Ranking of bank branches with undesirable and fuzzy data: A DEA-based approach
محورهای موضوعی : Data Envelopment Analysis
سهراب کردرستمی
1
(Lahijan Branch, Islamic Azad University)
علیرضا امیرتیموری
2
(Rasht Branch, Islamic Azad University)
منیره جهانی صیاد نویری
3
(Lahijan Branch, Islamic Azad University)
کلید واژه: Data Envelopment Analysis (DEA), Ranking, undesirable data, bank branches performance, fuzzy data,
چکیده مقاله :
Banks are one of the most important financial sectors in order to the economic development of each country. Certainly, efficiency scores and ranks of banks are significant and effective aspects towards future planning. Sometimes the performance of banks must be measured in the presence of undesirable and vague factors. For these reasons in the current paper a procedure based on data envelopment analysis (DEA) is introduced for evaluating the efficiency and complete ranking of decision making units (DMUs) where undesirable and fuzzy measures exist. To illustrate, in the presence of undesirable and fuzzy measures, DMUs are evaluated by using a fuzzy expected value approach and DMUs with similar efficiency scores are ranked by using constraints and the Maximal Balance Index based on the optimal shadow prices. Afterwards, the efficiency scores of 25 branches of an Iranian commercial bank are evaluated using the proposed method. Also, a complete ranking of bank branches is presented to discriminate branches.
بانک ها یکی از مهمترین بخشهای مالی به منظور توسعه اقتصادی هر کشور هستند. بدیهی است که نمرات و رتبه های کارآیی، جنبه های مهم و مؤثر در راستای برنامه ریزی های آینده تمی باشند. گاهی اوقات عملکرد بانک ها را باید در حضور عوامل نامطلوب و مبهم سنجید. بنا به این دلایل، در مقاله حاضر یک روش مبتنی بر تحلیل پوششی داده ها (DEA) برای ارزیابی کارآیی و رتبه بندی واحدهای تصمیم گیری (DMUها) معرفی شده است که در آن سنجشهای نامطلوب و فازی وجود دارد. برای نمایش این موضوع در حضور سنجشهای نامطلوب و فازی، DMUها با استفاده از یک رویگرد مقدار مورد انتظار فازی ارزیابی شده و DMUهای دارای نمرات کارآیی مشابه بوسیله محدودیت ها و شاخص تعادل حداکثر براساس قیمت های سایه بهینه رتبه بندی شدند. پس از آن، نمرات کارآیی 25 شعبه یک بانک تجاری ایرانی با استفاده از روش پیشنهادی ارزیابی گردیدند. همچنین یک رتبه بندی کامل شعبات بانکی برای تمایز بین شعبات ارائه شده است.
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