Data Envelopment Analysis In The Financial Services Industry

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Data Envelopment Analysis in the Financial Services Industry

Joseph C. Paradi,H. David Sherman,Fai Keung Tam
Data Envelopment Analysis in the Financial Services Industry Book PDF

Author : Joseph C. Paradi,H. David Sherman,Fai Keung Tam
Publisher : Springer
Page : 370 pages
File Size : 45,6 Mb
Release : 2017-11-21
Category : Business & Economics
ISBN : 9783319697253

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Data Envelopment Analysis in the Financial Services Industry by Joseph C. Paradi,H. David Sherman,Fai Keung Tam Pdf

This book presents the methodology and applications of Data Envelopment Analysis (DEA) in measuring productivity, efficiency and effectiveness in Financial Services firms such as banks, bank branches, stock markets, pension funds, mutual funds, insurance firms, credit unions, risk tolerance, and corporate failure prediction. Financial service DEA research includes banking; insurance businesses; hedge, pension and mutual funds; and credit unions. Significant business transactions among financial service organizations such as bank mergers and acquisitions and valuation of IPOs have also been the focus of DEA research. The book looks at the range of DEA uses for financial services by presenting prior studies, examining the current capabilities reflected in the most recent research, and projecting future new uses of DEA in finance related applications.

Data Envelopment Analysis (DEA) Methods for Maximizing Efficiency

Ajibesin, Adeyemi Abel,Vajjhala, Narasimha Rao
Data Envelopment Analysis DEA Methods for Maximizing Efficiency Book PDF

Author : Ajibesin, Adeyemi Abel,Vajjhala, Narasimha Rao
Publisher : IGI Global
Page : 413 pages
File Size : 42,8 Mb
Release : 2024-01-16
Category : Computers
ISBN : 9798369302576

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Data Envelopment Analysis (DEA) Methods for Maximizing Efficiency by Ajibesin, Adeyemi Abel,Vajjhala, Narasimha Rao Pdf

In today's highly competitive and rapidly evolving global landscape, the quest for efficiency has become a crucial factor in determining the success of organizations across various industries. Data Envelopment Analysis (DEA) Methods for Maximizing Efficiency is a comprehensive guide that delves into the powerful mathematical tool of DEA, is designed to assess the relative efficiency of decision-making units (DMUs), and provides valuable insights for performance improvement. This book presents a systematic overview of DEA models and techniques, from fundamental concepts to advanced methods, showcasing their practical applications through real-world examples and case studies. Catering to a broad audience, this book is designed for students, researchers, consultants, decision-makers, and enthusiasts in the field of efficiency analysis and performance measurement. Consultants and practitioners will gain practical insights for applying DEA in various contexts, and decision-makers will be equipped to make informed decisions for maximizing efficiency. Additionally, individuals with a general interest in data analysis and performance measurement will find this book accessible and informative. This book covers a wide range of topics, including mathematical foundations of DEA, DEA models and variations, DEA efficiency and productivity measures, DEA applications in various industries such as healthcare, finance, supply chain management, environmental management, education management, and public sector management.

Efficiency and Productivity Growth

Fotios Pasiouras
Efficiency and Productivity Growth Book PDF

Author : Fotios Pasiouras
Publisher : John Wiley & Sons
Page : 260 pages
File Size : 51,8 Mb
Release : 2013-03-21
Category : Mathematics
ISBN : 9781118541586

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Efficiency and Productivity Growth by Fotios Pasiouras Pdf

An authoritative introduction to efficiency and productivity analysis with applications in both the banking and finance industry In light of the recent global financial crisis, several studies have examined the efficiency of financial institutions. A number of open questions remain and this book reviews recent issues and state-of-the-art techniques in the assessment of the efficiency and productivity of financial institutions. Written by an international team of experts, the first part of the book links efficiency with a variety of topics like Latin American banking, market discipline and governance, economics of scale, off-balance-sheet activities, productivity of foreign banks, mergers and acquisitions, and mutual fund ratings. The second part of the book compares existing techniques and state-of-the-art techniques in the bank efficiency literature, including among others, network data envelopment analysis and quantile regression. The book is suitable for academics and professionals as well as postgraduate research students working in banking and finance. Efficiency and Productivity Growth: Provides an authoritative introduction to efficiency and productivity analysis with applications in both the banking and mutual funds industry such as efficiency of Asian banks, cooperatives and not-for-profit credit associations. Explores contemporary research issues in the area of efficiency and productivity measurement in the financial sector. Evaluates the most suitable approaches to selecting inputs and outputs as well as selecting the most efficient techniques, such as parametric and non-parametric, to estimate the models.

