engleski

An application of sensitivity analysis in data envelopment analysis

Sufficient conditions 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 (European Journal of Operational Research 48(1990), 332-341) for the case with different parameters for all outputs and for all inputs. Using two parameters only, one for outputs and the other for inputs, similar sufficient conditions are obtained in this paper. These conditions are applied to the case of a bank branches operating efficiency assessment. Following Neralić and Sikora (Paper presented at the 20th Meeting of the EURO Working Group on Financial Modelling, April 24-26, 1997, Inter-University Cnter, 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; efficiency; sensitivity analysis; linear programming; applications in banking

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