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Predicting bank performance with financial forecasts: A case of Taiwan commercial banks

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  • Kao, Chiang
  • Liu, Shiang-Tai
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Banking & Finance.

    Volume (Year): 28 (2004)
    Issue (Month): 10 (October)
    Pages: 2353-2368

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    Handle: RePEc:eee:jbfina:v:28:y:2004:i:10:p:2353-2368

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    1. Allen N. Berger & David B. Humphrey, 1997. "Efficiency of Financial Institutions: International Survey and Directions for Future Research," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 97-05, Wharton School Center for Financial Institutions, University of Pennsylvania.
    2. Despotis, Dimitris K. & Smirlis, Yiannis G., 2002. "Data envelopment analysis with imprecise data," European Journal of Operational Research, Elsevier, Elsevier, vol. 140(1), pages 24-36, July.
    3. Yu, Tzong-shian, 1999. "The evolution of commercial banking and financial markets in Taiwan," Journal of Asian Economics, Elsevier, vol. 10(2), pages 291-307.
    4. Rezvanian, Rasoul & Mehdian, Seyed, 2002. "An examination of cost structure and production performance of commercial banks in Singapore," Journal of Banking & Finance, Elsevier, Elsevier, vol. 26(1), pages 79-98, January.
    5. Miller, Stephen M. & Noulas, Athanasios G., 1996. "The technical efficiency of large bank production," Journal of Banking & Finance, Elsevier, Elsevier, vol. 20(3), pages 495-509, April.
    6. Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, Elsevier, vol. 2(6), pages 429-444, November.
    7. Berger, Allen N. & DeYoung, Robert, 1997. "Problem loans and cost efficiency in commercial banks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 21(6), pages 849-870, June.
    8. Piyu Yue, 1992. "Data envelopment analysis and commercial bank performance: a primer with applications to Missouri banks," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 31-45.
    9. Frederic S. Mishkin, 2000. "Lessons from the Asian Crisis," NBER Working Papers 7102, National Bureau of Economic Research, Inc.
    10. Thomas F. Siems, 1992. "Quantifying management's role in bank survival," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas, issue Q I, pages 29-41.
    11. William W. Cooper & Kyung Sam Park & Gang Yu, 1999. "IDEA and AR-IDEA: Models for Dealing with Imprecise Data in DEA," Management Science, INFORMS, INFORMS, vol. 45(4), pages 597-607, April.
    12. Kao, Chiang, 1994. "Efficiency improvement in data envelopment analysis," European Journal of Operational Research, Elsevier, Elsevier, vol. 73(3), pages 487-494, March.
    13. Paul W. Bauer & Allen N. Berger & Gary D. Ferrier & David B. Humphrey, 1997. "Consistency conditions for regulatory analysis of financial institutions: a comparison of frontier efficiency methods," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 1997-50, Board of Governors of the Federal Reserve System (U.S.).
    14. Richard S. BARR & Lawrence M. SEIFORD & Thomas F. SIEMS, 1994. "Forecasting Bank Failure : A Non-Parametric Frontier Estimation Approach," Discussion Papers (REL - Recherches Economiques de Louvain) 1994041, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    15. Brockett, P. L. & Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B., 1997. "Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances," European Journal of Operational Research, Elsevier, Elsevier, vol. 98(2), pages 250-268, April.
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    Cited by:
    1. Premachandra, I.M. & Bhabra, Gurmeet Singh & Sueyoshi, Toshiyuki, 2009. "DEA as a tool for bankruptcy assessment: A comparative study with logistic regression technique," European Journal of Operational Research, Elsevier, Elsevier, vol. 193(2), pages 412-424, March.
    2. Tatom, John, 2011. "Predicting failure in the commercial banking industry," MPRA Paper 34608, University Library of Munich, Germany.
    3. John A. Tatom & Reza Houston, 2011. "Predicting Failure in the Commercial Banking Industry," NFI Working Papers 2011-WP-27, Indiana State University, Scott College of Business, Networks Financial Institute.
    4. Chen, Yu-Chuan & Chiu, Yung-Ho & Huang, Chin-Wei & Tu, Chien Heng, 2013. "The analysis of bank business performance and market risk—Applying Fuzzy DEA," Economic Modelling, Elsevier, vol. 32(C), pages 225-232.
    5. Greta Falavigna, 2011. "An artificial neural network approach for assigning rating judgements to Italian Small Firms," CERIS Working Paper, Institute for Economic Research on Firms and Growth - Moncalieri (TO) 201104, Institute for Economic Research on Firms and Growth - Moncalieri (TO).
    6. Hsiao, Hsing-Chin & Chang, Hsihui & Cianci, Anna M. & Huang, Li-Hua, 2010. "First Financial Restructuring and operating efficiency: Evidence from Taiwanese commercial banks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(7), pages 1461-1471, July.
    7. Avkiran, Necmi K., 2011. "Association of DEA super-efficiency estimates with financial ratios: Investigating the case for Chinese banks," Omega, Elsevier, Elsevier, vol. 39(3), pages 323-334, June.
    8. Wang, Wei-Kang & Lu, Wen-Min & Lin, Yi-Ling, 2012. "Does corporate governance play an important role in BHC performance? Evidence from the U.S," Economic Modelling, Elsevier, vol. 29(3), pages 751-760.
    9. David G. Mayes & Hanno Stremmel, 2014. "The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum, SUERF - The European Money and Finance Forum.
    10. Kao, Chiang & Liu, Shiang-Tai, 2014. "Measuring performance improvement of Taiwanese commercial banks under uncertainty," European Journal of Operational Research, Elsevier, Elsevier, vol. 235(3), pages 755-764.
    11. Banker, Rajiv D. & Chang, Hsihui & Lee, Seok-Young, 2010. "Differential impact of Korean banking system reforms on bank productivity," Journal of Banking & Finance, Elsevier, Elsevier, vol. 34(7), pages 1450-1460, July.
    12. Kao, Chiang & Liu, Shiang-Tai, 2009. "Stochastic data envelopment analysis in measuring the efficiency of Taiwan commercial banks," European Journal of Operational Research, Elsevier, Elsevier, vol. 196(1), pages 312-322, July.
    13. Udhayakumar, A. & Charles, V. & Kumar, Mukesh, 2011. "Stochastic simulation based genetic algorithm for chance constrained data envelopment analysis problems," Omega, Elsevier, Elsevier, vol. 39(4), pages 387-397, August.
    14. Premachandra, I.M. & Chen, Yao & Watson, John, 2011. "DEA as a tool for predicting corporate failure and success: A case of bankruptcy assessment," Omega, Elsevier, Elsevier, vol. 39(6), pages 620-626, December.
    15. Kao, Chiang & Liu, Shiang-Tai, 2014. "Multi-period efficiency measurement in data envelopment analysis: The case of Taiwanese commercial banks," Omega, Elsevier, Elsevier, vol. 47(C), pages 90-98.
    16. Harris, Oneil & Huerta, Daniel & Ngo, Thanh, 2013. "The impact of TARP on bank efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 24(C), pages 85-104.

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