策，另外还提出了用区间型DEA模型进行机构网点调整方案效果估计的思路。
最后基于国内某银行下属的36家分理处三年的数据进行了包含上述各重要环节的实证案例分析，通过这个综合性的案例分析展示本文构建的整套分析方法的应用过程。案例分析的结果显示了这套方法的决策支持意义。
In the resources allocation optimization progress conducted by Chinesecommercial banks aimed at improving their core competences, there is an importantissue about the optimization of bank branches' setting and adjustment. As far as thisissue is concerned, the related problem in the optimization setting of existing bankbranches can be categorized as status quo evaluation, diagnosis and adjustmentdecision-making. It's of prominent practical significance to study on the decisionsupport methods for such problems.
Based on the operational characteristics and operating status quo of Chinesecommercial banks, and focus on decision support for existing branches' settingoptimization from the viewpoint of profitability evaluation and diagnosis and theestimation of potential profitability, a systematic decision support approach based onDEA and multivariate analysis is developed in this study. This approach containsseveral modules including profitability evaluation and diagnosis, return-to-scaleanalyzing and adjustment decision-making. Profitability diagnosis based on thepresent scales of branches and scale efficiency analysis is combined to make decisionon commercial bank branches optimization setting. The holistic analyzing idea,analyzing methods in different modules, the systematic decision-making approach andapplication in a case study are presented gradually in this dissertation.
Firstly the holistic analyzing idea is introduced. The idea is to diagnosis, viz. tofind the main sources of a bank branch's poor profitability by analyzing the maindriving factors of it. Thus the potential profitability of it may be estimated, andadvices on adjustment may be made. The main driving factors of bank branches'profitability can be classified into several kinds, viz. factors that can be control bybranches themselves such as efficiency and operation technology, scale factor whichare controlled by their supervising bank, and the external environment factors. Thusthe diagnosing of profitability and potential profitability estimating are based on theanalyzing of the influences of these factors on bank branches profitabilityrespectively.
And then, to clear each factor's effect on profitability, a framework ofcross-sectional analyzing based on DEA and Tobit regression is built. After that, amethod also based on DEA and Tobit regression is presented for branch profitability evaluation and diagnosis based on panel data analyzing. And an approach based onDEA is presented to evaluate the scale efficiency of bank branch. Subsequently, thetactics correspond to different combinations of branch profitability expectations andscale efficiencies are presented respectively. Besides, an idea of using the DEA modelbased on interval input-output data to estimate the possible effects of differentadjusting solutions is presented.
Finally, a comprehensive empirical study including aforementioned parts ofanalyzing is conducted based on 3 years' data from 36 branches of some Chinesecommercial bank to show the application process of the holistic approach. And theresults show the decision support significance of the approach built in this study.
从国内商业银行的运营特点与运营现状出发，并侧重于从盈利性评价与诊断以及盈利性潜力估计的角度为现有机构网点的优化设置提供决策依据，本文构建了结合使用DEA与多元分析、服务于机构网点优化设置的一套决策支持方法。这套方法包含盈利性评价与诊断、规模收益分析以及调整决策制定这几个模块，结合基于现有运营规模的盈利性差异诊断以及规模收益分析的结果为商业银行机构网点优化调整的决策提供支持。整套方法的思路、各模块的分析方法、整合决策的方法以及案例中的应用在文中依次展开。
首先提出了从效率及业务经营技术水平这两方面的机构网点自身可控的内部因素、机构网点的主管行控制的规模因素以及外部环境因素这几方面对商业银行机构网点进行盈利性差异的诊断、盈利性潜力的估计并在此基础上进行机构网点优化设置决策的总体思路。
接着构建了DEA分析与Tobit回归分析相结合的，基于截面数据定量区分在现有运营规模上效率、外部环境以及业务经营技术水平三方面因素对商业银行机构网点盈利性的影响程度的分析方法；此后构建了DEA与Tobit回归相结合的基于面板数据进行商业银行机构网点盈利性评价及诊断分析的方法；随后是对机构网点进行基于DEA的规模收益分析的方法。在此基础上提出与机构网点的盈利性预期和规模收益状况的不同组合相对应的机构网点优化调整决策，另外还提出了用区间型DEA模型进行机构网点调整方案效果估计的思路。
最后基于国内某银行下属的36家分理处三年的数据进行了包含上述各重要环节的实证案例分析，通过这个综合性的案例分析展示本文构建的整套分析方法的应用过程。案例分析的结果显示了这套方法的决策支持意义。
In the resources allocation optimization progress conducted by Chinesecommercial banks aimed at improving their core competences, there is an importantissue about the optimization of bank branches' setting and adjustment. As far as thisissue is concerned, the related problem in the optimization setting of existing bankbranches can be categorized as status quo evaluation, diagnosis and adjustmentdecision-making. It's of prominent practical significance to study on the decisionsupport methods for such problems.
Based on the operational characteristics and operating status quo of Chinesecommercial banks, and focus on decision support for existing branches' settingoptimization from the viewpoint of profitability evaluation and diagnosis and theestimation of potential profitability, a systematic decision support approach based onDEA and multivariate analysis is developed in this study. This approach containsseveral modules including profitability evaluation and diagnosis, return-to-scaleanalyzing and adjustment decision-making. Profitability diagnosis based on thepresent scales of branches and scale efficiency analysis is combined to make decisionon commercial bank branches optimization setting. The holistic analyzing idea,analyzing methods in different modules, the systematic decision-making approach andapplication in a case study are presented gradually in this dissertation.
