Efficiency of commercial banks in Turkey and their comparison: application of DEA with Tobit analysis

Kutlar, Aziz; Kabasakal, Ali; Ekici, Mehmet Sena

doi:10.1504/ijmor.2017.080746

Cited by 8 publications

(6 citation statements)

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“…We built an econometric model to investigate the abovementioned factors. Note that the period efficiency and stage efficiency of the banking sector may be greater than 1, so the Tobit panel model [58] or truncated regression model [59] is unsuitable for this study. The choice between fixed effects (FE) and random effects (RE) can be determined by the Hausman test [60].…”

Section: Determinants Of Bank Efficiency and Estimation Resultsmentioning

confidence: 99%

The Sustainability Performance of Chinese Banks: A New Network Data Envelopment Analysis Approach and Panel Regression

Huang

Shao

2019

Sustainability

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This paper develops a new network data envelopment analysis (DEA) model that simultaneously integrates the non-convex metafrontier and undesirable outputs and which is super efficient at performing dynamic network slacks-based measures. The model is employed to discuss the efficiency of 36 commercial banks in China during the years 2010–2014. The efficiency of these banks shows significant heterogeneity and the efficiency of most foreign banks has much room for improvement. Regarding both the non-convex metafrontier and the group frontier, state-owned banks perform the best, followed by joint-stock banks, with foreign banks performing the worst; the same is true for the technology gap ratios. The empirical results produced by the feasible generalized least squares estimation method indicate that liquidity and scale effects exert positive impacts on bank efficiency. An alternative estimation method confirmed that the conclusions were robust.

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Section: Determinants Of Bank Efficiency and Estimation Resultsmentioning

confidence: 99%

The Sustainability Performance of Chinese Banks: A New Network Data Envelopment Analysis Approach and Panel Regression

Huang

Shao

2019

Sustainability

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“…Para Kutlar et al (2017), que avaliaram os bancos comerciais da Turquia para o período de 2003 a 2012 por meio da metodologia DEA (CCR e BCC), os resultados observados foram mistos. Na análise de eficiência tanto do modelo CCR quanto do BCC, houve, ao longo do período examinado, uma redução do número de bancos tecnicamente eficientes, no entanto a eficiência alocativa dos bancos turcos aumentou nesse período.…”

Section: Literatura De Eficiência Bancáriaunclassified

Eficiência Bancária No Brasil (2010-2019): Uma Análise De Dois Estágios

Takahashi

Vasconcelos

2022

REM

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O objetivo deste trabalho é analisar o desempenho do setor bancário brasileiro e seus determinantes. A presente pesquisa foi dividida em duas partes. Na primeira, busca-se determinar a eficiência técnica pelo modelo DEA-BCC nos principais bancos brasileiros, no período de 2010 a 2019. Na segunda parte, são avaliados os determinantes que podem influenciar o desempenho dos bancos. As estimativas indicam que os grandes bancos são, em média, mais eficientes do que os bancos de pequeno e médio portes. Além disso, quando se observa o tipo de propriedade, os bancos estrangeiros tendem a apresentar melhor desempenho em comparação com os bancos nacionais. Ademais, os determinantes apontam que a margem de lucro líquido e a renda sem juros são significantes e contribuem positivamente para o nível de eficiência. Por sua vez, o índice de adequação de capital, os empréstimos inadimplentes e a inflação têm impacto negativo sobre a eficiência técnica.

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“…Cook and Kress [2] showed some models like WSR that apply an imposed set of weights may fail to obtain a correct evaluation. Cook and Kress [2] applied a data envelopment analysis (DEA) based methodology of Charnes et al [3] for measuring the preference scores without imposing any fixed weights from the outset (see [4,5,6]. Their proposed method obtained the most favorable weights for each alternative but their method very often leads to more than one alternative as efficient.…”

Section: Izadikhah and E Karapinarmentioning

confidence: 99%

Enhanced Multi-Objective Voting Data Envelopment Analysis Models with Common Set of Weights

Izadikhah

Karapınar

2020

MACO

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The important issue of the aggregation preference is how to determine the weights associated with different ranking places and DEA models play an important role in this subject. DEA models use assignments of the same aggregate value (equal to unity) to evaluate multiple alternatives as efficient. Furthermore, overly diverse weights can appear, thus, the efficiency of different alternatives obtained by different sets of weights may be unable to be compared and ranked on the same basis. In order to solve two above problems, and rank all the alternatives on the same scale, in this paper, we propose a multiple objective programming (MOP) approach for generating a common set of weights in the DEA framework. Also, we develop a novel model to make a maximum discriminating among candidates' rankings. Additionally, we present two scenarios to provide suitable strategies for solving the proposed MOP model. MSC(2010): 90B50; 90C05; 90C70.

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Efficiency of commercial banks in Turkey and their comparison: application of DEA with Tobit analysis

Cited by 8 publications

References 0 publications

The Sustainability Performance of Chinese Banks: A New Network Data Envelopment Analysis Approach and Panel Regression

The Sustainability Performance of Chinese Banks: A New Network Data Envelopment Analysis Approach and Panel Regression

Eficiência Bancária No Brasil (2010-2019): Uma Análise De Dois Estágios

Enhanced Multi-Objective Voting Data Envelopment Analysis Models with Common Set of Weights

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