ارزیابی علمکرد شعبات بانک با استفاده از روش dea و رگرسیون tobit: مورد مطالعاتی شعبات بانک کشاورزی استان گیلان

Subject Areas : Data Envelopment Analysis

حمیدرضا  علیپور ¹ (استادیار،گروه مدیریت، واحد رشت،دانشگاه ازاد اسلامی واحد رشت ، رشت، ایران)
غلامرضا  محفوظی ² (استادیار،گروه مدیریت،دانشگاه گیلان،رشت، ایران)
محسن  شفیعیان ³ (باشگاه پژوهشگران و نخبگان، واحد رشت، دانشگاه آزاد اسلامی، رشت، ایران)
شیوا  رضاییان ⁴ (دانشجو دکتری مدیریت صنعتی، دانشکده مدیریت ، واحد رشت، دانشگاه ازاد اسلامی واحد رشت ، رشت، ایران)

Received: 2017-12-21 Accepted : 2018-01-19 Published : 2018-12-01

Keywords: تحلیل پوششی داده ها, بانکداری, آنالیز توبیت, کارایی فنی کلی,

Abstract :

در این مطالعه سعی کردیم تا با استفاده از روش تحلیل پوششی داده ها (DEA) به بررسی میزان کارایی‌های فنی، فنی خالص و مقیاس در 12 شعبه‌ی (شعبات سرپرستی) بانک‌ کشاورزی در استان گیلان در دورة زمانی 2012 تا 2016 بپردازیم. نتایج اولیه حکایت از آن دارد که که در دورة موردمطالعه، سهم عدم‌کارایی مقیاس در عدم‌کارایی فنی کل بیش از عدم‌کارایی فنی خالص بود. نتایج مربوط به بازدهی به مقیاس حاکی از آن است که بازدهی کاهشی نسبت به مقیاس مهمترین شکل عدم‌کارایی مقیاس است. در ادامه رگرسیون مقادیر کارایی فنی کل حاصل از روش DEA ، نسبت به چهار عامل مؤثر بر کارایی بانک (شامل اندازة بانک، سودآوری ، کفایت سرمایه و نقدینگی ) توسط روش Tobit تحلیل شد. چهار متغیر موردبررسی تأثیرات متفاوتی بر کارایی داشتند. اندازة شعب ارتباط غیرمعنی‌دار و منفی با کارایی فنی دارد و بنابراین، تأثیری بر کارایی ندارد. سودآوری مهمترین پارامتر در کارایی شعب بود و بعد از آن، نقدینگی شعب در مقام بعدی قرار داشت. سودآوری و نقدینگی شعب تأثیرات مثبت معنی‌دار بر کارایی دارند. به عبارت دیگر، شعبات بزرگتر و سودآورتر کارایی فنی بالاتری دارند

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