Firstly the holistic analyzing idea is introduced. The idea is to diagnosis, viz. tofind the main sources of a bank branch's poor profitability by analyzing the maindriving factors of it. Thus the potential profitability of it may be estimated, andadvices on adjustment may be made. The main driving factors of bank branches'profitability can be classified into several kinds, viz. factors that can be control bybranches themselves such as efficiency and operation technology, scale factor whichare controlled by their supervising bank, and the external environment factors. Thusthe diagnosing of profitability and potential profitability estimating are based on theanalyzing of the influences of these factors on bank branches profitabilityrespectively.
And then, to clear each factor's effect on profitability, a framework ofcross-sectional analyzing based on DEA and Tobit regression is built. After that, amethod also based on DEA and Tobit regression is presented for branch profitability evaluation and diagnosis based on panel data analyzing. And an approach based onDEA is presented to evaluate the scale efficiency of bank branch. Subsequently, thetactics correspond to different combinations of branch profitability expectations andscale efficiencies are presented respectively. Besides, an idea of using the DEA modelbased on interval input-output data to estimate the possible effects of differentadjusting solutions is presented.
Finally, a comprehensive empirical study including aforementioned parts ofanalyzing is conducted based on 3 years' data from 36 branches of some Chinesecommercial bank to show the application process of the holistic approach. And theresults show the decision support significance of the approach built in this study.
引文
[1] 姜建清.国有商业银行分支机构管理问题研究[J]. 金融研究, 2001, (9): 1-17.
[2] Chen, T., Yen, T. A study of efficiency evaluation in Taiwan's bank's [J]. International Journal of Service Industry Management, 1997. (5) : 402-415.
[3] Sherman H. D. , Gold F. . Bank branch operating efficiency: evaluation with data envelopment analysis [J]. Journal of Banking and Finance, 1985- (9) : 297-315.
[4] Oral M., Yolalan R.. An empirical study on measuring operating efficiency and profitability of bank branches [J]. European Journal of Operating Research 1990, (46): 282-294.
[5] Allen N. Berger, David B. Humphrey. Efficiency of Financial Institutions: International Survey and Directions for Future Research [J]. European Journal of Operational Research, 1997, Special Issue on "New Approaches in Evaluating the Performance of Financial Institutions" .
[6] Bauer P.W., Berger A.N., Ferrier G.D., Humphrey D.B.. Consitency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Method[J]. Journal of Economics nad Business,1998(50):85-114
[7] Kaparakis E.I., Miller S.M., Noulas A.G.. Short-Run Cost Inefficiency of commerical Banks: A Flexible Stochastic Frontier Approach[J]. Journal of Money, Credit and Banking, 1994,26(4):875-894
[8] Hao J., Hunter W.C., Yang W.K.. Deregulation and Efficiency: the case of Private Korean Banks[J]. Journal of Economics and Business, 2001,53(2):237-254
[9] Battese G.E., Heshmati Almas, Hjalmarsson lennart. EFficiency of labour use in the Swedish banking insustry: a stochastic frontier approach[J]. Empirical Economics,2000,25(4):623
[10] Rezvanian Rasoul, Seyed Mehdian. An examination of cost structure and production performance of commercial banks in singapore[J]. Journal of Banking and Fiannce, 2002,26:78-98
[11] Saunders A., I. Walters. Universal Banking in the United States: What Could We Gain? What Could We Lose?[J]. Journal of Banking and Finance,1994,18:1217-1219
[12] Clark J. Speaker P.J. Economies of scale and scope in banking: Evidence from a generalized translog cost function[J]. Quarterly Journal of Business & Economics, 1994,33.2
[13] Altunbas Y., Chakravarty. Frontier cost functions and bank efficiency. Economics Letters[J]. 2001,72:233-240
[14] Deyoung R. A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using US Commercial Band Date[J]. European Journal of Operational Research, 1998(2):243-249
[15] Bauer P.W., A.N. Berger, D.B. Humphrey. Efficiency and Productivity Growth in U.S. Banking, in H.O. Fried, C.A.K. Lovell, and S.S. Schmidt, eds. The Measurement of Productive Efficiency: Techniques and Applications[M]. Oxford: Oxford University Press, 1993:386-413
[16] Fecher E, Pestieau P. EFficiency and Competition in O.E.C.D. Financial Services, in H.O. Fried, C.A.K. Lovell, and S.S. Schmidt, eds. The Measurement of Productive EFFiciency: Techniques and Applications [M], Oxford University Press, U.K.,374-385
[17] Berger A.N., Humphrey D.B.. The Dominance of Inefficiencies Over Scale and Product Mix Economiey in Banking[J]. Journal of Monetary and Economics, 1991,28(1):117-148
[18] Humphrey D.B., Pully L.B. Bank's response to deregulation: Profits technology and efficiency[J]. Journal of Money, Credit and Banking, 1997,29
[19] Clark J.A.. Economic Cost, Scale EFficiency, and Competitive Viability in Banking[J]. Journal of Money, Credit, and Banking, 1996,28(3):342-364.
[20] Deyoung R.. Management Quality and X-Inefficiency in National Banks[J]. Journal of Financial Services Research, 1998,13(1):5-22.
[21] Lozano-Vives A. Efficiency and technical change for Spanish banks[J]. Applied Financial Economics, 1998(8):289-300
[22] Charnes A., Cooper W. , Rhoades E.. Measuring the efficiency of decision making units [J]. European Journal of Operation Research. 1978. (2) : 429-444.
