은행산업의 효율성 측정시 outliers[異狀値] 적출방법

The purpose of this paper is to introduce the new method when measuring bank efficiency developed by Wilson(1993) for detecting outliers in DEA analysis by using the 3 years(2003, 2004, and 2005) panel data under production function, intermediation function, and value-added function approaches. The main empirical results of this paper are as follows. First, empirical results show that Kookmin Bank, First Bank, Busan Bank, and Deagu Bank are outliers. All these banks are not efficiency in terms of input-oriented CCR model under production function, intermediation function, and value-added function approaches. But BCC model shows efficiency. Under value-added function approach, CCR and BCC model did not show the efficient score for outliers. Second, the efficient ranking orders of outliers are Kookmin Bank, First Bank and Foreign Exchange Bank, Busan Bank with Daegu Bank. The policy implications to the Korean banks and planners are that the method which this paper used to find out outliers should be recommended for grouping the efficient banks, inefficient banks and outliers with others and also for introducing the competitive policy among the outliers and efficient banks. Another policy implication is that for introducing suitable method for the each bank, the policy planner should check out the input and output compositions of efficient banks or outliers after finding out outliers by using the Wilson (1993) method which this paper introduced.