توسعه یک مدل تحلیل پوششی داده های شبکه ای پویا برای ارزیابی عملکرد بانک ها

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری، دانشگاه تهران.

2 استاد، دانشگاه تهران.

3 دانشیار، دانشگاه آزاد اسلامی، واحد علوم تحقیقات.

4 دانشیار، دانشگاه آزاد اسلامی، واحد تهران شمال.

چکیده

تحلیل پوششی داده­ ها یک تکنیک ریاضی برای ارزیابی عملکرد واحدهای تصمیم­ گیرنده با ورودی­ ها و خروجی­ های مشابه است. مدل­ های سنتی DEA به ساختار داخلی واحدها توجه نمی ­کنند و دیدگاه جعبه سیاه دارند؛ بنابراین برای ارزیابی ساختارهای با بیش از یک مرحله، مدل­ های شبکه‌ای (NDEA) توسعه پیدا کردند؛ اما این مدل­ ها ایستا هستند و زمان را در ارزیابی لحاظ نمی­ کنند؛ از طرف دیگر مدل­ های پویا (DDEA) که جهت ارزیابی واحدها در طول زمان توسعه پیدا کردند، ساختار واحد را در هر دوره زمانی به‌صورت جعبه سیاه در نظر می­ گیرند. بسیاری از سازمان­ ها (ازجمله بانک ­ها) دارای فرایند چندمرحله ­ای هستند و فعالیت آن­ها یک فرایند ادامه ­دار در دوره ­های متوالی است و استفاده از مدل ­های شبکه ­ای و پویا به‌تنهایی برای ارزیابی آن­ها کافی نیست. در این پژوهش یک مدل DEA شبکه­ای پویا (DNDEA) توسعه داده می­ شود که هم‌زمان ساختار و زمان را در ارزیابی در نظر می­ گیرد و دو روش برای محاسبه کارایی معرفی می ­شود. پس از توسعه مدل از آن در یک مطالعه تجربی برای ارزیابی عملکرد چهارده بانک استفاده شد و کارایی هر مرحله، کارایی شبکه و کارایی شبکه­ ای پویا آن­ها محاسبه شد.

کلیدواژه‌ها

عنوان مقاله [English]

Developing of a Dynamic Network Data Envelopment Analysis Model for Performance Evaluating Banking Sector

نویسندگان [English]

  • Reza Soleimani Damaneh 1
  • Mansour Momeni 2
  • Amin Mostafaei 3
  • Mohsen Rostami Malkhalife 4
1 Ph.D Student, Tehran University.
2 Professor, Tehran University.
3 Associate Professor, Islamic Azad University, Science and Research Branch Tehran.
4 Associate Professor, Islamic Azad University, North Tehran Branch.
چکیده [English]

Data envelopment analysis is a mathematical technique to evaluate the performance of DMUs with similar inputs and outputs. The traditional models don’t consider the internal structure of DMUs and have a black box perspective, so in order to assess the structures with more than one stage, Network DEA (NDEA) models were developed, but these models are static and don’t consider time in the evaluation. On the other hand, Dynamic DEA (DDEA) models that were developed to assess DMUs during the time, consider DMUs in every period of time as a black box. Most of the organizations (such as banks) have the multi stage process and their operation is a continuous process during consequent periods, and using the Network DEA and Dynamic DEA alone is not adequate to assess them. In this study a Dynamic Network DEA (DNDEA) model is developed that considers both the structure and time in the evaluation and two methods are introduced for calculating the efficiency. After developing the model, it was used in an applied study to evaluate the performance of fourteen banks, and the stages efficiency, network efficiency and dynamic network efficiency of them were calculated.

کلیدواژه‌ها [English]

  • Dynamic Network DEA
  • Network Efficiency
  • Dynamic Network Efficiency
  • Bank

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