[23] Cooper W.W., Seiford L.M., Tone K... Data Envelopment Analysis: A Comprehensive Text With Models, Applications, References, And DEA-Solver Software[M]. Kluwer Academic Publishers, Boston, 2000.
[24] Tulkens H.. On FDH Efficiency Analysis: Some Methodological Issues And Applications To Retail Banking, Courts And Urban Transit[J]. Journal of Productivity Analysis, 1993,4(1/2):183-210.
[25] Chang K.P.. Measuring Efficiency with Quasiconcave Production Frontier[J], European Journal of Operational Research,1999,115(3):497-506.
[26] Dekker D., Post T. A Quasi-concave DEA Model with an Application for Bank Branch Performance Evaluation[J]. European Journal of Operational Research, 2001(132):296-311.
[27] Deprins D., D. Simar, H. Tulkens. Measuring Labor Efficiency in Post Offices. p243-267 in M. Marchand P. Pestieau and H. Tulkens, the Performance of Public Enterprises: Concepts and Measurements[M] North Holland 1984
[28] Wheelock D.C., Wilson P.W.. Robust Nonparametric Estimation of Efficiency and Technical Change in U.S. Commercial Banking. Working Paper 2003-037A. Fed. REserve Bank of ST. LOUIS.
[29] Vassiloglou, M. , Giokas, D. A study of the relative efficiency of bank branches: An application of data envelopment analysis [J] . Journal of the Operational Research Society, 1990, (7): 591-597.
[30] Sherman H.D., Ladino G.. Managing Bank Productivity Using Data Envelopment Analysis(DEA)[J], Interfaces, 1995,25(2):60-73
[31] Schaffnit, C.D. Rosen, J.C. Paradi (1997), "Best Practice Analysis of Bank Branches: An Application of DEA in a Large Canadian Bank," European Journal of Operational Research 98, 269-289,
[32] Athanassopoulos A.D., Gilkas D.. The Use of Data Envelopment Analysis in Banking Institutions: Evidence From the Commercial Bank of Greece[J]. Interfaces, 2000,30(2):81-95
[33] Oral M. . Yolalan R. . An Empirical Study On Analyzing The Productivity of Bank Branches[J]. IIE Transactions, 1992,24(5)
[34] Sealey C.W., Lindley J.T.. Input,outputs and a theory of production and cost at depositary financial institutions[J]. Journal of Financial, 1977,31(4): 1251-1266
[35] Soteriou A.,Zenios S.A.. Operations, Quality and Profitability in The Provision of Banking Services[J]. Management Science, 1999,45(9): 1221-1238.
[36] Athanassopoulos A. D. Service Quality and Operating Efficiency Synergies for Management Control in the Provision of Financial Services[J]. European Journal of Operational Research, 1997, Special Issue on "New Approaches in Evaluating the Performance of Financial Institutions" .
[37] Robert Deyong, Iftekhar Hasan. The performance of DeNovo Commercial banks; A profit Efficiency Approach[J]. Journal of Banking&Finance,1998(22):565-587
[38] Laura cavallo. Scale and scope economiew in the European banking systems[J]. Journal of Multinational Financial Management, 2001(11):515-531
[39] Dcminguc-Kunt, Harry Huixinga. Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence[J]. The World Bank Economic Review, 1999(13):379-408
[40] Peristiani Stavors. Do Arger Improve the X Efficiency of Scale Efficiency of U.S. Banks[J]. Journal of Nbney. Credit, and Banking,1997:86-92
[41] Akhavein Jalal D., Berger A.N Humphrey D.B.. The Effects of Mega-mergers on Efficiency and Prices: Evidence from a Bank Profit Funtion. Review of Industrial Organization[J], 1997,12(1):95-139
[42] Berger, Mester. Inside the Black Box: What Explains Differences in the Efficiencies of Institutions. Journal of Banking and Finance, 1997,21(7)895-947.
[43] Harker T., Zenios, A.. Performance of Financial Institutes(M). Cambridge University Press, 2000
[44] Berger A.N., Hunter W.C., Timme S.G. The efficiency of financial institutions: A review and preview of research past, present, and future[J]. Journal of Banking & Finance,1993,17(2), p221-249.
[45] Hunter W.C., Timme S.G.. Thchnology change, organizational form and the structure of bank production[J]. Journal of Money, Credit, and Banking,1986(14):435-456
[46] Berger A. N., D. Hancock, D. B. Humphrey. Bank Efficiency Derived from the Profit Function[J]. Journal of Banking and Finance, 1993, (17): 317-347.
[47] Harvey Leibenstein. Allocative efficiency vs. X-efficiency, the American Economics Review, 1966
[48] Balachandher K. G. , B. Shanmugam. Why Some Financial Institutions are More Profitable[J]. Banker's Journal Malaysia, 1997, (104): 32-33.
[49] Michel Dietsch, Ana Lozano-Vivas. How the environment determines banking efficiency: A comparison between French and Spanish industries[J]. Journal of Banking and Finance, 2000, (24): 985-1004.
[50] David Dekker, Thierry Post. A quasi-concave DEA model with an application for bank branch performance evaluation [J] . European Journal of Operating Research 2001, (132): 296-311.
[51] Berger,Humphrey. Bank Scale Economics, Mergers, Concentration, and Efficiency: The U.S. Experience. The Wharton Financial Iscfcutions Center Working Paper,1994:94-25.
