使用多准则决策模型评估银行绩效:以立陶宛商业银行为例的案例研究

THE EVALUATION OF BANK PERFORMANCE USING A MULTICRITERIA DECISION MAKING MODEL: A CASE STUDY ON LITHUANIAN COMMERCIAL BANKS

Technological and Economic Development of Economy · 2012
被引 50
人大 A-

中文导读

研究尝试采用层次分析法(AHP)模型,基于定性和定量指标系统评估立陶宛商业银行绩效,通过实证测试比较银行排名并识别市场领先者。

Abstract

The paper presents an attempt to adopt a muticriteria decision making approach, particularly the Analytical Hierarchy Process (AHP) model, and to evaluate the performance of banks. The model is based on a system of various qualitative and quantitative criteria and their mutual relations. A system of indicators is created and described and each indicator is assigned a different degree of significance taking into account the needs and priorities of both internal and external evaluators. Model adaptation to Lithuanian market and an empirical test enabled to compare banks between each other, reveal their ranking and identify the banks taking leading positions in the market. The conducted research has concluded that the Analytical Hierarchy Process (AHP) model is appropriate for using it in the process valuating bank performance.

银行绩效评估多准则决策模型层次分析法立陶宛商业银行