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Neste trabalho procura-se apresentar um estudo sobre a metodologia Data Envelopment Analysis (DEA), mais precisamente sobre os métodos/modelos de discriminação. Numa primeira fase, começa-se por fazer uma referência à avaliação de desempenho organizacional e à sua evolução, identificar os métodos tradicionais de avaliação e as suas limitações. Posteriormente, referem-se os modelos clássicos da metodologia DEA, o modelo CCR (Charnes, Cooper & Rhodes, 1978) e o modelo BCC (Banker, Charnes & Cooper, 1984). Porém, a aplicabilidade destes modelos apresenta algumas limitações que condicionam a utilização desta metodologia, nomeadamente a distribuição irrealista dos pesos e a falta de poder discriminativo entre as unidades eficientes.
De forma a minimizar estas limitações vários métodos/modelos de discriminação têm surgido, designadamente o método das restrições sobre os pesos, o método de ajuste dos níveis de input/output para captação de juízos de valor, o método das restrições aos inputs/outputs virtuais e, por fim, os modelos multiobjectivo, alguns dos quais serão apresentados neste trabalho. No sentido de demonstrar a relevância que a aplicação desta metodologia pode ter numa organização, o modelo CCR e alguns dos métodos/modelos de discriminação são aplicados a vinte instituições bancárias, que operavam em Portugal no ano de 2014, de forma a avaliar a eficiência de cada instituição. Serão apresentados os resultados obtidos desta aplicação prática, bem como uma análise a esses resultados.
This work aims to present a study on the methodology Data Envelopment Analysis (DEA), more precisely the methods/models of discrimination. In a initial it begins to make reference to the evaluation of organizational performance and to their development, identify the traditional methods of evaluation and its limitations. Later it refers to the classical models of DEA methodology, the CCR model (Charnes, Cooper & Rhodes, 1978) and BCC model (Banker, Charnes & Cooper, 1984). However, the applicability of these models present some limitations which affect the use of this methodology, particularly the unrealistic weight distribution and the lack of discriminatory power between efficient units. In order to mitigate these limitations various methods/models of discrimination have emerged, namely the method of restrictions about the weights, the method of adjusting levels of input/output for capture of value judgments, the method of the inputs/outputs virtual constraints and, finally, multi-objective models, some of which will be presented in this work. In order to demonstrate the relevance to the application of this methodology in an organization, the CCR model and some of the methods/models of discrimination are applied to twenty banks, operating in Portugal in the year 2014, in order to assess the efficiency of each institution. The results will be presented in this practical application, as well as an analysis of these results.
This work aims to present a study on the methodology Data Envelopment Analysis (DEA), more precisely the methods/models of discrimination. In a initial it begins to make reference to the evaluation of organizational performance and to their development, identify the traditional methods of evaluation and its limitations. Later it refers to the classical models of DEA methodology, the CCR model (Charnes, Cooper & Rhodes, 1978) and BCC model (Banker, Charnes & Cooper, 1984). However, the applicability of these models present some limitations which affect the use of this methodology, particularly the unrealistic weight distribution and the lack of discriminatory power between efficient units. In order to mitigate these limitations various methods/models of discrimination have emerged, namely the method of restrictions about the weights, the method of adjusting levels of input/output for capture of value judgments, the method of the inputs/outputs virtual constraints and, finally, multi-objective models, some of which will be presented in this work. In order to demonstrate the relevance to the application of this methodology in an organization, the CCR model and some of the methods/models of discrimination are applied to twenty banks, operating in Portugal in the year 2014, in order to assess the efficiency of each institution. The results will be presented in this practical application, as well as an analysis of these results.
Descrição
Mestrado em Contabilidade e Gestão das Instituições Financeiras
Palavras-chave
Metodologia DEA Eficiência Métodos Modelos Discriminação Restrições Multiobjectivo DEA methodology Efficiency Methods Models Discrimination Restrictions Multi-objective