[52] Carbo S., Gardener E.P.M., Williams J.. Efficiency in Banking: Empirical Evidence from the Savings Banks Sector. Manchester School,2002, 70(2):204-226
[53] Maudos, Joaquin. Market Structure and Performance in Spanish banking using a direct measure of efficiency[J]. Applied Financial Economics,1998,8:191-200
[54] Giokas, D. Bank branch operating efficiency: A comparative application of DEA and the loglinear model [J] . OMEGA International Journal of Management Science, 1991. (19): 549-557.
[55] Al-Faraj. T. , Alidi, A. S., Bu-Bshait, K. A. Evaluation of Bank Branches by Means of Data Envelopment Analysis[J] . International Journal of Operations and Production Management, 1993, (13): 45-52.
[56] Berger, A. N. , Leusner, J. H., Mingo, J. J. The Efficiency of bank branches[J] .Journal of Monetary Economics, 1997, (40): 141-162.
[57] Athanasios G. Noulas, Deregulation and operating efficiency: The case of Greek banks [J]. Managerial Finance 2001, (27) : 35-47.
[58] Grigorian, D.A. and V. Manole, Determinants of Commercial Bank Performance in Transition: An Application of Data Envelopment Analysis. 2002, The World Bank, Policy Research Working Paper Series: 2850.
[59] Parkan, C. (1987), "Measuring the Efficiency of Service Operations: An Application to Bank Branches," Engineering Costs and Production Economics 12, 237-242,
[60] Doukas J., LSwitzer. Economies of Scale and Scope in Canadian Branch Banking[J]. Journal of Banking and Fiance,1993(17):463-481
[61] Alirezaee, M.R., M. Howland and C. van de Panne (1998). "Sampling Size and Efficiency Bia8 in Data Envelopment Analysis," Journal of Applied Mathematics and Decision Sciences 2,51-64.
[62] Cook, W.D., M. Hababou and H. Tuenter (2000). "Multicomponent Efficiency Measurement and Shared Inputs in DEA: An Application to Sales and Services Performance in Bank Branches," Journal of Productivity Analysis 14, 209-224.
[63] Cook, W.D. and M. Hababou (2001). "Sales Performance Measurement in Bank Branches," Omega-International Journal of Management Science 29, 299-307.
[64] A. S. Camanho and R. G. Dyson, Efficiency, size, benchmarks and targets for bank branches an application of data envelopment analysis, Journal of the Operational Research Society 50 (1999)903-915.
[65] B. Golany and J. E. Storbeck, A data envelopment analysis of the operational efficiency of bank branches, Interfaces 29 (1999) 14-26.
[66] Al-Faraj, T., A. S. Alidi, K. A. Bu-Bshait. "Evaluation of Bank Branches by Means of Data Envelopment Analysis." International Journal of Operations and Production Management1993(13), 45-52.
[67] Drake L., B. Howcroft. Relative Efficiency in the Branch Network of a U.K. Bank: An Empirical Study[J]. OMEGA International Journal of Management Science,1994(22):83-90
[68] Zardkoohi, A., and J. Kolari. "Branch Office Economies of Scale and Scope: Evidence from Savings Banks in Finland." Journal of Banking and Finance 18 (1994), 421-432.
[69] van de Westhuizen, G., The Relative Efficiency of Bank Branches in Lending and Borrowing: An Application of Data Envelopment Analysis. South African Journal of Economic and Management Sciences, N.S., 2005. 8(3): p. 363-76.
[70] Porembski, M., K. Breitenstein, and P. Alpar, Visualizing Efficiency and Reference Relations in Data Envelopment Analysis with an Application to the Branches of a German Bank. Journal of Productivity Analysis, 2005. 23(2): p. 203-21.
[71] Aleskerov, F., H. Ersel, and R. Yolalan, MULTICRITERIAL RANKING APPROACH FOR EVALUATING BANK BRANCH PERFORMANCE. International Journal of Information Technology & Decision Making, 2004. 3(2): p. 321-335.
[72] Porembski, M., K. Breitenstein, and P. Alpar, Visualizing Efficiency and Reference Relations in Data Envelopment Analysis with an Application to the Branches of a German Bank. Journal of Productivity Analysis, 2005.23(2): p. 203-21.
[73] Jablonsky, J., et al., DEA with Interval Data: An Illustration Using the Evaluation of Branches of a Czech Bank. Central European Journal of Operations Research, 2004. 12(4): p. 323-37.
[74] Hirtle, B. and C. Metli, The Evolution of U.S. Bank Branch Networks: Growth, Consolidation, and Strategy. Current Issues in Economics & Finance, 2004. 10(8): p. 1-7.
[75] Sevcovic, D., M. Halicka, and P. Brunovsky, DEA Analysis for a Large Structured Bank Branch Network. Central European Journal of Operations Research, 2001.9(4): p. 329-42.
[76] Camanho, A.S. and R.G. Dyson, Efficiency, Size, Benchmarks and Targets for Bank Branches: An Application of Data Envelopment Analysis. Journal of the Operational Research Society, 1999.50(9): p. 903-915.
[77] R. G. Dyson, R. Allen, etc. Pitfalls and protocols in DEA[J]. European Journal of Operating Research 2001, (132): 245-259.
[78] P. Andersen, N. C. Petersen. A Procedure for Ranking Efficient Units in Data Envelopment Analysis [J]. Management Science, 1993, 39(10): 1261-1264.
