Resolving the deposit dilemma: A new DEA bank efficiency model

Holod, Dmytro; Lewis, Herbert F.

doi:10.1016/j.jbankfin.2011.03.007

Cited by 187 publications

(112 citation statements)

References 31 publications

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“…Despite the numerous studies focusing on banking efficiency and productivity using DEA (Berger & Humphrey, 1992;Berger & Humphrey, 1997;Fukuyama & Weber 2009a, b, 2010Holod and Lewis, 2011;Sufian, 2010), an in-depth analysis of banks in Africa is still missing (O'Donnell & Westhnizen, 2002;Azam, Biais, & Dia, 2004;Figueira Kirkpatrick et al, 2007;Okeahalam, 2008;Ikhide, 2008;Kiyota, 2009;Assaf et al, 2010;Kebede and Wassie, 2013), thus indicating a literature gap. The situation contrasts with the extensive research that has been carried out on American banks (Berger, et al, 1987;Bauer, et al 1993;Berger & Humphrey, 1997), on European banks (Barros et al, 2007;Barros et al, 2009;Williams et al, 2010;Kontolaimou & Tsekouras, 2010), Asian banks (Berger et al, 2009;Chen et al, 2005;Kumbhakar & Wang, 2005;Assaf et al 2010;Barros et al, 2010;Barros et al, 2012), and even South American banks (Staub, Souza, & Tabak, 2010;Wanke & Barros, 2014).…”

Section: Review Of the Literaturementioning

confidence: 99%

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banks

Wänke

Barros²,

Emrouznejad

2016

European Journal of Operational Research

138

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Section: Review Of the Literaturementioning

confidence: 99%

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banks

Wänke

Barros²,

Emrouznejad

2016

European Journal of Operational Research

138

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“…With regard to size, they were divided into three groups: large, medium, and small. Holod and Lewis (2011) believed that the role of deposits in the past DEA studies was vague, because in some studies deposits were taken as inputs, while in others, they were taken as outputs. Holod and Lewis (2011) suggested a two-stage approach on the basis of a model proposed by Kao and Hwang (2008).…”

Section: Application Of Dea Methods In Banking Industriesmentioning

confidence: 99%

A Hybrid Approach Based on Multi-Criteria Satisfaction Analysis (MUSA) and a Network Data Envelopment Analysis (NDEA) to Evaluate Efficiency of Customer Services in Bank Branches

Khalili‐Damghani¹,

Taghavifard²,

Karbaschi³

2015

Industrial Engineering and Management Systems

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A hybrid procedure based on multi-Criteria Satisfaction Analysis (MUSA) and a Network Data Envelopment Analysis (NDEA) is proposed to evaluate the relative efficiency of customer services in bank branches. First, a three-stage process including sub-processes such as customer expectations, customer satisfaction, and customer loyalty, is defined to model the banking customer services. Then, fulfillment of customer expectations, customer loyalty level, and the customer satisfaction degree are measured and quantified through a multi-dimensional questionnaire based on customers' perceptions analysis and MUSA method, respectively. The customer services scores and the other criteria such as mean of employee evaluation score, operation costs, assets, deposits, loans, number of accounts are considered in network three-stage DEA model. The proposed NDEA model is formed based on multipliers perspective, outputoriented, and constant return to scale assumptions. The proposed NDEA model quantifies and assesses the total efficiency of main process and assigns the efficiency to customer expectations, customer satisfactions, and customer loyalties sub-processes in bank branches. The whole procedure is applied on 30 bank branches in IRAN. The proposed approach can be used in other organizations such as airports, airline agencies, urban transportation systems, railway organizations, chain stores, chain restaurants, public libraries, and entertainment centers.

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“…This model can therefore overcome the deposit dilemma by modelling the dual role of deposits through two stages of estimations. Specifically, deposits are the outputs of the first stage, while in the second stage they are modeled as inputs to be invested in earning assets (Fukuyama and Matousek, 2011;Fukuyama and Weber, 2010;Holod and Lewis, 2011). By revising the literature 2 , we can identify four specifications of the two-stage network DEA models: independent, connected, relational and game theoretic (Kao and Hwang, 2010;Halkos et al, 2014).…”

Section: A Brief Overview Of "Deposit Dilemma" and Dea Two-stage Netwmentioning

confidence: 99%

“…We collected the data from Bankscope. We specify the inputs and outputs of the two-stage DEA model following Fukuyama and Matousek (2011) and Holod and Lewis (2011). In particular, we use the two-stage approach to overcome the deposits dilemma and ensure the dual role of deposits (Fig.…”

Section: Data and Model Descriptionmentioning

confidence: 99%

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Investigating bank efficiency in transition economies: A window-based weight assurance region approach

et al. 2017

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This paper examines the efficiency of 116 banks for 9 new EU members in Central and Eastern European (CEE) countries over the period [2004][2005][2006][2007][2008][2009][2010][2011][2012][2013][2014][2015]. We employ the Weight Assurance Region (WAR) and we treat deposits as an intermediate variable in a two-stage data-envelopment analysis model. We then expand the WAR model by including a window-based approach to take into account the patterns of efficiency over time. The results indicate a low level of efficiency over the entire period of analysis, especially for Eastern European and Balkan countries rather than Central European countries. Overall, we find that inefficiency in CEE countries is mainly driven by the profitability stage rather than the value added activity stage.

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Resolving the deposit dilemma: A new DEA bank efficiency model

Cited by 187 publications

References 31 publications

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banks

Assessing productive efficiency of banks using integrated Fuzzy-DEA and bootstrapping: A case of Mozambican banks

A Hybrid Approach Based on Multi-Criteria Satisfaction Analysis (MUSA) and a Network Data Envelopment Analysis (NDEA) to Evaluate Efficiency of Customer Services in Bank Branches

Investigating bank efficiency in transition economies: A window-based weight assurance region approach

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