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Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model
Zhou, Xiaoyang1,3; Xu, Zhongwen2; Chai, Jian1; Yao, Liming2; Wang, Shouyang3; Lev, Benjamin4
2019-06-01
Source PublicationOMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
ISSN0305-0483
Volume85Pages:68-82
AbstractEfficiency evaluations are vital for banks so that they can determine their future development and enhance their competitiveness. To comprehensively explore a bank's internal structures and identify the specific reasons for any inefficiencies, three stages of banking systems need to be examined; capital organization, capital allocation, and profitability. To measure the efficiencies over consecutive periods, this paper developed a multi-period, multi-stage DEA model, in which unused assets were carried over to subsequent periods, fixed assets and employee salaries were regarded as shared inputs for all three stages, and non-performing loans, which were characterized using triangular type-2 fuzzy numbers, were introduced as undesirable outputs to reflect credit risk. The developed model was applied to a case study to evaluate the efficiencies of listed Chinese commercial banks from 2014 to 2016, from which a disparity in efficiencies was found; that is all banks were found to be generally inefficient; however, the inefficiencies occurred in different stages for different types of banks. Varying optimistic-pessimistic attitudes were applied to identify the overly sensitive banks and comparisons were conducted to provide managerial insights and verify the superiority of the proposed model. It was concluded that to enhance overall efficiency, banks need to have a reasonable business scale, that adopting a three-stage analytical framework can better identify efficiencies and the weaker stages, and that neglecting carryovers can overestimate bank performance. (C) 2018 Elsevier Ltd. All rights reserved.
KeywordMulti-period three-stage DEA Banking system Triangular type-2 fuzzy undesirable outputs Shared inputs Carryovers
DOI10.1016/j.omega.2018.05.012
Language英语
Funding ProjectNational Natural Science Foundation of China[71401093] ; National Natural Science Foundation of China[71771157] ; National Natural Science Foundation of China[71301109] ; Soft Science Research Project of Shaanxi Province[2016KRM089] ; Sichuan University[skqx201726] ; China Postdoctoral Science Foundation[2017M610609]
WOS Research AreaBusiness & Economics ; Operations Research & Management Science
WOS SubjectManagement ; Operations Research & Management Science
WOS IDWOS:000463981700006
PublisherPERGAMON-ELSEVIER SCIENCE LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/34542
Collection系统科学研究所
Corresponding AuthorZhou, Xiaoyang; Yao, Liming
Affiliation1.Xidian Univ, Sch Econ & Management, Xian 710126, Shaanxi, Peoples R China
2.Sichuan Univ, Sch Business, Chengdu 610065, Sichuan, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
4.Drexel Univ, LeBow Coll Business, Philadelphia, PA 19104 USA
Recommended Citation
GB/T 7714
Zhou, Xiaoyang,Xu, Zhongwen,Chai, Jian,et al. Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model[J]. OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE,2019,85:68-82.
APA Zhou, Xiaoyang,Xu, Zhongwen,Chai, Jian,Yao, Liming,Wang, Shouyang,&Lev, Benjamin.(2019).Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model.OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE,85,68-82.
MLA Zhou, Xiaoyang,et al."Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model".OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE 85(2019):68-82.
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