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Management Quality Measurement: Using Data Envelopment Analysis (DEA) Estimation Approach for Banks in Brazil

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Author Info
Pires Gonçalves, Ricardo

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Abstract

While the quality of a bank's management is generally acknowledged to be a key contributor to a financial institutional failure, it is usually not calculated for lack of an objective measure. This paper presents a new paradigm approach for quantifying a bank's managerial efficiency, using a data envelopment analysis (DEA) model that combines multiple inputs and outputs to compute a scalar measure of efficiency and management quality. The analysis of the largest 50 Brazilian banks over a twelve-year period from 1995 to 2006 shows significant differences in management quality scores between institutions. Hence, this new metric provides an important, but previously missing, modelling element for the early identification of troubled banks and can be used as a tool for off-site bank supervision in Brazil.

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File URL: http://mpra.ub.uni-muenchen.de/11143/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 11143.

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Date of creation: 2006
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Handle: RePEc:pra:mprapa:11143

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Related research
Keywords: Data Envelopment Analysis; DEA; Banks; Brazil;

Find related papers by JEL classification:
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  1. Grifell-Tatje, E. & Lovell, C. A. K., 1997. "The sources of productivity change in Spanish banking," European Journal of Operational Research, Elsevier, vol. 98(2), pages 364-380, April. [Downloadable!] (restricted)
  2. Allen N. Berger & David B. Humphrey, 1997. "Efficiency of financial institutions: international survey and directions for future research," Finance and Economics Discussion Series 1997-11, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  3. Schaffnit, Claire & Rosen, Dan & Paradi, Joseph C., 1997. "Best practice analysis of bank branches: An application of DEA in a large Canadian bank," European Journal of Operational Research, Elsevier, vol. 98(2), pages 269-289, April. [Downloadable!] (restricted)
  4. Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November. [Downloadable!] (restricted)
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This page was last updated on 2009-12-6.

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