Research on the Innovation Efficiency of China’s A-Share 16 Listed Banks during the 13th Five-Year Plan Based on the Three-Stage DEA Method

Abstract

上个世纪，由于全球金融创新浪潮的兴起，以及计算机在金融创新方面的运用，商业银行的传统业务受到了巨大的冲击。进入21世纪，商业银行的传统存贷业务已经下滑60%。商业银行为了追求利益最大化，也开始重视对业务、技术、服务的创新。所以为了提升我国商业银行的创新水平，对我国商业银行的创新效率的研究显得尤为重要。我们以我国16家商业银行为主要研究对象从技术效率、纯技术效率、规模效率三个方面，通过运用传统DEA模型(CCR)，得到三个方面初步的效率指标，之后通过SFA模型建立松弛变量，得到调整后的投入值，在通过第三阶段DEA处理方法，消除了环境因素和随机误差的影响，得到了同质化的创新指标，这对综合分析我国商业银行的创新效率提供了样本，通过对比分析这些数据，得出我国商业银行创新现在所面临的问题，通过扩大经营规模和产品创新等方法解决问题。 In the last century, the rise of the global financial innovation tide and the use of computers in financial innovation have had a tremendous impact on the traditional business of commercial banks. In the 21st century, commercial banks’ traditional deposit and loan business have fallen by 60%. Commercial banks, in order to maximize the pursuit of interests, began to concentrate on business, technology, and service innovation. Therefore, in order to enhance the innovation level of China’s commercial banks, it is extremely important to study the innovation efficiency of commercial banks in China. We use the traditional DEA model (CCR) to get three initial efficiency indexes from the three aspects of technical efficiency, pure technical efficiency and scale efficiency, and then use the SFA model to establish the relaxation variable, and the adjusted input value is obtained, which can be used to improve the innovation efficiency of China’s commercial banks by providing a sample of the innovation efficiency of China’s commercial banks, and then, through the third stage DEA treatment method, which eliminates the influence of environmental factors and random errors. By comparing these data, it is concluded that the innovation of our commercial banks is now facing the problem, and the problems are solved by enlarging the scale of operation and product innovation.