Mathematical Problems in Engineering

Research Article

Analysis of Chinese Commercial Banks’ Risk Management Efficiency Based on the PCA-DEA Approach

Table 8

The efficiencies and efficiency rankings of 26 Chinese commercial banks.


Bank	Rank	2011			2019			Return to scale
Bank	Rank	TE	PTE	SE	TE	PTE	SE	Return to scale

SPDB	1	1.0000	1.0000	1.0000	1.0000	1.0000	1.0000	—
CMBC	2	0.5159	1.0000	0.5159	0.5496	0.7196	0.7638	+
HXB	3	0.3078	0.4533	0.6791	0.7720	0.9737	0.7928	+
NBB	4	0.2899	0.2899	1.0000	1.0000	1.0000	1.0000	—
CMB	5	0.5930	0.9461	0.6268	0.3967	0.5293	0.7494	+
CNCB	6	0.3978	0.4943	0.8047	0.6909	0.7431	0.9297	+
JSB	7	0.3438	0.5300	0.6487	0.5036	1.0000	0.5036	−
CEB	8	0.3168	0.3282	0.9654	0.4097	0.5706	0.7181	−
IB	9	0.4532	0.7489	0.6051	0.4218	0.5282	0.7985	+
CMB	10	0.8404	0.8404	1.0000	0.1493	0.1493	0.9998	−
PAB	11	0.6698	1.0000	0.6698	0.4596	0.5117	0.8981	−
NJB	12	0.3318	0.3721	0.8916	0.3214	0.4759	0.6753	−
ZZB	13	0.2797	0.3973	0.7041	0.2324	0.3307	0.7029	−
HZB	14	0.3517	0.4742	0.7416	0.3828	0.6025	0.6354	−
SHB	15	0.3680	0.3680	1.0000	0.1522	0.1522	1.0000	—
BJB	16	0.2676	0.2676	0.9999	0.2159	0.2417	0.8932	−
CDB	17	0.1993	0.3699	0.5389	0.3225	0.3248	0.9931	+
GYB	18	0.2697	0.5392	0.5003	0.1869	0.3599	0.5192	+
QDB	19	0.2234	0.3164	0.7061	0.2192	0.4703	0.4660	−
BOC	20	0.2733	0.2733	0.9999	0.1807	0.1807	0.9998	−
ICBC	21	0.3251	0.4176	0.7784	0.1561	0.1738	0.8979	+
CCB	22	0.3485	0.4010	0.8691	0.2016	0.2047	0.9848	+
SZB	23	0.2751	1.0000	0.2751	0.3798	0.5827	0.6518	−
CSB	24	0.1765	1.0000	0.1765	0.3799	0.5853	0.6490	−
ABC	25	0.2538	0.2538	1.0000	0.1264	0.1264	0.9997	−
XAB	26	0.1123	0.1768	0.6353	0.2428	0.2428	1.0000	+

Note. “----” means that the return to scale is unchanged; “−” means that the return to scale is decreasing; “+” means that the return to scale is increasing.