روش تحلیل پوششی داده‌های متمرکز برای اندازه‌گیری مقادیر کارایی شعب ارزی بانک ها

در نظر گرفتن تاثیر عملکرد هر جزء از یک سیستم چند مرحله‌ای بر کارایی کل آن برای مدیران اجتناب‌ناپذیر است. شعب بانک‌ها ساختار دو مرحله ای دارند که در آن نیروی انسانی، تجهیزات و سرمایه مالی ورودی‌های مرحله اول برای افزایش موجودی می‌باشند. موجودی به عنوان خروجی مرحله اول است که به عنوان ورودی مرحله دوم برای انجام خدمات بانک از جمله تسهیلات بانکی که خروجی مرحله دوم هستند به کار می‌رود. پس برای ارزیابی عملکرد بانک ارتباط بین مراحل سازنده آن باید در نظر گرفته شود در غیر این صورت کارایی به درستی محاسبه نمی شود. روش‌های سنتی سیستم‌های چندمرحله ای را به صورت یک جعبه سیاه ارزیابی می‌کند و ارتباطی که ممکن است بین مراحل موجود باشد را نادیده می‌گیرد. ما به درون سیستم می‌نگریم و مدل‌هایی برای بهبود کارایی کل و کارایی مراحل پیشنهاد می‌کنیم. به‌علاوه، پیوستگی و ارتباط موجود بین مراحل متغیرها و محدودیت‌های زیادی را به برنامه‌ریزی خطی در ارزیابی سیستم تحمیل می‌کند. روش متمرکز نمره کارایی واحدها را به‌طور هم‌زمان با حل فقط یک برنامه‌ریزی خطی محاسبه می‌کند و باعث کاهش قابل توجه محاسبات می‌شود. این روش برای تخصیص منابع به‌ویژه در سازمان‌های بزرگ که در آن زیر واحدها تحت نظارت یک مدیریت اصلی قرار دارند عموماً توسط مدیر مرکزی استفاده می‌شود. در این مقاله یک روش متمرکز برای ارزیابی واحدهای با ساختار جند مرحله ای معرفی می‌شود. مدل‌های پیشنهادی برای ارزیابی کارایی شعب بانک و شرکت‌های بیمه به‌کار می‌رود. برتری روش شبکه بهبود یافته و روش متمرکز نشان داده می‌شود.

centralized dea approach to assess efficiency scores of bank branches with foreign exchange transactions

it is inevitable for a manager to consider the performance effects of each component of a multi stage financial equity capital. these components serve as inputs in the first stage to raise investments. the investments, as outputs of the first stage, become inputs for the second stage and are used in bank services, such as bank facilities, which are outputs of the second stage. therefore, when evaluating bank performance, the connectivity between the stages must be considered; otherwise, efficiency may not be calculated correctly. traditional methods often assess multi stage systems as black boxes, neglecting the potential connectivity that may exist among the stages. we delve into the system and propose models to improve overall efficiency and the efficiency of each stage. additionally, the continuity and relationships among stages introduce numerous variables and constraints to linear programming for evaluating the entire system. a centralized approach calculates the efficiency score of units simultaneously by solving only one linear programming problem, significantly reducing computational complexity. this approach, especially in large organizations, is commonly employed by central managers. in this paper, we introduce a centralized method for evaluating units with a multi stage structure. we apply the proposed models to evaluate the efficiencies of bank branches and insurance companies, demonstrating the superiority of the improved network approach and centralized method in enhancing overall system efficiency. bank branches typically have a two stage structure, involving labor, physical capital, and other factors.introductionbank branches operate under the supervision of a central management team. the central manager, acting as the decision maker, allocates resources such as labor and financial equity capital as inputs for these branches. the goal is to optimize the overall efficiency of the branches by minimizing the total consumption of resources while maximizing the desired outputs, such as security investments. a common approach to enhancing the performance of banks involves evaluating each branch separately. however, this method does not guarantee the minimization of total resource consumption and can be time consuming. since all bank branches are under the control of central management, the decision maker can optimize the efficiency scores of branches by allocating resources to them simultaneously. this approach, known as centralized data envelopment analysis (dea), is particularly relevant when certain variables are controlled by a central authority, such as a head office, rather than individual unit managers. dea is a mathematical programming technique used to assess the performance of homogeneous decision making units (dmus). however, in cases where dmus have a network structure, such as banks, where the outputs of one division or sub process serve as inputs for the next sub process, traditional dea models treat two stage dmus as black boxes and overlook potential connectivity among the stages. in our approach, we consider the internal activities within the system and propose a non radial model to optimize multi stage dmus by taking into account the connectivity among the stages. furthermore, in previous network dea models, constraints related to intermediate activities were treated as inequalities, which, as we will demonstrate in this paper, can lead to contradictions in optimality. we address this issue by carefully considering the connectivity among stages. the presence of connectivity among stages introduces numerous variables and constraints to the corresponding model. this model, when used to measure the overall efficiency scores of all dmus, would traditionally require solving as many problems as there are dmus, which can be highly time consuming.