[79] 郭妍．我国商业银行效率决定因素的理论探讨与实证检验．金融研究，2005(2)
[80] 李晓庆．我国商业银行效率测度及影响因素分析．上海财经大学学报，2005(4)
[81] 张超，顾锋，邸强．国外银行效率测度及其影响因素研究综述．外国经济与管理，2005，27(4)
[82] 赵旭，凌亢．影响我国银行业效率因素的实证研究．决策借鉴，2001(4)
[83] 郑录军，曹廷求．我国商业银行效率及其影响因素的实证分忻．金融研究，2005(1)
[84] 张健华，我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J]．金融研究，2003，(3)．
[85] 魏煜，王丽．中国商业银行效率研究：一种非参数的分析[J]．金融研究，2000，(3)：88-96．
[86] 杨宝臣，刘铮，高春阳．商业银行有效性评价方法[J]．管理工程学报，1999，(13)：13-19．
[87] 李会民 商业银行经营状况综合评价方法应用研究 数量经济技术经济研究2001(3)：114—116．
[88] 赵旭，周军民，蒋振声．国有商业银行效率的实证分析[J]．华南金融研究，2001，(16)：25—27．
[89] 张维，李玉霜．基于DEA技术的城市商业银行内控评价研究[J]．系统工程理论与实践，2001，(7)：38-42．
[90] 崔明娟，蔡晨，计雷，池宏，陈建明．探索用双层数据包络方法对我国商业银行分理处及其资源重组进行评价[J]．中国管理科学，2000，(8)：597-601．
[91] 冯套柱．基层商业银行经营效果的系统评价[J]．河北建筑科技学院学报(社科版)，2000，(17)：74-78．
[92] 祝佳，计雷，池宏，陈建明．多变量分析法在银行储蓄所绩效评价中的应用[J]．中国管理科学，2001，(3)：68-73．
[93] 陈建明，计雷，池宏．商业银行经营过程的资金流网络[J]．中国管理科学，2002，(1)：6-10．
[94] 王聪，邹朋飞．中国商业银行规模经济与范围经济的实证分析[J]，中国工业经济，2003，(10)：21-28
[95] 张权，张世英．国有商业银行人力资源效率分析[J]，甘肃科学学报，2004，(2)：115-120
[96] 陈敬学，别双枝．我国商业银行规模经济效率的实证分析及建议[J]，金融论坛，2004，(10)：46-51
[97] 彭琦，赵子铱，皱康．1993-2003年中国银行业效率的实证分析——基于DEA测度技术的运用[J]，经济评论，2005(4)：82-89
[98] 吴晓勇．商业银行经营机构盈利性评价及其诊断分析研究[D]．北京：中国科学院科技政策与管理科学研究所，2003
[99] 魏权龄 评价相对有效性的DEA方法 北京：中国人民大学出版社，1988
[100] 吴文江．数据包络分析及其应用[M]．北京：中国统计出版社，2002
[101] 任若恩，王惠文．多元统计数据分析——理论、方法、实例[M]．北京：国防工业出版社，1997．
[102] 戴国强．商业银行经营学[M]．北京：高等教育出版社，1999．
[103] 彼得．S．罗斯著；唐旭，王丹等译．商业银行管理[M]．北京：经济科学出版社，1999
[104] R. D. Banker, A. Charnes, W. W. Cooper. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis[J]. Management Science, 1984, 30(9): 1078-1092.
[105] Fare, R., Grosskopf, S. A nonparametric approach to scale efficiency[J]. Scandinavian Journal of Economics, 1985(87): 594-604.
[2] Chen, T., Yen, T. A study of efficiency evaluation in Taiwan's bank's [J]. International Journal of Service Industry Management, 1997. (5) : 402-415.
[3] Sherman H. D. , Gold F. . Bank branch operating efficiency: evaluation with data envelopment analysis [J]. Journal of Banking and Finance, 1985- (9) : 297-315.
[4] Oral M., Yolalan R.. An empirical study on measuring operating efficiency and profitability of bank branches [J]. European Journal of Operating Research 1990, (46): 282-294.
[5] Allen N. Berger, David B. Humphrey. Efficiency of Financial Institutions: International Survey and Directions for Future Research [J]. European Journal of Operational Research, 1997, Special Issue on "New Approaches in Evaluating the Performance of Financial Institutions" .
