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Indexed by:会议论文

Date of Publication:2009-06-06

Included Journals:EI、CPCI-S、CPCI-SSH、Scopus

Page Number:378-381

Key Words:Lending Rate, Loan Pricing; Data Envelopment Analysis; Dichotomy; Optimal Efficiency

Abstract:This paper takes the lending rate as the output parameter of DEA and establishes the loan pricing model based on DEA by using the dichotomy to solve the corresponding output parameters under the optimal efficiency of DEA. Its specialties and innovations are as follows. Firstly, the corresponding output parameter of DEA, the lending rate, is determined when the DEA efficiency index z=1 through solving DEA model with dichotomy and the optimal efficiency of the lending rate is ensured. This model fixes the lending rate under the DEA optimal efficiency and provides a new way of loan pricing. Secondly, the output parameter of DEA is fixed based on the dichotomy when the DEA efficiency index z=1. This study provides a new way for the inverse solution to DEA. So it changes the condition that the efficiency is estimated only with the known data of inputs and outputs and develops the use of DEA.