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Operations Research Proceedings 2007 pp 97–102Cite as

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

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Part of the book series: Operations Research Proceedings ((ORP,volume 2007))

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.

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References

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Author information

Authors and Affiliations

  1. Departamento de Engenharia Industrial, Pontifícia Universidade Católica, Rio de Janeiro, Brazil

    Madiagne Diallo

  2. Departamento de Engenharia Elétrica, Pontifícia Universidade Católica, Rio de Janeiro

    Marcus Vinicius Pereira de Souza & Reinaldo Castro Souza

  3. Departamento de Engenharia de Produção, Universidade Federal, Rio de Janeiro, Brazil

    Luis Eduardo Guedes

Authors
  1. Madiagne Diallo
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  2. Marcus Vinicius Pereira de Souza
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  3. Luis Eduardo Guedes
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  4. Reinaldo Castro Souza
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Editor information

Editors and Affiliations

  1. Faculty of Law and Economics, Chair of Operations Research and Logistics, Saarland University, P.O. Box 15 11 50, 66041, Saarbrücken, Germany

    Jörg Kalcsics  & Stefan Nickel  & 

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© 2008 Springer-Verlag Berlin Heidelberg

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Diallo, M., de Souza, M.V.P., Guedes, L.E., Souza, R.C. (2008). Artificial DMUs and Contingent Weight Restrictions for the Analysis of Brazilian Retail Banks Efficiency. In: Kalcsics, J., Nickel, S. (eds) Operations Research Proceedings 2007. Operations Research Proceedings, vol 2007. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-77903-2_15

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