후방스텝와이즈기법을 이용한 투입-산출변수 선택에 관한 연구 : 은행산업적용

The purpose of this paper is to introduce the new method, backwards stepwise method developed by Wagner and Shimshak(2006) for choosing the input and output variables in DEA analysis by using the data on the year of 1995 for 4 inputs(labour, fixed assets, number of branches, and core-deposits) and 5 outputs(loans, deposits, and equity, interest, and charges).The main empirical results of this paper are as follows. First, removing order in inputs is labour, number of branches, fixed assets, and core deposits, and in outputs is equity investment, deposits, loans, charges, and interest from loan. Second, there are one input and one output identified as the most efficient for this stepwise method. In terms of managerial side, Korean banks should keep the current level of the core deposits as the input variable, and should increase the number of excellent customer for loans as the output variable.The policy implications to the Korean banks and planners are as follows. First, when the specific variable is removed, the bank whose efficiency score is dropped should note that the level of input should be kept the current level or minimized and output level should be increased. Second, FSS(Financial Supervisory Service) should introduce the new method like this paper for enhancing the Korean banks' efficiency.