Application of Fuzzy DEA in Analyzing a Bank's Operating Performance

• Main Authors: Chen, Guanwei, 陳冠偉
• Other Authors: Cheng, Yushu
• Format: Others
• Language: en_US
• Published: 2013
• Online Access: http://ndltd.ncl.edu.tw/handle/15796849985452141072

碩士 === 靜宜大學 === 會計學系 === 101 === In an intensely competitive and rapidly evolving environment, the operating performance of the banking industry is especially crucial. The adoption of performance assessments allows to determine whether a bank has achieved optimal resource allocation, and can be used as references for future improvements, performance evaluation method using objective right help identify bank operating efficiency differences. In this study, the fuzzy DEA method entails four procedures: (1) determine the type of the fuzzy membership function; (2) calculate the upper- and low-er-bound intervals of the α-cut; (3) calculate the upper- and lower-bound efficiency values; and (4) sort and compare the values. For 2011, 35 domestic commercial banks to assess, The input variables are number of employees, fixed asset, deposit, and operating cost；the output variables are loans, investment, other income, and before-tax net income. Respectively, using the traditional data envelopment analysis and fuzzy data envelopment method for efficient sorting, identify banks with efficiency value of one, learning objects can be used as the benchmarking banks. The results of this study indicated that： This suggests that the fuzzy DEA can determine the operating performance of banks with greater accuracy and subsequently sort the sample banks having an efficiency value of one, which was calculated using the DEA model, to obtain the actual operating performance.