[6] Bauer P.W., Berger A.N., Ferrier G.D., Humphrey D.B.. Consitency Conditions for Regulatory Analysis of Financial Institutions: A Comparison of Frontier Efficiency Method[J]. Journal of Economics nad Business,1998(50):85-114
[7] Kaparakis E.I., Miller S.M., Noulas A.G.. Short-Run Cost Inefficiency of commerical Banks: A Flexible Stochastic Frontier Approach[J]. Journal of Money, Credit and Banking, 1994,26(4):875-894
[8] Hao J., Hunter W.C., Yang W.K.. Deregulation and Efficiency: the case of Private Korean Banks[J]. Journal of Economics and Business, 2001,53(2):237-254
[9] Battese G.E., Heshmati Almas, Hjalmarsson lennart. EFficiency of labour use in the Swedish banking insustry: a stochastic frontier approach[J]. Empirical Economics,2000,25(4):623
[10] Rezvanian Rasoul, Seyed Mehdian. An examination of cost structure and production performance of commercial banks in singapore[J]. Journal of Banking and Fiannce, 2002,26:78-98
[11] Saunders A., I. Walters. Universal Banking in the United States: What Could We Gain? What Could We Lose?[J]. Journal of Banking and Finance,1994,18:1217-1219
[12] Clark J. Speaker P.J. Economies of scale and scope in banking: Evidence from a generalized translog cost function[J]. Quarterly Journal of Business & Economics, 1994,33.2
[13] Altunbas Y., Chakravarty. Frontier cost functions and bank efficiency. Economics Letters[J]. 2001,72:233-240
[14] Deyoung R. A Diagnostic Test for the Distribution-Free Efficiency Estimator: An Example Using US Commercial Band Date[J]. European Journal of Operational Research, 1998(2):243-249
[15] Bauer P.W., A.N. Berger, D.B. Humphrey. Efficiency and Productivity Growth in U.S. Banking, in H.O. Fried, C.A.K. Lovell, and S.S. Schmidt, eds. The Measurement of Productive Efficiency: Techniques and Applications[M]. Oxford: Oxford University Press, 1993:386-413
[16] Fecher E, Pestieau P. EFficiency and Competition in O.E.C.D. Financial Services, in H.O. Fried, C.A.K. Lovell, and S.S. Schmidt, eds. The Measurement of Productive EFFiciency: Techniques and Applications [M], Oxford University Press, U.K.,374-385
[17] Berger A.N., Humphrey D.B.. The Dominance of Inefficiencies Over Scale and Product Mix Economiey in Banking[J]. Journal of Monetary and Economics, 1991,28(1):117-148
[18] Humphrey D.B., Pully L.B. Bank's response to deregulation: Profits technology and efficiency[J]. Journal of Money, Credit and Banking, 1997,29
[19] Clark J.A.. Economic Cost, Scale EFficiency, and Competitive Viability in Banking[J]. Journal of Money, Credit, and Banking, 1996,28(3):342-364.
[20] Deyoung R.. Management Quality and X-Inefficiency in National Banks[J]. Journal of Financial Services Research, 1998,13(1):5-22.
[21] Lozano-Vives A. Efficiency and technical change for Spanish banks[J]. Applied Financial Economics, 1998(8):289-300
[22] Charnes A., Cooper W. , Rhoades E.. Measuring the efficiency of decision making units [J]. European Journal of Operation Research. 1978. (2) : 429-444.
[23] Cooper W.W., Seiford L.M., Tone K... Data Envelopment Analysis: A Comprehensive Text With Models, Applications, References, And DEA-Solver Software[M]. Kluwer Academic Publishers, Boston, 2000.
[24] Tulkens H.. On FDH Efficiency Analysis: Some Methodological Issues And Applications To Retail Banking, Courts And Urban Transit[J]. Journal of Productivity Analysis, 1993,4(1/2):183-210.
[25] Chang K.P.. Measuring Efficiency with Quasiconcave Production Frontier[J], European Journal of Operational Research,1999,115(3):497-506.
[26] Dekker D., Post T. A Quasi-concave DEA Model with an Application for Bank Branch Performance Evaluation[J]. European Journal of Operational Research, 2001(132):296-311.
[27] Deprins D., D. Simar, H. Tulkens. Measuring Labor Efficiency in Post Offices. p243-267 in M. Marchand P. Pestieau and H. Tulkens, the Performance of Public Enterprises: Concepts and Measurements[M] North Holland 1984
[28] Wheelock D.C., Wilson P.W.. Robust Nonparametric Estimation of Efficiency and Technical Change in U.S. Commercial Banking. Working Paper 2003-037A. Fed. REserve Bank of ST. LOUIS.
[29] Vassiloglou, M. , Giokas, D. A study of the relative efficiency of bank branches: An application of data envelopment analysis [J] . Journal of the Operational Research Society, 1990, (7): 591-597.
[30] Sherman H.D., Ladino G.. Managing Bank Productivity Using Data Envelopment Analysis(DEA)[J], Interfaces, 1995,25(2):60-73
[31] Schaffnit, C.D. Rosen, J.C. Paradi (1997), "Best Practice Analysis of Bank Branches: An Application of DEA in a Large Canadian Bank," European Journal of Operational Research 98, 269-289,
[32] Athanassopoulos A.D., Gilkas D.. The Use of Data Envelopment Analysis in Banking Institutions: Evidence From the Commercial Bank of Greece[J]. Interfaces, 2000,30(2):81-95
[33] Oral M. . Yolalan R. . An Empirical Study On Analyzing The Productivity of Bank Branches[J]. IIE Transactions, 1992,24(5)
[34] Sealey C.W., Lindley J.T.. Input,outputs and a theory of production and cost at depositary financial institutions[J]. Journal of Financial, 1977,31(4): 1251-1266
[35] Soteriou A.,Zenios S.A.. Operations, Quality and Profitability in The Provision of Banking Services[J]. Management Science, 1999,45(9): 1221-1238.
[36] Athanassopoulos A. D. Service Quality and Operating Efficiency Synergies for Management Control in the Provision of Financial Services[J]. European Journal of Operational Research, 1997, Special Issue on "New Approaches in Evaluating the Performance of Financial Institutions" .
[37] Robert Deyong, Iftekhar Hasan. The performance of DeNovo Commercial banks; A profit Efficiency Approach[J]. Journal of Banking&Finance,1998(22):565-587
[38] Laura cavallo. Scale and scope economiew in the European banking systems[J]. Journal of Multinational Financial Management, 2001(11):515-531
[39] Dcminguc-Kunt, Harry Huixinga. Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence[J]. The World Bank Economic Review, 1999(13):379-408
[40] Peristiani Stavors. Do Arger Improve the X Efficiency of Scale Efficiency of U.S. Banks[J]. Journal of Nbney. Credit, and Banking,1997:86-92
[41] Akhavein Jalal D., Berger A.N Humphrey D.B.. The Effects of Mega-mergers on Efficiency and Prices: Evidence from a Bank Profit Funtion. Review of Industrial Organization[J], 1997,12(1):95-139
[42] Berger, Mester. Inside the Black Box: What Explains Differences in the Efficiencies of Institutions. Journal of Banking and Finance, 1997,21(7)895-947.