Locating Efficiency and Productivity Champions in a new Banking Environment

Georg-Stephan Barfuß
Locating Efficiency and Productivity Champions in a new Banking Environment Book PDF

Author : Georg-Stephan Barfuß
Publisher : diplom.de
Page : 128 pages
File Size : 41,8 Mb
Release : 1999-09-27
Category : Business & Economics
ISBN : 9783832417918

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Locating Efficiency and Productivity Champions in a new Banking Environment by Georg-Stephan Barfuß Pdf

Inhaltsangabe:Abstract: Part one of the thesis states the changes and developments that have markedly altered the banking world. This analysis is followed by a discussion about the consequences these transformations have on credit institutions in general. Special focus is devoted to the universal bank, the advantages and disadvantages of which are linked to the changes mentioned above. Part two begins with the introduction of a prominent member of the universal banking type: ING Group and its banking operations in the Netherlands, ING Bank, respectively. Both are shortly introduced and their performance measured with the help of "traditional" tools. To go deeper than the mere standard comparison of data given in annual reports, however, a new method will be introduced that approximates the relative efficiency and productivity of companies - in this case banks. This method is called "Data Envelopment Analysis" (DEA) and offers some advantages that complement "traditional" ways of assessing company performance. DEA is then run with the help of a special software programme, processing data about 65 credit institutions that are operating in the Dutch market. The focal point of interest in this analysis is on the performance of ING Bank as measured by DEA. This kind of "benchmarking" will be performed in two ways: first statically (comparison within a certain year), then dynamically (comparison over the years 1992 to 1995). Subsequently, the credit institutions will be summed up into categories like "best-practice" or "worst-practice" to conduct further analyses. The conclusions from this analysis is then taken as a basis to evaluate, whether ING Bank has been able to adopt to the growing demands of an ever faster changing banking environment. The concluding chapter relates mainly to an additional usage of DEA that is not related to benchmarking directly. DEA and the results it yields can be used to find out, which firms are especially successful in incorporating the all-important "soft factors" like firm culture, tradition, values, employee motivation, and the like. This application uses DEA as a kind of "navigator", that helps annalists to save time by pointing directly to potential owners of "soft factors". The appendix gives the sources of data used and the quality and reliability thereof. Furthermore, the credit institutions used in the analysis will be stated in name. A list of mathematical formulae that make up the DEA analysis and the logic [...]

Data Envelopment Analysis

Joe Zhu
Data Envelopment Analysis Book PDF

Author : Joe Zhu
Publisher : Springer
Page : 587 pages
File Size : 48,8 Mb
Release : 2016-03-22
Category : Business & Economics
ISBN : 9781489976840

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Data Envelopment Analysis by Joe Zhu Pdf

This handbook compiles state-of-the-art empirical studies and applications using Data Envelopment Analysis (DEA). It includes a collection of 18 chapters written by DEA experts. Chapter 1 examines the performance of CEOs of U.S. banks and thrifts. Chapter 2 describes the network operational structure of transportation organizations and the relative network data envelopment analysis model. Chapter 3 demonstrates how to use different types of DEA models to compute total-factor energy efficiency scores with an application to energy efficiency. In chapter 4, the authors explore the impact of incorporating customers' willingness to pay for service quality in benchmarking models on cost efficiency of distribution networks, and chapter 5 provides a brief review of previous applications of DEA to the professional baseball industry, followed by two detailed applications to Major League Baseball. Chapter 6 examines efficiency and productivity of U.S. property-liability (P-L) insurers using DEA, while chapter 7 presents a two-stage network DEA model that decomposes the overall efficiency of a decision-making unit into two components. Chapter 8 presents a review of the literature of DEA models for the perfoemance assessment of mutual funds, and chapter 9 discusses the management strategies formulation of the international tourist hotel industry in Taiwan. Chapter 10 presents a novel use of the two-stage network DEA to evaluate sustainable product design performances. In chapter 11 authors highlight limitations of some DEA environmental efficiency models, and chapter 12 reviews applications of DEA in secondary and tertiary education. Chapter 13 measures the relative performance of New York State school districts in the 2011-2012 academic year. Chapter 14 provides an introductory prelude to chapters 15 and 16, which both provide detailed applications of DEA in marketing. Chapter 17 then shows how to decompose a new total factor productivity index that satisfies all economically-relevant axioms from index theory with an application to U.S. agriculture. Finally, chapter 18 presents a unique study that conducts a DEA research front analysis, applying a network clustering method to group the DEA literature over the period 2000 to 2014.

