Release Time:2022-07-01  Hits:

Indexed by: Journal Article

Date of Publication: 2022-06-28

Journal: 系统工程理论与实践

Institution: 经济管理学院

Issue: 1

Page Number: 18-27

ISSN: 1000-6788

Abstract: The general DEA is through the inputs, outputs the data to determine the efficiency indicator of DEA. However, the idea of converse solution is that according to known efficiency and some input/output indicators of DEA reverse one output indicator which lending rates. Through the past DEA efficiency of bank, we deduce the DEA efficiency of the next loan period Using Malmquist index. The loan rate is fixed under known the future DEA efficiency. The special and contribution lies in: firstly, the future Malmquist index is predicted by using the past Malmquist index. The future DEA efficiency is got through the future Malmquist index and the past DEA efficiency. Use the future DEA efficiency to fix the loan rate. It solves the problem that the loan rates and efficiency of loan periods is corresponding. Secondly, this paper reverse uses DEA that DEA efficiency is fixed according to the date of input/output. One output indicator which lending rates is fixed according to known efficiency and some input/output indicators of DEA. It expands the application scope of DEA. Thirdly, according to the loan pricing model based on the future DEA efficiency got the loan rates can bring the greatest efficiency to banks under the existing conditions, cover the risk of loss and be accepted by customers.

Note: 新增回溯数据