Efficiency evaluation for banking systems under uncertainty: A multi-period three-stage DEA model
文献类型：期刊论文
| 作者 | Zhou, Xiaoyang2,4; Xu, Zhongwen1; Chai, Jian2; Yao, Liming1; Wang, Shouyang4 ; Lev, Benjamin3
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| 刊名 | OMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
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| 出版日期 | 2019-06-01 |
| 卷号 | 85页码:68-82 |
| 关键词 | Multi-period three-stage DEA Banking system Triangular type-2 fuzzy undesirable outputs Shared inputs Carryovers |
| ISSN号 | 0305-0483 |
| DOI | 10.1016/j.omega.2018.05.012 |
| 英文摘要 | Efficiency 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. |
| 资助项目 | National 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研究方向 | Business & Economics ; Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000463981700006 |
| 出版者 | PERGAMON-ELSEVIER SCIENCE LTD |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/34541]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Zhou, Xiaoyang; Yao, Liming |
| 作者单位 | 1.Sichuan Univ, Sch Business, Chengdu 610065, Sichuan, Peoples R China 2.Xidian Univ, Sch Econ & Management, Xian 710126, Shaanxi, Peoples R China 3.Drexel Univ, LeBow Coll Business, Philadelphia, PA 19104 USA 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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