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題名:應用負值動態網絡DEA於農會信用部之效率評估
書刊名:管理與系統
作者:陳柏琪 引用關係盧永祥李佳珍蕭采玉
作者(外文):Chen, Po-chiLu, Yung-hsiangLee, Jia-janHsiao, Tsai-yu
出版日期:2019
卷期:26:4
頁次:頁393-425
主題關鍵詞:農會信用部動態網絡DEA實際逾期放款負值Credit Departments of Farmers' AssociationsDynamic network DEAReal non-performing loansNegative data
原始連結:連回原系統網址new window
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  • 共同引用共同引用:113
  • 點閱點閱:12
本文以動態網絡資料包絡分析法進行2006~2011年165家基層農會信用部的效率評估,有別於以往的研究,本文以問卷調查結果來劃分農會共同要素投入並計算出實際逾期放款,且在考量農會信用部的盈虧可能有負值下,同時採用可處理負值問題之範圍方向估計(range directional measure, RDM)、半導向射線估計(semi-oriented radial measure, SORM)與比例距離函數估計(proportional distance function measure, PDFM)方法,分別對農會信用部進行經營效率、獲利效率及整體效率之評估,以取得較為穩健周全(robust)的效率估計結果;爾後,探究CAMEL財務指標及信用部主管特質與效率評估結果之關聯。實證結果發現:(1)SORM及PDFM模型之結果相當接近,但與RDM模型結果之差異較大;(2)提高存放比、流動比及淨值,有助於改善農會信用部的績效;(3)農會信用部主管的教育程度愈高、曾服務過單位愈多及主管年資少,對於農會信用部的經營效率有正向顯著之影響;(4)農會信用部主管為女性、平均月薪愈高、總服務年資愈少、曾任主任數愈多及主任總年資愈少,及不同的人格特質與農會類型,則與獲利效率及整體效率有正向顯著的影響。
This paper employs Dynamic Network Data Envelopment Analysis (DEA) to analyze the efficiency of 165 credit departments of farmers' associations from 2006 till 2011. A questionnaire survey is used to determine how much the internally shared inputs are associated with the credit department and how many the actual non-performing loans are after considering the reclaiming. Besides, because there may be loss for some of the credit departments, the methods of range directional measure (RDM), semi-oriented radial measure (SORM), and proportional distance function measure (PDFM) which allow variables with negative data are used to appraise the operating efficiency, profit earning efficiency, and overall efficiency of these credit departments. We then obtained an efficiency model applicable to the credit departments through comparison of previous models and further explored the relationship between the characteristics of supervisors and efficiency. Empirical results indicate the following: (1) The results of SORM and PDFM are very close to each other, but are different from that of RDM. (2) The increase of deposit loan ratio, current ratio and net value are helpful to improve the performance of the credit departments. (3) In terms of the supervisor's characteristics, level of education and number of job rotations of supervisor have a positive and significant impact on the credit department's operating efficiency, while years of service have a negative correlation. (4) Additionally, gender (female), salary, and job rotations exert a positive and significant impact on profit earning efficiency and overall efficiency. These measures are also affected by the personality traits of the supervisors and types of farmers' associations, and are negatively correlated with years of service, in particular those spent acting as the head of department.
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