Performance of Financial Institutions

Patrick T. Harker,Stavros A. Zenios
Performance of Financial Institutions Book PDF

Author : Patrick T. Harker,Stavros A. Zenios
Publisher : Cambridge University Press
Page : 516 pages
File Size : 48,7 Mb
Release : 2000-05-18
Category : Business & Economics
ISBN : 0521777674

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Performance of Financial Institutions by Patrick T. Harker,Stavros A. Zenios Pdf

The efficient operation of financial intermediaries--banks, insurance and pension fund firms, government agencies and so on--is instrumental for the efficient functioning of the financial system and the fueling of the economies of the twenty-first century. But what drives the performance of these institutions in today's global environment? In this volume, world-renowned scholars bring their expertise to bear on the issues. Primary among them are the definition and measurement of efficiency of a financial institution, benchmarks of efficiency, identification of the drivers of performance and measurement of their effects on efficiency, the impact of financial innovation and information technologies on performance, the effects of process design, human resource management policies, as well as others.

Introduction to the Theory and Application of Data Envelopment Analysis

Emmanuel Thanassoulis
Introduction to the Theory and Application of Data Envelopment Analysis Book PDF

Author : Emmanuel Thanassoulis
Publisher : Springer Science & Business Media
Page : 316 pages
File Size : 49,5 Mb
Release : 2001-07-31
Category : Business & Economics
ISBN : 0792374290

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Introduction to the Theory and Application of Data Envelopment Analysis by Emmanuel Thanassoulis Pdf

The book aims to introduce the reader to DEA in the most accessible manner possible. It is specifically aimed at those who have had no prior exposure to DEA and wish to learn its essentials, how it works, its key uses, and the mechanics of using it. The latter will include using DEA software. Students on degree or training courses will find the book especially helpful. The same is true of practitioners engaging in comparative efficiency assessments and performance management within their organisation. Examples are used throughout the book to help the reader consolidate the concepts covered.

What Drives the Performance of Selected MENA Banks? A Meta-Frontier Analysis

Hichem Ben-Khedhiri,Barbara Casu,Mr.Sami Ben Naceur
What Drives the Performance of Selected MENA Banks A Meta Frontier Analysis Book PDF

Author : Hichem Ben-Khedhiri,Barbara Casu,Mr.Sami Ben Naceur
Publisher : International Monetary Fund
Page : 33 pages
File Size : 55,9 Mb
Release : 2011-02-01
Category : Business & Economics
ISBN : 9781455217922

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What Drives the Performance of Selected MENA Banks? A Meta-Frontier Analysis by Hichem Ben-Khedhiri,Barbara Casu,Mr.Sami Ben Naceur Pdf

This study examines the effect of financial-sector reform on bank performance in selected Middle Eastern and North African (MENA) countries in the period 1994 -2008. We evaluate bank efficiency in Egypt, Jordan, Morocco, Lebanon and Tunisia by means of Data Envelopment Analysis (DEA) and we employ a meta-frontier approach to calculate efficiency scores in a cross-country setting. We then employ a second-stage regression to investigate the impact of institutional, financial, and bank specific variables on bank efficiency. Overall, the analysis shows that, despite similarities in the process of financial reforms undertaken in the five MENA countries, the observed efficiency levels of banks vary substantially across markets, with Morocco consistently outperforming the rest of the region.Differences in technology seem to be crucial in explaining efficiency differences. To foster banking sector performance, policies should be aimed at giving banks incentives to improve their risk management and portfolio management techniques. Improvements in the legal system and in the regulatory and supervisory bodies would also help to reduce inefficiency.

Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis

Joe Zhu,Wade D. Cook
Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis Book PDF

Author : Joe Zhu,Wade D. Cook
Publisher : Springer Science & Business Media
Page : 334 pages
File Size : 41,6 Mb
Release : 2007-06-08
Category : Business & Economics
ISBN : 9780387716077

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Modeling Data Irregularities and Structural Complexities in Data Envelopment Analysis by Joe Zhu,Wade D. Cook Pdf

In a relatively short period of time, data envelopment analysis (DEA) has grown into a powerful analytical tool for measuring and evaluating performance. DEA is computational at its core and this book is one of several Springer aim to publish on the subject. This work deals with the micro aspects of handling and modeling data issues in DEA problems. It is a handbook treatment dealing with specific data problems, including imprecise data and undesirable outputs.

