scholarly journals A bi-level multi-objective data envelopment analysis model for estimating profit and operational efficiency of bank branches

2019 ◽  
Vol 53 (5) ◽  
pp. 1633-1648 ◽  
Author(s):  
Hashem Omrani ◽  
Setareh Mohammadi ◽  
Ali Emrouznejad
Keyword(s):  
Data Envelopment Analysis ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Analysis Model ◽  
Dea Model ◽  
Bank Branches ◽  
Multi Objective ◽  
Proposed Model ◽  
Simultaneous Measuring

Data Envelopment Analysis (DEA) is a powerful method for analyzing the performance of decision making units (DMUs). Traditionally, DEA is applied for estimating the performance of a set of DMUs through measuring a single perspective of efficiency. However, in recent years, due to increasing competition in various industries, modern enterprises focus on enhancing their performance by measuring efficiencies in different aspects, separately or simultaneously. This paper proposes a bi-level multi-objective DEA (BLMO DEA) model which is able to assess the performance of DMUs in two different hierarchical dimensions, simultaneously. In the proposed model, we define two level efficiency scores for each DMU. The aim is to maximize these two efficiencies, simultaneously, for each DMU. Since the objective functions at both levels are fractional, a fuzzy fractional goal programming (FGP) methodology is used to solve the proposed BLMO DEA model. The capability of the proposed model is illustrated by a numerical example. Finally, to practically validate the proposed model, a real case study from 45 bank’s branches is applied. The results show that the proposed model can provide a more comprehensive measure for efficiency of each bank’s branch based on simultaneous measuring of two different efficiencies, profit and operational efficiencies, and by considering the level of their importance.

scholarly journals A Location-Procurement-Distribution Model Combined with Data Envelopment Analysis Model under a Multi-period Environment and Gradual Budget Injection for Humanitarian Relief Supply Chains

2021 ◽  
Author(s):  
Leyla Fazli
Keyword(s):  
Data Envelopment Analysis ◽  
Programming Model ◽  
Mixed Integer ◽  
Distribution Model ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Humanitarian Relief ◽  
Analysis Model ◽  
Multi Objective ◽  
Proposed Model

Abstract Humanmade or natural catastrophes such as droughts, floods, earthquakes, storms, coups, economic and political crises, wars, and so forth impact various areas of the world annually. Furthermore, the lack of adequate preparations and proper coping against them causes nations to suffer heavy losses and casualties, which are sometimes irrecoverable. Consequently, as an essential activity in crisis management, humanitarian relief logistics has been of particular importance and has taken a good deal of notice at the international level during recent years. Aid facilities location and the storage of necessary commodities before a disaster and the proper distribution of relief commodities among demand points following a disaster are critical logistical strategies to improve performance and reduce latency when responding to a given disaster. In this regard, this study presents a stochastic multi-objective mixed-integer non-linear programming model in a two-level network that includes warehouses and affected areas. The model aims at minimizing total social costs, which include the expense of founding warehouses, the expense of procuring commodities, and deprivation cost, as well as maximizing fulfilled demands and warehouses utility. In this study, several pre-disaster periods, a limited budget for establishing warehouses and procuring relief commodities with their gradual injection into the system, the time value of money, various criteria for evaluating warehouses, the risk of disruption in warehouses and transportation networks, and heterogeneous warehouses are considered. The maximization of warehouses utility is done according to a data envelopment analysis model. Moreover, a multi-objective fuzzy programming model called the weighted max-min model is applied to solve the proposed model. Ultimately, the outcomes of the evaluation and validation of the proposed model show its appropriate and efficient performance.

Uncertain SBM data envelopment analysis model: A case study in Iranian banks

2020 ◽  
Author(s):  
Mohammad Jamshidi ◽  
Masoud Sanei ◽  
Ali Mahmoodirad ◽  
Farhad Hoseinzadeh Lotfi ◽  
Ghasem Tohidi
Keyword(s):  
Data Envelopment Analysis ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Analysis Model

Uncertain RUSSEL data envelopment analysis model: A case study in iranian banks

2019 ◽  
Vol 37 (2) ◽  
pp. 2937-2951 ◽  
Author(s):  
Mohammad Jamshidi ◽  
Masoud Saneie ◽  
Ali Mahmoodirad ◽  
Farhad Hoseinzadeh Lotfi ◽  
Ghasem Tohidi
Keyword(s):  
Data Envelopment Analysis ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Analysis Model

Evaluation of Supply Chain Efficiency Based on a Novel Network of Data Envelopment Analysis Model

2015 ◽  
Vol 25 (14) ◽  
pp. 1540036 ◽  
Author(s):  
Li Fang Fu ◽  
Jun Meng ◽  
Ying Liu
Keyword(s):  
Supply Chain ◽  
Data Envelopment Analysis ◽  
Decision Makers ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Undesirable Outputs ◽  
Analysis Model ◽  
Multilayer Network ◽  
Supply Chain Efficiency ◽  
Proposed Model

