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capital exercise on banks' technical efficiency. We estimate several specifications while controlling for bank … evidence on the impact of the European Banking Authority (EBA)'s capital exercise on banks' efficiency. In the first stage of … the analysis, we measure the efficiency by employing DEA. We then use Tobit regression to investigate the impact of the …
Persistent link: https://www.econbiz.de/10012406122
bootstrap DEA method, which absorbs the effects of possible integration barriers in the measurement of efficiency. Afterwards … for convergent clusters in banking efficiency. Findings - Our main findings show that the bank efficiency of the US is …-specific factors that affect the efficiency of European and Eurozone banks. Moreover, recent literature does not compare the …
Persistent link: https://www.econbiz.de/10012887337
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/10014500497
This study investigates the technical and profit efficiency of commercial banks in Pakistan. Data Envelopment Analysis … is used as a preferred methodology to accurately determine profit and technical efficiency. The constant return to scale … model is employed and Excel Solver is used to give scores which highlights the efficiency differences across three ownership …
Persistent link: https://www.econbiz.de/10013118437
This paper applies a data envelopment analysis (DEA) to study the effect of non-bank financial intermediation on bank … Monitoring Report in the period 2014-2016.The efficiency analysis is conducted by applying a profit-based input-oriented DEA … variable returns-to-scale model in a two-stage procedure. In the first stage, the average DEA efficiency scores are calculated …
Persistent link: https://www.econbiz.de/10012844652
This paper applies a data envelopment analysis (DEA) to study the efficiency and productivity changes in the Swiss … cantonal bank sector in the period 2006-2014. The efficiency analysis is conducted by applying the production input …. The third-stage DEA scores support the evidence of slightly decreasing average post-global crisis technical efficiency …
Persistent link: https://www.econbiz.de/10012844654
The purpose of this paper is to examine whether the stock performance of EU listed banks is related to their efficiency … analysis to estimate the cost and profit efficiency of banks, while controlling for environmental factors. Then, we investigate … if changes in profit and cost efficiency are reflected in changes in stock prices. Our results indicate that the change …
Persistent link: https://www.econbiz.de/10013147796
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/10011883486
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/10011959661
Persistent link: https://www.econbiz.de/10014311698