MEASURING THE EFFICIENCY OF BANKS USING A TWO-STAGE DEA MODEL
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| Format: | Artículo científico |
| Sprache: | en |
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Universidade do Algarve
2009
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| author | Ana Isabel Martins |
| author_facet | Ana Isabel Martins |
| contents | MEASURING THE EFFICIENCY OF BANKS USING A TWO-STAGE DEA MODEL Ana Isabel Martins Estudios de Turismo Two Two Efficiency Efficiency Effi ciency Facing the biggest world-wide crisis of the last 30 years, signifi cant losses in revenues are foreseen for the banking sector as well as an increasing competitive pressure. Using data from 2007, this study evaluates the effi ciency of the 37 major banks operating in Portugal through DEA methodology. Effi ciency is evaluated trough Chen and Zhu (2004) two stage model applied to the banking industry, circumventing the usual problem inherent in the existence of two approaches (Production/ Intermediation). The main contribution of this study is the incorporation of new variables that refl ect, besides profi tability, value creation and risk, such as intrinsic value added. It is usual to apply standard DEA models to each stage to typically two-stage processes. However, such an approach may conclude that two ineffi cient stages lead to an overall effi cient DMU with the inputs of the fi rst stage and outputs of the second stage. The distortion/improvement in the DEA frontier is caused by the presence of intermediate measures. Effi ciency is analyzed under a global perspective including all banks, assuming that all access the same technology. Subsequent analysis is made to the effi ciency by groups based on size/business and risk factors, estimated separate frontiers, analyzed the ineffi ciencies intra-groups and differences among groups. 2009 artículo científico 2182-8458 https://www.redalyc.org/articulo.oa?id=388777675009 en http://www.redalyc.org/revista.oa?id=3887 Tourism & Management Studies application/pdf Universidade do Algarve Tourism & Management Studies (Portugal) Vol.5 |
| format | Artículo científico |
| id | redalyc_388777675009 |
| institution | Redalyc |
| language | en |
| publishDate | 2009 |
| publisher | Universidade do Algarve |
| spellingShingle | MEASURING THE EFFICIENCY OF BANKS USING A TWO-STAGE DEA MODEL Ana Isabel Martins Estudios de Turismo Two Two Efficiency Efficiency Effi ciency MEASURING THE EFFICIENCY OF BANKS USING A TWO-STAGE DEA MODEL Ana Isabel Martins Estudios de Turismo Two Two Efficiency Efficiency Effi ciency Facing the biggest world-wide crisis of the last 30 years, signifi cant losses in revenues are foreseen for the banking sector as well as an increasing competitive pressure. Using data from 2007, this study evaluates the effi ciency of the 37 major banks operating in Portugal through DEA methodology. Effi ciency is evaluated trough Chen and Zhu (2004) two stage model applied to the banking industry, circumventing the usual problem inherent in the existence of two approaches (Production/ Intermediation). The main contribution of this study is the incorporation of new variables that refl ect, besides profi tability, value creation and risk, such as intrinsic value added. It is usual to apply standard DEA models to each stage to typically two-stage processes. However, such an approach may conclude that two ineffi cient stages lead to an overall effi cient DMU with the inputs of the fi rst stage and outputs of the second stage. The distortion/improvement in the DEA frontier is caused by the presence of intermediate measures. Effi ciency is analyzed under a global perspective including all banks, assuming that all access the same technology. Subsequent analysis is made to the effi ciency by groups based on size/business and risk factors, estimated separate frontiers, analyzed the ineffi ciencies intra-groups and differences among groups. 2009 artículo científico 2182-8458 https://www.redalyc.org/articulo.oa?id=388777675009 en http://www.redalyc.org/revista.oa?id=3887 Tourism & Management Studies application/pdf Universidade do Algarve Tourism & Management Studies (Portugal) Vol.5 |
| title | MEASURING THE EFFICIENCY OF BANKS USING A TWO-STAGE DEA MODEL |
| topic | Estudios de Turismo Two Two Efficiency Efficiency Effi ciency |
| url | https://www.redalyc.org/articulo.oa?id=388777675009 |