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Generalization of Dynamic Two stage models in DEA: an application in Saderat Bank

عنوان مقاله: Generalization of Dynamic Two stage models in DEA: an application in Saderat Bank
شناسه ملی مقاله: DEA09_074
منتشر شده در نهمین کنفرانس ملی تحلیل پوششی داده ها در سال 1396
مشخصات نویسندگان مقاله:

M Jamshidy - Phd student of Mathematics, Central Tehran Branch, Islamic Azad University, Central Tehran , Iran
M Saneie - Department of Mathematics, Central Tehran Branch, Islamic Azad University, Central Tehran , Iran
GH Tohidi - Department of Mathematics, Central Tehran Branch, Islamic Azad University, Central Tehran , Iran
GH Talebiyan - The manager of Directorate of Research and Planning in Saderat Bank

خلاصه مقاله:
Dynamic network data envelopment analysis (DNDEA) has attracted a lot of attention in recent years. On one hand the available models in DNDEA evaluating the performance of a DMU with interrelated processes during specified multiple periods but on the other hand they can only measure the efficiency of dynamic network structure when a supply chain structure present. For example, in the banking industry, profit is generated by using loan as a source of investment funds, and the generate profit can also be regarded as an added source. Existing models are not able to use output from different section in different period as inputs, for the next section. So we propose a dynamic network DEA model involve two-stage structure in each period. Hence, this article is composite of two-stage and dynamic DEA that is called dynamic two-stage DEA (DTDEA) model. IT has the advantages of both dynamic DEA and two-stage models. This model can be utilized to highlight those bank branch managers can be further analyzed for best practice benchmarking. A set of bank branches is used to illustrate how the new model can be utilized to characterize the direct impact of profit on branches performance. The real data is extracted from monthly released financial data of the 94 Saderat Bank branches through 1395.

کلمات کلیدی:
Network, DEA, profit, Dynamic

صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/678419/