Abstract

SANCHEZ-GOODING, Sandra Paola  and  RODRIGUEZ-LOZANO, Gloria Isabel. Relative Efficiency Indicators of the Credit Management Process in a Colombian Bank by Means of Data Envelopment Analysis (DEA). Cuad. Contab. [online]. 2016, vol.17, n.43, pp.13-41. ISSN 0123-1472.  https://doi.org/10.11144/Javeriana.cc17-43.ierp.

The purpose of this work is to measure the relative efficiency of the units that take part in the credit management process in a Colombian bank by means of the use of Data Envelopment Analysis (DEA). Using a double optimization process, this advanced linear programming methodology generates a single relative efficiency index for each one of the units being studied, although it is capable of including multiple resources and multiple outputs. In the bank that was used as the object of this study, credit activities are organized in five banking groups [strategic business units specialized on a type of o product and/ or target markets. These units stablish their tactical plans, have a specific assigned budget, and have autonomy for the making of commercial and operational decisions] as follows: personal banking [consumer credit and bank loans to individuals]; agricultural banking [credits for farming, livestock, forestry, aquaculture, and fishing activities]; microfinance banking [for the needs of families, microentrepreneurs, and low income people]; corporate banking [meeting the needs of companies]; and official banking [aimed, in general terms, at the companies of the official sector]. In turn, each banking group is divided in eight geographical areas: Antioquia, Bogota, Coffee region, Coastal region, Western region, Santander departments region, and South region, thus yielding forty units as the object of this study. We aim to answer the following questions: Which banking groups and geographical areas of the bank were efficient and which were inefficient regarding the credit management process during 2013? What is the amount of this inefficiency? The DEA model used includes Variable Returns to Scale (VRS) aimed on outputs, with four inputs and two outputs, working different types of units. Results indicate that the banking groups with the best performance are the agricultural and official, and the most efficient geographical areas are the South and Coffee regions. Additionally, the most inefficient banking group is personal banking and the geographical region with the worst performance was the Coastal region.

Keywords : Análisis envolvente de datos; data envelopment analysis; DEA; relative efficiency; banking efficiency.

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