A study on risk factors impact on the efficiency of commercial banks in China—Based on fuzzy DEA model

Abstract

Based on the study of risk factors impact on the efficiency of commercial Banks in China, is mainly to make use of the non-performing loan ratio, capital adequacy and overdue loans to risk adjustment of input and output, and then uses the fuzzy SBM and Super-SBM model to estimate the efficiency. Results show that: the influence of risk factors on the 13 commercial banks in 2011 has varying degrees. The less risk faced by banks, the smaller influence on the efficiency affected by the risk factors. Compared with the state-owned commercial banks, the risk factors have a higher influence on the joint-stock commercial banks.