Title :
Loan Pricing Model of Commercial Bank Based on DEA
Author :
Sui, Cong ; Chi, Guo-Tai
Author_Institution :
Sch. of Manage., Dalian Univ. of Technol., Dalian, China
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.
Keywords :
banking; data envelopment analysis; digital elevation models; pricing; DEA efficiency index; commercial bank; data envelopment analysis; dichotomy; loan lending rate; loan pricing model; Business communication; Conference management; Costs; Data envelopment analysis; Economic indicators; Electronic commerce; Electronic mail; Paper technology; Pricing; Technology management; Data Envelopment Analysis; Dichotomy; Lending Rate; Loan Pricing; Optimal Efficiency;
Conference_Titel :
Electronic Commerce and Business Intelligence, 2009. ECBI 2009. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3661-3
DOI :
10.1109/ECBI.2009.48
