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Artificial DMUs and Contingent Weight Restrictions for the Analysis of Brazilian Retail Banks Efficiency

In: Operations Research Proceedings 2007

Author

Listed:
  • Madiagne Diallo

    (Pontifícia Universidade Católica)

  • Marcus Vinicius Pereira Souza

    (Pontifícia Universidade Católica)

  • Luis Eduardo Guedes

    (Universidade Federal)

  • Reinaldo Castro Souza

    (Pontifícia Universidade Católica)

Abstract

In this paper, we deal with the BCC-I model in Data Envelopment Analysis comparing results of Artificial DMUs and the adjusted Contingent Weight Restrictions approach in the analysis of Brazilian Retail Banks efficiencies. The number of employees, fixed assets, leverage and delinquency rate were considered as inputs, and the financial intermediation results and the equities profitability as outputs. While the Contingent Weight Restrictions method makes only directed weight restrictions, Artificial DMUs method simulates a set of weight restrictions and depends on the use of specialists’ opinions. The compared methods are relevant to increase the precision of the market analysis. The results of both methods are compared in order to distinguish their advantages and inconveniences. A set of efficient banks is obtained together with a market analysis.

Suggested Citation

  • Madiagne Diallo & Marcus Vinicius Pereira Souza & Luis Eduardo Guedes & Reinaldo Castro Souza, 2008. "Artificial DMUs and Contingent Weight Restrictions for the Analysis of Brazilian Retail Banks Efficiency," Operations Research Proceedings, in: Jörg Kalcsics & Stefan Nickel (ed.), Operations Research Proceedings 2007, pages 97-102, Springer.
    • Handle: RePEc:spr:oprchp:978-3-540-77903-2_15
    DOI: 10.1007/978-3-540-77903-2_15
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