论文标题

使用启发式框架和动态数据包络优化方法对拥有许多分支机构的银行的效率评估:一种实际案例研究

Efficiency Evaluation of Banks with Many Branches using a Heuristic Framework and Dynamic Data Envelopment Optimization Approach: A Real Case Study

论文作者

Kayvanfar, Vahid, Baziyad, Hamed, Sheikh, Shaya, Werner, Frank

论文摘要

评估组织内组织和分支机构的效率对于经理来说是一个具有挑战性的问题。评估标准允许组织对其内部单位进行排名,确定其在竞争对手方面的立场,并实施改进和发展目的的策略。在评估银行分支机构的方法中,非参数方法引起了近年来研究人员的注意。使用最广泛的非参数方法之一是数据包络分析(DEA),可带来有希望的结果。但是,静态DEA方法并未考虑模型中的时间。因此,本文使用动态DEA(DDEA)方法在三年内评估伊朗私人银行的分支机构(2017-2019)。然后将结果与静态DEA进行比较。对分支进行排名后,使用K-均值方法聚类。最后,引入了一种全面的灵敏度分析方法,以帮助管理人员决定将变量从一个群集转移到更有效的变量。

Evaluating the efficiency of organizations and branches within an organization is a challenging issue for managers. Evaluation criteria allow organizations to rank their internal units, identify their position concerning their competitors, and implement strategies for improvement and development purposes. Among the methods that have been applied in the evaluation of bank branches, non-parametric methods have captured the attention of researchers in recent years. One of the most widely used non-parametric methods is the data envelopment analysis (DEA) which leads to promising results. However, the static DEA approaches do not consider the time in the model. Therefore, this paper uses a dynamic DEA (DDEA) method to evaluate the branches of a private Iranian bank over three years (2017-2019). The results are then compared with static DEA. After ranking the branches, they are clustered using the K-means method. Finally, a comprehensive sensitivity analysis approach is introduced to help the managers to decide about changing variables to shift a branch from one cluster to a more efficient one.

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