| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5054905 | Economic Modelling | 2013 | 8 Pages |
Abstract
In the fast changing financial circumstances of nowadays, in avoiding the crisis of closing down, financial institutions are concerned about the efficiency and risk strictly in the meantime. Therefore, efficiency and risk
management are goals for a financial institution administrator. Data Envelopment Analysis (DEA) is a
non-parameter approach to evaluate the performance of DMU's efficiency and the variables used in the
DEA are all accurate values. However, when the input or output variables are fuzzy, the performance of
DMUs must proceed by the Fuzzy-DEA. On the basis of risk uncertainty, this research plans to apply the
expanding model of Fuzzy Slack-Based Measurement (Fuzzy SBM). The efficiency scores estimated by
Fuzzy SBM model are subordinate to functional form, which provides efficiency value region in different degrees of confidence, conforms to the characteristic of risk anticipation, and estimates the management
achievement of Taiwan banking under market risk.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
