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Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector

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Author Info
Drake, Leigh
Hall, Maximilian J.B.
Simper, Richard

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Abstract

This study examines the efficiency of the Japanese banking system utilising the slacks-based measure. In addition, we also extend the comparative bank modelling methodology literature by utilising both the intermediation and production approaches, together with the profit/revenue-based approach, proposed in [Berger, A.N., Mester, L.J., 2003. Explaining the dramatic changes in performance of US banks: technological change, deregulation, and dynamic changes in competition. J. Financial Intermed. 12, 57-95]. We find that, across the three methodologies, there are marked differences in: mean efficiency scores; the dispersion of efficiency scores; and the ranking of banks and bank sectors. Hence, the results demonstrate a very high degree of modelling dependence, which has importance in the context of policy responses.

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File URL: http://www.sciencedirect.com/science/article/B6VGT-4NVT9Y1-1/2/fbe8618681db5dbbd63840ac11a81866
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Publisher Info
Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.

Volume (Year): 19 (2009)
Issue (Month): 1 (February)
Pages: 1-15
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Handle: RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15

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Web page: http://www.elsevier.com/locate/intfin

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Related research
Keywords: Efficiency Japanese banking;

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  1. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Banking Efficiency and Stock Market Performance: An Analysis of Listed Indonesian Banks," Discussion Paper Series 2008_07, Department of Economics, Loughborough University, revised Aug 2008. [Downloadable!]
  2. Maximilian J. B. Hall & Karligash A. Kenjegalieva & Richard Simper, 2008. "Environmental Factors Affecting Hong Kong Banking: A Post-Asian Financial Crisis Efficiency Analysis," Working Papers 122008, Hong Kong Institute for Monetary Research. [Downloadable!]
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  3. Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Ricky Satria & Karligash Kenjegalieva & Richard Simper, 2008. "Efficiency in Indonesian Banking: Recent Evidence," Discussion Paper Series 2008_13, Department of Economics, Loughborough University, revised Nov 2008. [Downloadable!]
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