Handbook of Research on Emergent Applications of Optimization Algorithms

Pandian Vasant,Sirma Zeynep Alparslan-Gok,Gerhard-Wilhelm Weber
Handbook of Research on Emergent Applications of Optimization Algorithms Book PDF

Author : Pandian Vasant,Sirma Zeynep Alparslan-Gok,Gerhard-Wilhelm Weber
Publisher : Business Science Reference
Page : 0 pages
File Size : 45,8 Mb
Release : 2018
Category : Algorithms
ISBN : 152252990X

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Handbook of Research on Emergent Applications of Optimization Algorithms by Pandian Vasant,Sirma Zeynep Alparslan-Gok,Gerhard-Wilhelm Weber Pdf

Modern optimization approaches have attracted an increasing number of scientists, decision makers, and researchers. As new issues in this field emerge, different optimization methodologies must be developed and implemented. The Handbook of Research on Emergent Applications of Optimization Algorithms is an authoritative reference source for the latest scholarly research on modern optimization techniques for solving complex problems of global optimization and their applications in economics and engineering. Featuring coverage on a broad range of topics and perspectives such as hybrid systems, non-cooperative games, and cryptography, this publication is ideally designed for students, researchers, and engineers interested in emerging developments in optimization algorithms.

Research Methodology on Data Envelopment Analysis (DEA)

Jibendu Kumar Mantri
Research Methodology on Data Envelopment Analysis DEA Book PDF

Author : Jibendu Kumar Mantri
Publisher : Universal-Publishers
Page : 379 pages
File Size : 47,7 Mb
Release : 2008
Category : Business & Economics
ISBN : 9781599429502

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Research Methodology on Data Envelopment Analysis (DEA) by Jibendu Kumar Mantri Pdf

Data Envelopment Analysis (DEA) represents a milestone in the progression of a continuously advancing methodology for data analysis, which finds extensive use in industry, society and even in education. This book is a handy encyclopedia for researchers, students and practitioners looking for the latest and most comprehensive references in DEA. J.K. Mantri has specifically selected 22 research papers where DEA is applied in different fields so that the techniques discussed in this book can be used for various applications. In A Bibliography of Data Envelopment Analysis (1978-2001), Gabriel Tavares states that DEA is a mathematical programme for measuring performance efficiency of organizations popularly named as decision-making units (DMU). The DMU can be of any kind such as manufacturing units, a number of schools, banks, hospitals, police stations, firms, etc. DEA measures the performance efficiency of these kinds of DMUs, which share a common characteristic: they have a non-profit organization where measurement is difficult. DEA assumes the performance of the DMU using the concepts of efficiency and productivity, which are measured as the ratio of total outputs to total inputs. The efficiencies estimated are relative to the best performing DMU, which is given a score of 100%. The performance of other DMUs varies between 0% and 100%.

Data Envelopment Analysis: Balanced Benchmarking

Wade D. Cook,Joe Zhu
Data Envelopment Analysis Balanced Benchmarking Book PDF

Author : Wade D. Cook,Joe Zhu
Publisher : Unknown
Page : 308 pages
File Size : 55,8 Mb
Release : 2013-10-20
Category : Data envelopment analysis
ISBN : 149297479X

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Data Envelopment Analysis: Balanced Benchmarking by Wade D. Cook,Joe Zhu Pdf

The current book introduces the methodology of data envelopment analysis (DEA). DEA uses mathematical programming techniques and models to evaluate the performance of peer units (e.g., bank branches, hospitals and schools) in terms of multiple performance measures or metrics. These multiple performance measures are classified or coined as DEA inputs and DEA outputs. Although DEA has a strong link to production theory in economics, the tool is also used for benchmarking in operations management, where a set of measures is selected to benchmark the performance of manufacturing and service operations. In the circumstance of benchmarking, the efficient DMUs, as defined by DEA, may not necessarily form a "production frontier", but rather lead to a "best-practice frontier". DEA's empirical orientation and absence of a priori assumptions have resulted in its use in a number of studies involving efficient or best-practice frontier estimation in the nonprofit, regulated, and private sectors. DEA applications involve a wide range of contexts, such as education, health care, banking, armed forces, auditing, market research, retail outlets, organization effectiveness, transportation, public housing, and manufacturing. DEA is a balanced benchmarking tool that will help organizations to examine their assumptions about their productivity and performance. The book provides students, researchers, and practitioners with a solid understanding of the methodology, its uses and potentials in business analytics.