[43] Harker T., Zenios, A.. Performance of Financial Institutes(M). Cambridge University Press, 2000
[44] Berger A.N., Hunter W.C., Timme S.G. The efficiency of financial institutions: A review and preview of research past, present, and future[J]. Journal of Banking & Finance,1993,17(2), p221-249.
[45] Hunter W.C., Timme S.G.. Thchnology change, organizational form and the structure of bank production[J]. Journal of Money, Credit, and Banking,1986(14):435-456
[46] Berger A. N., D. Hancock, D. B. Humphrey. Bank Efficiency Derived from the Profit Function[J]. Journal of Banking and Finance, 1993, (17): 317-347.
[47] Harvey Leibenstein. Allocative efficiency vs. X-efficiency, the American Economics Review, 1966
[48] Balachandher K. G. , B. Shanmugam. Why Some Financial Institutions are More Profitable[J]. Banker's Journal Malaysia, 1997, (104): 32-33.
[49] Michel Dietsch, Ana Lozano-Vivas. How the environment determines banking efficiency: A comparison between French and Spanish industries[J]. Journal of Banking and Finance, 2000, (24): 985-1004.
[50] David Dekker, Thierry Post. A quasi-concave DEA model with an application for bank branch performance evaluation [J] . European Journal of Operating Research 2001, (132): 296-311.
[51] Berger,Humphrey. Bank Scale Economics, Mergers, Concentration, and Efficiency: The U.S. Experience. The Wharton Financial Iscfcutions Center Working Paper,1994:94-25.
[52] Carbo S., Gardener E.P.M., Williams J.. Efficiency in Banking: Empirical Evidence from the Savings Banks Sector. Manchester School,2002, 70(2):204-226
[53] Maudos, Joaquin. Market Structure and Performance in Spanish banking using a direct measure of efficiency[J]. Applied Financial Economics,1998,8:191-200
[54] Giokas, D. Bank branch operating efficiency: A comparative application of DEA and the loglinear model [J] . OMEGA International Journal of Management Science, 1991. (19): 549-557.
[55] Al-Faraj. T. , Alidi, A. S., Bu-Bshait, K. A. Evaluation of Bank Branches by Means of Data Envelopment Analysis[J] . International Journal of Operations and Production Management, 1993, (13): 45-52.
[56] Berger, A. N. , Leusner, J. H., Mingo, J. J. The Efficiency of bank branches[J] .Journal of Monetary Economics, 1997, (40): 141-162.
[57] Athanasios G. Noulas, Deregulation and operating efficiency: The case of Greek banks [J]. Managerial Finance 2001, (27) : 35-47.
[58] Grigorian, D.A. and V. Manole, Determinants of Commercial Bank Performance in Transition: An Application of Data Envelopment Analysis. 2002, The World Bank, Policy Research Working Paper Series: 2850.
[59] Parkan, C. (1987), "Measuring the Efficiency of Service Operations: An Application to Bank Branches," Engineering Costs and Production Economics 12, 237-242,
[60] Doukas J., LSwitzer. Economies of Scale and Scope in Canadian Branch Banking[J]. Journal of Banking and Fiance,1993(17):463-481
[61] Alirezaee, M.R., M. Howland and C. van de Panne (1998). "Sampling Size and Efficiency Bia8 in Data Envelopment Analysis," Journal of Applied Mathematics and Decision Sciences 2,51-64.
[62] Cook, W.D., M. Hababou and H. Tuenter (2000). "Multicomponent Efficiency Measurement and Shared Inputs in DEA: An Application to Sales and Services Performance in Bank Branches," Journal of Productivity Analysis 14, 209-224.
[63] Cook, W.D. and M. Hababou (2001). "Sales Performance Measurement in Bank Branches," Omega-International Journal of Management Science 29, 299-307.
[64] A. S. Camanho and R. G. Dyson, Efficiency, size, benchmarks and targets for bank branches an application of data envelopment analysis, Journal of the Operational Research Society 50 (1999)903-915.
[65] B. Golany and J. E. Storbeck, A data envelopment analysis of the operational efficiency of bank branches, Interfaces 29 (1999) 14-26.
[66] Al-Faraj, T., A. S. Alidi, K. A. Bu-Bshait. "Evaluation of Bank Branches by Means of Data Envelopment Analysis." International Journal of Operations and Production Management1993(13), 45-52.
[67] Drake L., B. Howcroft. Relative Efficiency in the Branch Network of a U.K. Bank: An Empirical Study[J]. OMEGA International Journal of Management Science,1994(22):83-90
[68] Zardkoohi, A., and J. Kolari. "Branch Office Economies of Scale and Scope: Evidence from Savings Banks in Finland." Journal of Banking and Finance 18 (1994), 421-432.
[69] van de Westhuizen, G., The Relative Efficiency of Bank Branches in Lending and Borrowing: An Application of Data Envelopment Analysis. South African Journal of Economic and Management Sciences, N.S., 2005. 8(3): p. 363-76.
