Using multivariate analysis approaches in designing NSBM Model with considering undesirable variable and shared resources

homa ghasemi, esmaeil Najafi, Farhad Hosseinzadeh Lotfi, farzad Movahedi-Sobhani
2018 Scientia Iranica. International Journal of Science and Technology  
Due to the competitiveness of banking industry and increasing bargaining power of customers, evaluation of the banks' performance is crucial to better serve the classified customers in a universal system .In this paper, with consideration of segmenting the customers into personal and business ones, methods such as confirmatory factor analysis (CFA) and structural equation model (SEM) have been used in selecting appropriate variables of the network data envelopment analysis (NDEA) model based on
more » ... network slacks-based measure and consideration of the undesirable variables and shared resources. The SEM model has been used to establish a proper connection between the different dimension of the NDEA model and CFA model has been used to identify the importance of each dimension. Also, the proposed model has been used to measure the Operational and decomposed universal efficiency of one of the Iranian bank branches (Day Bank). The results show that the extracted model provides managers with a suitable perspective in adopting appropriate policies to promote their performance in the different sectors, including deposit attraction, financial serving personal and business banking customers, and profit generation, and also in comparing them in the different dimensions of the model. Keywords : confirmatory factor analysis, structural equation, network data envelopment analysis, network slacks-based measure, universal banking system the PCA method [28] . Independent component analysis (ICA) is also a method based on the characteristic selection and the developed version of PCA used in the identification of the independent components of the observed data [30] . ICA attempts to eliminate that part of information of the observed data that has a little or no improvement on the efficiency of the units [29] . In this regard, NSBM model, proposed by Lin, based on the production, serving consumer and corporate customers, and profitability, and by the use of the ICA identified the primary source of the inefficiency, through revealing the latent variables that consist of independent components and are considered as input, intermediate or new output in the network model [31] . In the study did by Ebrahimpour, Olfat, Amiri et al., the NDEA model designed on the essence of the supply chain. Using PCA and with the contribution of 115 experts and specialist, their model configured with four factors (latent variables) including financial, responsiveness, collaborative, and knowledge-based, and then, was applied to the pharmaceutical companies [32] . decision making techniques, DEA, Mathematics Modeling, and CRM. He has published several papers in refereed journals and conferences.
doi:10.24200/sci.2018.5578.1392 fatcat:llb72xzxcfh43cko6mu6eui45y