Determinants of Commercial Bank Performance in Transition

Mr.David A. Grigorian,Mr.Vlad Manole
Determinants of Commercial Bank Performance in Transition Book PDF

Author : Mr.David A. Grigorian,Mr.Vlad Manole
Publisher : INTERNATIONAL MONETARY FUND
Page : 0 pages
File Size : 48,5 Mb
Release : 2002-09-01
Category : Business & Economics
ISBN : 1451856652

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Determinants of Commercial Bank Performance in Transition by Mr.David A. Grigorian,Mr.Vlad Manole Pdf

Banking sectors in transition economies have experienced major transformations throughout the 1990s. While some countries have been successful in eliminating underlying distortions and restructuring their financial sectors, in some cases financial sectors remain underdeveloped and the rates of financial intermediation continue to be low. We estimate indicators of commercial bank efficiency by applying a version of Data Envelopment Analysis (DEA) to bank-level data from a wide range of transition countries. In addition to stressing the importance of some bank-specific variables, the censored Tobit analysis suggests that (1) foreign ownership with controlling power and enterprise restructuring enhances commercial bank efficiency; (2) the effects of prudential tightening on the efficiency of banks vary across different prudential norms; and (3) consolidation is likely to improve the efficiency of banking operations. Overall, the results confirm the usefulness of DEA for transition-related applications and shed some light on the question of the optimal architecture of a banking system.

Investigating the Performance of Chinese Banks: Efficiency and Risk Features

Yong Tan
Investigating the Performance of Chinese Banks Efficiency and Risk Features Book PDF

Author : Yong Tan
Publisher : Springer
Page : 209 pages
File Size : 51,6 Mb
Release : 2016-10-19
Category : Business & Economics
ISBN : 9781137493767

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Investigating the Performance of Chinese Banks: Efficiency and Risk Features by Yong Tan Pdf

This book applies econometric techniques to test the relationship between efficiency and risk within the banking industry in China. Chapters examine how efficiency has been affected by different types of risk-taking behaviour and how risk has been an important determinant of bank efficiency in the context of the series of reforms impacting banks in China since 1978. The author begins by unpacking these reforms and proceeds to explain relevant theories of efficiency and bank risk before reviewing empirical literature in evaluating risk and efficiency in the banking industry. He then investigates the issues of efficiency and risk in the Chinese banking industry using a number of modern econometric techniques. The final chapters present the results of original empirical research conducted by the author, and provide valuable implications to Chinese government as well as banking regulatory authorities to make relevant policies.

The Economics of Financial Services in Emerging Markets

Bhagirath Prakash Baria
The Economics of Financial Services in Emerging Markets Book PDF

Author : Bhagirath Prakash Baria
Publisher : Taylor & Francis
Page : 300 pages
File Size : 50,8 Mb
Release : 2022-12-06
Category : Business & Economics
ISBN : 9781000799385

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The Economics of Financial Services in Emerging Markets by Bhagirath Prakash Baria Pdf

Any enquiry into the nature, performance, role, demerits, growth, efficiency, or other aspects of financial services such as banking and insurance activities, requires rigorous estimates of their economic output, i.e., the economic contributions made by these firms, as well as by the industries as a whole. Accordingly, this book condenses several theoretical, methodological, empirical, and philosophical issues in conceptualizing, measuring, and empirically operationalizing the economic output of the banking and insurance industries. The analytical focus is on both Global and Emerging Markets perspectives. The book synthesizes applied and conceptual evidence to locate the chosen theme's analytical patterns, consensus, and disagreements. The selected subject matter is studied within the firm-level and aggregate settings, bringing literature of varied scopes together. Contributions from various international academics, practitioners, and policymakers further enrich the narrative. The book concludes with data-driven case studies that analyze the extent to which the critical performance parameters of the banking and insurance industries in the BRIICS economies – including estimation of aggregate industry-level partial factor productivities, total factor productivity, technical efficiency, and returns to scale – vary concerning alternate measures of their output. The present work also provides a brief note on the inputs measurement dimension, following which there is a discussion on the limitations, future scope, and conclusions. This work will be valuable for researchers and policymakers undertaking performance analyses related to banking and insurance activities. It shall provide them with the examination of a plethora of analytical options and related issues on the theory and praxis of output measurement, all finely organized into one single volume.