[70] Porembski, M., K. Breitenstein, and P. Alpar, Visualizing Efficiency and Reference Relations in Data Envelopment Analysis with an Application to the Branches of a German Bank. Journal of Productivity Analysis, 2005. 23(2): p. 203-21.
[71] Aleskerov, F., H. Ersel, and R. Yolalan, MULTICRITERIAL RANKING APPROACH FOR EVALUATING BANK BRANCH PERFORMANCE. International Journal of Information Technology & Decision Making, 2004. 3(2): p. 321-335.
[72] Porembski, M., K. Breitenstein, and P. Alpar, Visualizing Efficiency and Reference Relations in Data Envelopment Analysis with an Application to the Branches of a German Bank. Journal of Productivity Analysis, 2005.23(2): p. 203-21.
[73] Jablonsky, J., et al., DEA with Interval Data: An Illustration Using the Evaluation of Branches of a Czech Bank. Central European Journal of Operations Research, 2004. 12(4): p. 323-37.
[74] Hirtle, B. and C. Metli, The Evolution of U.S. Bank Branch Networks: Growth, Consolidation, and Strategy. Current Issues in Economics & Finance, 2004. 10(8): p. 1-7.
[75] Sevcovic, D., M. Halicka, and P. Brunovsky, DEA Analysis for a Large Structured Bank Branch Network. Central European Journal of Operations Research, 2001.9(4): p. 329-42.
[76] Camanho, A.S. and R.G. Dyson, Efficiency, Size, Benchmarks and Targets for Bank Branches: An Application of Data Envelopment Analysis. Journal of the Operational Research Society, 1999.50(9): p. 903-915.
[77] R. G. Dyson, R. Allen, etc. Pitfalls and protocols in DEA[J]. European Journal of Operating Research 2001, (132): 245-259.
[78] P. Andersen, N. C. Petersen. A Procedure for Ranking Efficient Units in Data Envelopment Analysis [J]. Management Science, 1993, 39(10): 1261-1264.
[79] 郭妍．我国商业银行效率决定因素的理论探讨与实证检验．金融研究，2005(2)
[80] 李晓庆．我国商业银行效率测度及影响因素分析．上海财经大学学报，2005(4)
[81] 张超，顾锋，邸强．国外银行效率测度及其影响因素研究综述．外国经济与管理，2005，27(4)
[82] 赵旭，凌亢．影响我国银行业效率因素的实证研究．决策借鉴，2001(4)
[83] 郑录军，曹廷求．我国商业银行效率及其影响因素的实证分忻．金融研究，2005(1)
[84] 张健华，我国商业银行效率研究的DEA方法及1997-2001年效率的实证分析[J]．金融研究，2003，(3)．
[85] 魏煜，王丽．中国商业银行效率研究：一种非参数的分析[J]．金融研究，2000，(3)：88-96．
[86] 杨宝臣，刘铮，高春阳．商业银行有效性评价方法[J]．管理工程学报，1999，(13)：13-19．
[87] 李会民 商业银行经营状况综合评价方法应用研究 数量经济技术经济研究2001(3)：114—116．
[88] 赵旭，周军民，蒋振声．国有商业银行效率的实证分析[J]．华南金融研究，2001，(16)：25—27．
[89] 张维，李玉霜．基于DEA技术的城市商业银行内控评价研究[J]．系统工程理论与实践，2001，(7)：38-42．
[90] 崔明娟，蔡晨，计雷，池宏，陈建明．探索用双层数据包络方法对我国商业银行分理处及其资源重组进行评价[J]．中国管理科学，2000，(8)：597-601．
[91] 冯套柱．基层商业银行经营效果的系统评价[J]．河北建筑科技学院学报(社科版)，2000，(17)：74-78．
[92] 祝佳，计雷，池宏，陈建明．多变量分析法在银行储蓄所绩效评价中的应用[J]．中国管理科学，2001，(3)：68-73．
[93] 陈建明，计雷，池宏．商业银行经营过程的资金流网络[J]．中国管理科学，2002，(1)：6-10．
[94] 王聪，邹朋飞．中国商业银行规模经济与范围经济的实证分析[J]，中国工业经济，2003，(10)：21-28
[95] 张权，张世英．国有商业银行人力资源效率分析[J]，甘肃科学学报，2004，(2)：115-120
[96] 陈敬学，别双枝．我国商业银行规模经济效率的实证分析及建议[J]，金融论坛，2004，(10)：46-51
[97] 彭琦，赵子铱，皱康．1993-2003年中国银行业效率的实证分析——基于DEA测度技术的运用[J]，经济评论，2005(4)：82-89
[98] 吴晓勇．商业银行经营机构盈利性评价及其诊断分析研究[D]．北京：中国科学院科技政策与管理科学研究所，2003
[99] 魏权龄 评价相对有效性的DEA方法 北京：中国人民大学出版社，1988
[100] 吴文江．数据包络分析及其应用[M]．北京：中国统计出版社，2002
[101] 任若恩，王惠文．多元统计数据分析——理论、方法、实例[M]．北京：国防工业出版社，1997．
[102] 戴国强．商业银行经营学[M]．北京：高等教育出版社，1999．
[103] 彼得．S．罗斯著；唐旭，王丹等译．商业银行管理[M]．北京：经济科学出版社，1999
[104] R. D. Banker, A. Charnes, W. W. Cooper. Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis[J]. Management Science, 1984, 30(9): 1078-1092.
[105] Fare, R., Grosskopf, S. A nonparametric approach to scale efficiency[J]. Scandinavian Journal of Economics, 1985(87): 594-604.