Efficiency Estimation of Commercial Banks Based on Financial Performance: Input Oriented DEA CRS/VRS Models
نویسندگان
چکیده
منابع مشابه
Efficiency Research of Chinese Commercial Banks Based on Super-Efficiency DEA Method
This paper tries to analyze Chinese three types of bank’s efficiency changes and differences, after the financial crisis, through the integrated use of DEA and super efficiency DEA method. The results show that: the efficiency of Chinese commercial Banks in general is on the rise, the comprehensive technical efficiency growth stems mainly from scale efficiency improvement, pure technical effici...
متن کاملInput/output indicator selection for DEA efficiency evaluation: An empirical study of Chinese commercial banks
0957-4174/$ see front matter 2011 Elsevier Ltd. A doi:10.1016/j.eswa.2011.07.111 ⇑ Corresponding author. Tel.: +86 551 3603461; fax E-mail address: [email protected] (Y. Luo). One of the interesting research subjects in DEA is to choose appropriate input and output indicators. In the process, one may encounter many problems, such as the selection tools, correlation analysis, and the class...
متن کاملFinancial Information effects on the measurement of Commercial Banks’ Efficiency
Using Stochastic Frontier Analysis (SFA) in a sample of commercial banks from 107 countries for the period 1996-2003, we obtain a mean cost efficiency score of 0,84, which supports the evidence found in other works, suggesting an improvement of efficiency scores over the ones obtained in the previous decade. Adding some data on the financial information framework (Bank Regulation and supervisio...
متن کاملA Dea Based Multidimensional Framework for Analyzing Commercial Banks
This study develops a multidimensional framework using data envelopment analysis as a benchmarking tool to assess the performance of the commercial banks in India. Using data envelopment analysis approach, this study compares the relative performance of 35 banks against one another with eight variables as the benchmark parameters. This study finds that most of the banks are consistently perform...
متن کاملSuper-Efficiency and Sensitivity Analysis Based on Input-Oriented DEA-R
This paper suggests a method of finding super-efficiency scores and modification of input-oriented models for sensitivity analysis of decision making units. First, by using DEA-R (ratiobased DEA) models in the input orientation, the models of superefficiency and also models of super-efficiency modification are suggested. Second, the worst-case scenarios are considered where the efficiency of th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Economic Themes
سال: 2018
ISSN: 2217-3668
DOI: 10.2478/ethemes-2018-0014