engleski

An application of sensitivity analysis in data envelopment analysis

Sufficient condititons for an efficient Decision Making Unit (DMU) to preserve its efficiency according to the additive model of Data Envelopment Analysis (DEA) were obtained by Charnes and Neralić (A. Charnes, L. Neralić, EOR 48 (1990), 332-341). In this paper these conditions are applied to the case of a bank branches operating efficiency assessment. Following (L. Neralić, Z. Sikora, Paper presented at the 20th Meeting of the EURO Working group on Financial Modelling, April 24-26, 1997, IUC, Dubrovnik, Croatia) 15 bank branches of a commercial bank using 3 inputs and producing 2 outputs are considered. For each DMU, efficient according to the additive model, a region of efficiency is obtained. In that region inputs and outputs of the corresponding efficient DMU can be changed and its efficiency is preserved.

Data envelopment analysis; sensitivity analysis; linear programming; application in banking

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