استفاده از تحلیل پوششی دادهها برای مقایسه عملکرد بانکهای پذیرفته شده در بورس اوراق بهادار
محورهای موضوعی : مدیریت مالیاکبر ولیزاده اوغانی 1 * , منوچهر رحمتی قورولی 2 , اکبر گل محمدپور 3 , عباس واحدی 4
1 - گروه مدیریت، واحد سراب، دانشگاه آزاد اسلامی ، سراب، ایران
2 - استادیار، گروه حسابداری، واحد ارس، دانشگاه آزاد اسلامی، هادیشهر، ایران
3 - مربی، گروه مدیریت، واحد ارس، دانشگاه آزاد اسلامی، هادیشهر، ایران
4 - کارشناس ارشد مدیریت صنعتی
کلید واژه: تحلیل پوششی دادهها, عملکرد, بانکهای پذیرفته شده در بورس اوراق بهادار,
چکیده مقاله :
هدف تحقيق حاضر، استفاده از تحلیل پوششی دادهها برای مقایسه عملکرد بانکهای پذیرفته شده در بورس اوراق بهادار بود. این تحقیق از نظر هدف، کاربردی و به لحاظ شیوهی گردآوری داده ها، پیمایشی میباشد. جامعه آماري تحقیق شامل تمامی بانکهای پذیرفته شده در بورس اوراق بهادار بود که با توجه به محدودیتهای مد نظر، 19 مورد بود. با کمک مدل تحلیل پوششی دادهها و از طریق نرم افزار Gams اقدام به محاسبه کارایی نسبی بانکها پرداخته میشود. در نهایت با استفاده از مدل اندسون-پیترسون اقدام به محاسبه و مقایسه بانکهای کارا و ناکارا پرداخته شد. نتایج حاصل از اجرای تکنیک DEA عبارتند از: نتایج سوال اول تحقیق مبنی بر چگونگی ارزیابی میزان عملکرد بانکهای عضو بورس اوراق بهادار بوده است. نتایج نشان میدهد که بطور میانگین در دو سال اخیر بیش از 80 درصد بانکها کارا هستند و تعداد محدودی از آنها ناکارا بوده‌اند. میتوان نتیجه گرفت که صنعت بانکداری کشور در دو سال اخیر نسبتا کارا ارزیابی شده است. نتایج سوال دوم تحقیق مبنی بر مقایسه عملکرد بانکهای عضو بورس اوراق بهادار بوده است. نتایج نشان میدهد که، در میان بانکهای عضو بورس اوراق بهادار تهران در سال اخیر بانک دی از لحاظ کارایی نسبی در رتبه اول، بانک خاورمیانه و بانک قرض الحسنه رسالت و بانک گردشگری به ترتیب دارای امتیاز کارایی نسبی بیشتری نسبت به سایر بانکها بوده‌اند.
The purpose of the present research was to use data coverage analysis to compare the performance of banks admitted to the stock exchange. This research is practical in terms of purpose and survey in terms of data collection method. The statistical population of the research included all the banks admitted to the stock exchange, which was 19 cases according to the limitations in question. With the help of data envelopment analysis model and through Gams software, the relative efficiency of banks is calculated. Finally, by using Andson-Peterson model, efficient and ineffective banks were calculated and compared. The results of the DEA technique are as follows: The results of the first question of the research were about how to evaluate the performance of banks that are members of the stock exchange. The results show that on average in the last two years more than 80% of banks are efficient and a specific number of them were inefficient. It can be concluded that the country's banking industry has been evaluated relatively efficiently in the last two years. The results of the second question of the research were to compare the performance of banks that are members of the stock exchange. The results show that, among the member banks of the Tehran Stock Exchange in the last year, Bank D ranked first in terms of relative efficiency, Middle East Bank, Qarz Al-Hasneh Resalat Bank, and Tourism Bank respectively have a higher relative efficiency score than other banks. have been.
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