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mainly affected by the level of non-performing assets, market share, size of the bank, return on assets, and capital level … and publicly owned Indian banks. It uses the data envelopment analysis (DEA) following variable returns to scale, under … input and output orientation, for measuring efficiency. Further, the Tobit regression model is used in the second stage to …
Persistent link: https://www.econbiz.de/10015074872
the BCC output-oriented model is rerun with a sample of 11 Macedonian and 19 Croatian bank. We provide relative efficiency …The aim of this paper is to measure and analyze the relative efficiency of commercial banks in two developing countries … performance, data envelopment analysis (DEA). We follow Banker et al. (2010) in the selection of variables and the model. We have …
Persistent link: https://www.econbiz.de/10015337546
This paper aims to assess and compare the relative efficiency of commercial banks in six Western Balkan developing … nonparametric methodology Data Envelopment Analysis (DEA) for the period 2016-2020, and investigating the impact of the COVID-19 … pandemics on the performance of banking systems in these countries. The output-oriented DEA model has been implemented with …
Persistent link: https://www.econbiz.de/10014520681
validate the results obtained using the DEA method. The Lithuanian bank's efficiency analysis based on the VRS assumption shows …The purpose of this study is to examine the efficiency of the banks in Lithuania by employing the DEA method and … evaluate bank performance in a low interest rate environment. The efficiency scores were calculated with a non …
Persistent link: https://www.econbiz.de/10011996121
The objective of this paper is to evaluate bank efficiency in the period from 2012 to 2016 by applying Data Envelopment … Analysis (DEA) in a dataset of 37 Brazilian banks provided by the Brazilian Central Bank. We have explored three gaps in … of bank inefficiency and by identifying how inefficient banks in scale can improve their efficiency. Brazilian banks …
Persistent link: https://www.econbiz.de/10012664295
We investigate the consistency of efficiency scores derived with two competing frontier methods in the financial … banks and analyze whether efficiency measures yield consistent results according to five criteria between 1993 and 2004 … important to avoid misinterpretation about the status of efficiency of the total banking sector. Finally, despite ongoing …
Persistent link: https://www.econbiz.de/10010295917
The purpose of this paper is to analyze the efficiency of the 26 Swiss cantons over the period 2000 to 2004 applying … Data Envelopment Analysis (DEA). A Total Public Sector Performance (TPSP) indicator for eight local government activities … economy) is calculated to measure technical efficiency. Efficiency scores are then related to the fiscal equalization scheme …
Persistent link: https://www.econbiz.de/10010315507
There are some specific features of the non-radial DEA (data envelopment analysis) models which cause some problems … under the returns to scale measurement. In the scientific literature on DEA, some methods were suggested to deal with the … returns to scale measurement in the non-radial DEA models. These methods are based on using Strong Complementary Slackness …
Persistent link: https://www.econbiz.de/10010330227
We analyze the impact of efficiency on bank risk. We also consider whether bank capital has an effect on this … contribute to shore up bank capital levels. Our findings suggest that banks lagging behind in their efficiency levels might … relationship. We model the inter-temporal relationships among efficiency, capital and risk for a large sample of commercial banks …
Persistent link: https://www.econbiz.de/10011605257
Despite the remarkable economic and financial convergence over the last ten years in the euro area, mortgage interest rates still differ across countries. This note presents some stylised facts on the heterogeneity of mortgage interest rates across euro area countries on the basis of the...
Persistent link: https://www.econbiz.de/10011604779