Modelling a shared-resource network DEA with bad output in measuring technical efficiency of banking system

Author(s):  
Khac Thanh Mai ◽  
Manh Trung Phung ◽  
Bao Ngoc Tong ◽  
Ping Cheng ◽  
Son Tung Le
2016 ◽  
Vol 13 (7) ◽  
pp. 20160142-20160142
Author(s):  
Hao Shu ◽  
Jiangyi Shi ◽  
Peijun Ma ◽  
Huaxi Gu ◽  
Weitao Pan ◽  
...  

2014 ◽  
Vol 233 (3) ◽  
pp. 584-594 ◽  
Author(s):  
Biresh K. Sahoo ◽  
Joe Zhu ◽  
Kaoru Tone ◽  
Bernhard M. Klemen

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Xiao Shi ◽  
Wenqi Yu

As a special type of enterprises with high risks, Chinese commercial banks’ risk management plays an important role in banks’ business process. Measuring and improving the risk management efficiency of the Chinese commercial banking system has recently attracted increasing interest. Previous studies analyze the business performance of commercial banks from the perspective of the overall management level of banks, and few articles focus on the risk management ability of banks. This paper evaluates the technical efficiencies of Chinese commercial banks’ risk management by the DEA-BCC model with window analysis to come up with some recommendations for policy makers. The technical efficiency is then decomposed into pure technology efficiency and scale efficiency. According to the banking risk supervision indicators released by the China Banking Regulatory Commission, we choose the indicators of 26 commercial banks’ risk management during the period of 2011 to 2019. Principal component analysis (PCA) is applied to delete redundant input indicators. The paper gives a dynamic evaluation of technology efficiency, pure technology efficiency, and scale efficiency. The main empirical results are as follows: (1) the technical efficiency of Chinese commercial banks’ risk management is low, and the differences among three different types of banks are large. (2) The pure technology inefficiency of Chinese commercial banks’ risk management has become a key factor restricting the improvement of the risk management of the Chinese banking industry. (3) The Chinese commercial banks’ risk management faces a serious problem which is economies of scale. (4) The technical efficiencies of Chinese commercial banks’ risk management fluctuate greatly, and management capabilities need to be enhanced urgently.


2020 ◽  
Vol 164 ◽  
pp. 09001
Author(s):  
Trinh Doan Tuan Linh

In this study, the author assesses and compares the performance of commercial banks in Vietnam and ASEAN countries in the period of 2013-2017 by using parametric approach, using SFA method (Stochastic Frontier Analysis). The results showed that the average efficiency of ASEAN commercial banks in the study period was 0.77, the lowest efficiency was 0.11, the highest efficiency was 0.96. This result also shows that the efficiency of ASEAN commercial banks in the period of 2013 - 2017 is relatively low, with this result if the average output does not change, commercial banks can save as much as possible. 23% of the input. The results also show that the average efficiency of Brunie commercial banks is the highest at 0.87%, ranked second is Thai1and with average technical efficiency of 0.83. Ranked last among the 9 ASEAN commercial banking systems in the research period is Singapore commercial banks with average technical efficiency of 0.72 above are Lao commercial banks with an efficiency of 0.73. Vietnam's commercial banking system with technical efficiency in the research period was 0.75, ranked 6th among 9 ASEAN countries.


2019 ◽  
Vol 52 (2) ◽  
pp. 177-193
Author(s):  
Stephanie Le ◽  
Scott Jeffrey ◽  
Henry An

Abstract:The impact of greenhouse gas (GHG) reduction on the efficiency of Alberta’s dairy industry is assessed through a technical efficiency analysis over the period 1996–2016, with and without emissions included as a “bad” output. Environmentally adjusted technical efficiency and technical efficiency estimates are highly correlated; thus, reducing GHG emissions may not result in decreased efficiency. Increased milk per cow, a southern Alberta location, and increased use of forage are associated with greater environmentally adjusted technical efficiency. The opportunity cost of foregone milk revenue associated with reduced emissions is Can$308.29 per metric ton of GHG. The results imply possible policy strategies to reduce emissions.


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