Performance evaluation of supply chain (SC) is a vital topic in SC management and inherently complex problems with multilayered internal linkages and activities of multiple entities. Recently, various Network Data Envelopment Analysis (NDEA) models, which opened the “black box” of conventional DEA, were developed and applied to evaluate the complex SC with a multilayer network structure. However, most of them are input or output oriented models which cannot take into consideration the nonproportional changes of inputs and outputs simultaneously. This paper extends the Slack-based measure (SBM) model to a nonradial, nonoriented network model named as U-NSBM with the presence of undesirable outputs in the SC. A numerical example is presented to demonstrate the applicability of the model in quantifying the efficiency and ranking the supply chain performance. By comparing with the CCR and U-SBM models, it is shown that the proposed model has higher distinguishing ability and gives feasible solution in the presence of undesirable outputs. Meanwhile, it provides more insights for decision makers about the source of inefficiency as well as the guidance to improve the SC performance.

scholarly journals Measuring Operational Efficiency of Foreign Branches of Bangladeshi Banks as Financial Intermediary

2020 ◽  
Vol 15 (2) ◽  
pp. 165
Author(s):  
Asmina Akter
Keyword(s):  
Data Envelopment Analysis ◽  
Operational Efficiency ◽  
Parent Company ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Analysis Model ◽  
Financial Intermediary ◽  
Intermediary Organization ◽  
Dea Model

In this study an Output-oriented DEA (Data Envelopment Analysis) model is used to measure operational efficiency of foreign branches of Bangladeshi banks as financial intermediary organization for borrowing funds from savers and lending those funds to others for making profit. Among 58 Bangladeshi banks there are only three Bangladeshi banks which have in total seven foreign branches in different foreign locations. A branch of bank can’t be separated legally from its parent company and supervised by its home authorities as part of supervision of the banking group as a whole. By employing DEA model and using “Financial Intermediary Approach” this study found that as a financial intermediary organization between savers and borrowers these foreign branches of Bangladeshi banks are performing efficiently over the years. Among three banks Janata Bank Limited and AB Bank limited are performing most efficiently and Sonali Bank Limited is performing less efficiently relative to two other banks in operating their foreign branches as a financial intermediary organization for borrowing funds from savers and lending those funds to others for making profit.

scholarly journals Uniformization of frontiers in non-radial ZSG-DEA models: an application to airport revenues

2010 ◽  
Vol 30 (1) ◽  
pp. 175-193 ◽  
Author(s):  
Aline Bandeira de Mello Fonseca ◽  
João Carlos Correia Baptista Soares de Mello ◽  
Eliane Gonçalves Gomes ◽  
Lidia Angulo Meza
Keyword(s):  
Data Envelopment Analysis ◽  
Theoretical Approach ◽  
Approximate Algorithm ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Analysis Model ◽  
Dea Models ◽  
Weights Restrictions ◽  
Zero Sum

We propose in this paper an extension to the Zero Sum Gains Data Envelopment Analysis model (ZSG-DEA). The proposed approach takes into account, simultaneously, non-radial projections and cone-ratio weights restrictions. We developed an iterative approximate algorithm to solve this model, as in the case study it is oriented only to the constant sum output. The theoretical approach is applied to the concession of discounts and surcharges problem, in terms of airport fees.

Evaluating Taiwanese Bank Efficiency Using the Two-Stage Range DEA Model

2016 ◽  
Vol 16 (04) ◽  
pp. 1043-1068 ◽  
Author(s):  
Wei-Hsin Kong ◽  
Tsu-Tan Fu ◽  
Ming-Miin Yu
Keyword(s):  
Data Envelopment Analysis ◽  
Data Envelopment Analysis Model ◽  
Data Envelopment ◽  
Undesirable Outputs ◽  
Analysis Model ◽  
Negative Data ◽  
Two Stage ◽  
Data Set ◽  
Dea Model ◽  
Domestic Banks

This paper develops a range directional distance data envelopment analysis (DEA) model to simultaneously deal with the problems of negative data and undesirable outputs in the study of performance measurement with two-stage DEA. We report on the development of this model to handle both positive and negative data in a DEA framework and accommodate the problem of undesirable intermediate outputs in the first stage of operational processes. Unlike previous two-stage DEA models we allow for a nonuniform abatement factor imposing on stage 1’ production technology. Such a model is then applied to evaluate Taiwanese bank efficiencies both at the operational stage and profitability stage in banking activities based on a data set consisting of 35 domestic banks in Taiwan in the period 2007. The results indicate that, by the range directional two-stage data envelopment analysis model, the operational efficiency was smaller than the profitability efficiency. Many banks generated too many performing loans in which independent banks should reduce more performing loans than financial holding company subsidiary banks. Both the ratio of investments to loans and the ratio of nonperforming loans to performing loans did not have significant contributions to the efficiency. This paper is able to provide information for bank operators and researchers on the managerial and strategic implications of how negative data and undesirable outputs affect efficiency and how to measure efficiency appropriately.

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