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Data transformations in DEA cone ratio envelopment approaches for monitoring bank performances

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  • Brockett, P. L.
  • Charnes, A.
  • Cooper, W. W.
  • Huang, Z. M.
  • Sun, D. B.

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Suggested Citation

  • 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, vol. 98(2), pages 250-268, April.
  • Handle: RePEc:eee:ejores:v:98:y:1997:i:2:p:250-268
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    References listed on IDEAS

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    1. Sherman, H. David & Gold, Franklin, 1985. "Bank branch operating efficiency : Evaluation with Data Envelopment Analysis," Journal of Banking & Finance, Elsevier, vol. 9(2), pages 297-315, June.
    2. Berger, Allen N. & Humphrey, David B., 1997. "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
    3. Charnes, A. & Cooper, W. W. & Huang, Z. M. & Sun, D. B., 1990. "Polyhedral Cone-Ratio DEA Models with an illustrative application to large commercial banks," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 73-91.
    4. 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.
    5. William R. Keeton, 1989. "The new risk-based capital plan for commercial banks," Economic Review, Federal Reserve Bank of Kansas City, issue Dec, pages 40-60.
    6. Colwell, R J & Davis, E P, 1992. " Output and Productivity in Banking," Scandinavian Journal of Economics, Wiley Blackwell, vol. 94(0), pages 111-129, Supplemen.
    7. Charnes, A. & Cooper, W. W. & Golany, B. & Seiford, L. & Stutz, J., 1985. "Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 91-107.
    8. Thompson, Russell G. & Langemeier, Larry N. & Lee, Chih-Tah & Lee, Euntaik & Thrall, Robert M., 1990. "The role of multiplier bounds in efficiency analysis with application to Kansas farming," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 93-108.
    9. 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).
    10. Steven R. Grenadier & Brian J. Hall, 1995. "Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks," NBER Working Papers 5178, National Bureau of Economic Research, Inc.
    11. Steven R. Renadier & Brian J. Hall, 1995. "Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks," Harvard Institute of Economic Research Working Papers 1718, Harvard - Institute of Economic Research.
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    Citations

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    Cited by:

    1. Avkiran, Necmi K., 2011. "Association of DEA super-efficiency estimates with financial ratios: Investigating the case for Chinese banks," Omega, Elsevier, vol. 39(3), pages 323-334, June.
    2. Berger, Allen N. & Humphrey, David B., 1997. "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
    3. Sambracos, Evangelos & Maniati, Marina, 2015. "Technical Efficiency of Shipping Banks: A DEA Approach," MPRA Paper 63131, University Library of Munich, Germany.
    4. Avkiran, Necmi K., 2009. "Opening the black box of efficiency analysis: An illustration with UAE banks," Omega, Elsevier, vol. 37(4), pages 930-941, August.
    5. David A Grigorian & Vlad Manole, 2006. "Determinants of Commercial Bank Performance in Transition: An Application of Data Envelopment Analysis," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 48(3), pages 497-522, September.
    6. Liu, W.B. & Zhang, D.Q. & Meng, W. & Li, X.X. & Xu, F., 2011. "A study of DEA models without explicit inputs," Omega, Elsevier, vol. 39(5), pages 472-480, October.
    7. Vladimir Krivonozhko & Finn Førsund & Andrey Lychev, 2015. "Terminal units in DEA: definition and determination," Journal of Productivity Analysis, Springer, vol. 43(2), pages 151-164, April.
    8. Avkiran, Necmi K., 2009. "Removing the impact of environment with units-invariant efficient frontier analysis: An illustrative case study with intertemporal panel data," Omega, Elsevier, vol. 37(3), pages 535-544, June.
    9. Dariusz Wozniak & Piotr Czarnecki & Robert Szarota, 2011. "The analysis of convergence process of voivodships' efficiency in Poland using the DEA metod," ERSA conference papers ersa11p925, European Regional Science Association.
    10. Liu, Junming & Tone, Kaoru, 2008. "A multistage method to measure efficiency and its application to Japanese banking industry," Socio-Economic Planning Sciences, Elsevier, vol. 42(2), pages 75-91, June.
    11. Mette Asmild & Minyan Zhu, 2012. "Bank efficiency and risk during the financial crisis: Evidence from weight restricted DEA models," MSAP Working Paper Series 03_2012, University of Copenhagen, Department of Food and Resource Economics.
    12. Igor Jemrić & Boris Vujčić, 2002. "Efficiency of Banks in Croatia: A DEA Approach," Working Papers 7, The Croatian National Bank, Croatia.
    13. 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.
    14. Ramón, Nuria & Ruiz, José L. & Sirvent, Inmaculada, 2010. "A multiplier bound approach to assess relative efficiency in DEA without slacks," European Journal of Operational Research, Elsevier, vol. 203(1), pages 261-269, May.
    15. Dapeng Huang & Renhe Zhang & Zhiguo Huo & Fei Mao & Youhao E & Wei Zheng, 2012. "An assessment of multidimensional flood vulnerability at the provincial scale in China based on the DEA method," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 64(2), pages 1575-1586, November.
    16. repec:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2191-7 is not listed on IDEAS
    17. repec:pal:jorsoc:v:60:y:2009:i:11:d:10.1057_jors.2009.64 is not listed on IDEAS
    18. Avkiran, Necmi K. & Goto, Mika, 2011. "A tool for scrutinizing bank bailouts based on multi-period peer benchmarking," Pacific-Basin Finance Journal, Elsevier, vol. 19(5), pages 447-469, November.
    19. Førsund, Finn & Krivonozhko, Vladimir W & Lychev, Andrey V., 2016. "Smoothing the frontier in the DEA models," Memorandum 11/2016, Oslo University, Department of Economics.
    20. Jeremiah Mugo Karagu & Bichanga Okibo, 2014. "Financial Factors Influencing Performance of Savings and Credit Co-Operative Organization in Kenya," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 291-302, April.
    21. Asmild, Mette & Zhu, Minyan, 2016. "Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis," European Journal of Operational Research, Elsevier, vol. 251(3), pages 999-1015.
    22. Avkiran, Necmi K. & Thoraneenitiyan, Nakhun, 2010. "Purging data before productivity analysis," Journal of Business Research, Elsevier, vol. 63(3), pages 294-302, March.
    23. Krivonozhko, Vladimir E. & Førsund, Finn R. & Lychev, Andrey V., 2012. "Identifying Suspicious Efficient Units in DEA Models," Memorandum 30/2012, Oslo University, Department of Economics.
    24. Kao, Chiang & Liu, Shiang-Tai, 2004. "Predicting bank performance with financial forecasts: A case of Taiwan commercial banks," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2353-2368, October.
    25. Ruiz, José L. & Segura, José V. & Sirvent, Inmaculada, 2015. "Benchmarking and target setting with expert preferences: An application to the evaluation of educational performance of Spanish universities," European Journal of Operational Research, Elsevier, vol. 242(2), pages 594-605.

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