A Two Stage Slacks-Based Measure Model with Negative Outputs and Super Efficiency: A Case of the Commercial Banks in Taiwan

考量負值產出與超效率之二階段差額變數基礎模型：以台灣商業銀行為例

陳怡芬(Yi-Fen Chen) ； 許義忠(Yi-Chung Hsu) ； 邱敬仁(Ching-Ren Chiu)

《農業經濟叢刊》 23卷2期 (2017/12) Pp. 163-191

https://doi.org/10.6196/TAER.2017.23.2.6

摘要

Although negative performance for organizations are not unusual, they are only included in the data envelopment analysis by a few recent works. Furthermore, their solutions concern only the one-stage evaluation. As a result, the intermediate production information cannot be utilized for instrumental purposes. The present paper develops a two-stage slacks-based measure (SBM) model and a Super two-stage SBM model to handle negative outputs, intermediate production information and ranking data. Managerial and performance data of 24 commercial banks in Taiwan were used to demonstrate the models which resulted in findings as follows. First, greater size banks performed worse than smaller ones in terms of operation efficiency, however, they were more appealing than small banks in marketability efficiency. Second, financial holding banks outperformed their rivals of conventional banking at overall efficiency (operation and marketability). These detailed findings may not be available with a one-stage SBM model. The assessment due on the featured models endeavored further projection analysis which could be configured in a matrix to better reveal managerial implications for the inefficient banks as an instrumental guideline to achieve superiority.

關鍵字

Network DEA ； Performance Measurement ； Black Box ； Matrix Management

並列摘要

雖然組織的負面績效並不常見，但最近的資料包絡分析文獻卻開始在探討要如何來衡量其績效。然而，這些文獻目前卻只探討到一階段的績效評估，往往忽略了中間生產過程的資訊，故本研究發展出兩階段差額變數基礎衡量（SBM）模型和超效率兩階段差額變數基礎衡量模型來處理負值產出、中間生產資訊及效率值的排名。實證研究方面，本文利用台灣24家商業銀行的財務資料來驗證上述所推導出來的模型，研究結果發現規模較大的商業銀行，其經營效率的表現反而比規模較小的商業銀行差，但其在市場效率的表現上，卻是優於規模較小的商業銀行。另外，金融控股體制下的商業銀行，其整體效率（經營和市場方面）則優於傳統商業銀行（非金控體制下）。最後本文藉由管理矩陣，提供相對無效率銀行的管理者更多管理方向及改善效率之資訊。

並列關鍵字

網路資料包絡分析 ； 績效評估 ； 黑箱 ； 矩陣管理

參考文獻

Ali, A. I.,Seiford, L. M.(1990).Translation Invariance in Data Envelopment Analysis.Operations Research Letters.9(6),403-405.

Banker, R. D.,Charnes, A.,Cooper, W. W.(1984).Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis.Management Science.30(9),1078-1092.

Chambers, R. G.,Chung, Y.,Färe, R.(1996).Benefit and Distance Functions.Journal of Economic Theory.70(2),407-419.

Charnes, A.,Cooper, W.W.,Golany, B.,Seiford, L.,Stutz, J.(1985).Foundations of Data Envelopment Analysis for Pareto-Koopmans Efficient Empirical Production Functions.Journal of Econometrics.30(1-2),91-107.

Charnes, A.,Cooper, W. W.,Lewin, A. Y.,Seiford, L. M.(2013).Data Envelopment Analysis: Theory, Methodology, and Applications.NY:Springer Science and Business Media.