• 한국컴퓨터정보학회논문지
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• 제12권1호
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• pp.205-217
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• 2007

본 연구에서는 일반은행의 경영효율성 변화에 대한 분석을 하였다. DEA를 통하여 은행별 효율성을 규명한 후, 상대적으로 효율적인 은행과 비효율적인 은행으로 구분하였다. 비효율적인 은행에 대해서는 비효율적인 부문 및 정도를 파악하고자 하였으며, 효율성 개선방안의 제시와 BCC모형으로 은행의 규모가 경영효율성에 미치는 영향도 분석되어졌다. 또한, 시중은행과 지방은행간 효율성에 차이가 나타나는 가를 검증하였다. 분석 결과 시중은행과 지방은행 모두 2000년 이후 지속적인 경영효율성 개선을 보여주고 있으며, 시중은행의 경영효율성이 2000년을 제외하고는 지방은행보다 높은 것으로 나타났다. 시중은행과 지방은행간 자기자본비율을 제외한 검정변수에 있어서는 차이가 존재하는 것으로 나타났으며, 경영효율성 차이에서는 별다른 차이가 없음을 보여주고 있다. 규모가 경영효율성에 미치는 영향에서는 구조조정과 합병에 의한 규모의 효과가 없거나 오히려 부의 영향을 미치는 것으로 나타나고 있다.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.841-850
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• 2021

This study aims to evaluate the relationship between bank capital, efficiency, and risk in Islamic banks. We use data from 129 Islamic banks in the world, retrieved from various data sources. We retrieved specific banking data from Moody's Analytics BankFocus and Thomson Reuters Eikon, while data at the country level was obtained from the World Bank website. This study uses various estimates both Pooled OLS (Ordinary Least Square) and Random Effect (RE). However, to overcome the issue of serial correlation which could cause bias in the results of the study, we used fixed-effect (FE) cluster estimates. The research results confirm the previous findings that bank capital positively affects bank stability (natural logarithm of Z-Score) and negatively affects credit risk (loan loss provision to total liabilities). The findings also show that efficiency has the same effect. The interaction test of bank capital and efficiency shows that efficiency encourages banks to reduce risk, including when bank capital is relatively lower. This finding is expected to have implications for the authorities to boost bank efficiency in addition to establishing several regulations related to capital. The efficiency implemented by the bank will encourage banks to act prudently so that the bank can maintain its performance through risk mitigation.

• 한국경영과학회지
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• 제26권3호
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• pp.39-52
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• 2001

Recently, the assessment of a bank efficiency focusing on its branches has been conceived as important in developing a competitive strategy. DEA (Data Envelopment Analysis) model can be employed as an effective analysis model for such an assessment. Therefore, this paper proposes an analysis process using DEA model to conduct an efficiency assessment of bank branches. The proposed process includes a segmentation of branches considering their competitive environment and strategy for target market : this approach can help to develop effective strategies for each group of branches. The proposed DEA model can analyze efficiency in terms of not only cost but also marketing. Finally, a real case is analyzed, demonstrating the effectiveness of the proposed model and process.

• Industrial Engineering and Management Systems
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• 제14권4호
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• pp.347-371
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• 2015

A hybrid procedure based on multi-Criteria Satisfaction Analysis (MUSA) and a Network Data Envelopment Analysis (NDEA) is proposed to evaluate the relative efficiency of customer services in bank branches. First, a three-stage process including sub-processes such as customer expectations, customer satisfaction, and customer loyalty, is defined to model the banking customer services. Then, fulfillment of customer expectations, customer loyalty level, and the customer satisfaction degree are measured and quantified through a multi-dimensional questionnaire based on customers' perceptions analysis and MUSA method, respectively. The customer services scores and the other criteria such as mean of employee evaluation score, operation costs, assets, deposits, loans, number of accounts are considered in network three-stage DEA model. The proposed NDEA model is formed based on multipliers perspective, output-oriented, and constant return to scale assumptions. The proposed NDEA model quantifies and assesses the total efficiency of main process and assigns the efficiency to customer expectations, customer satisfactions, and customer loyalties sub-processes in bank branches. The whole procedure is applied on 30 bank branches in IRAN. The proposed approach can be used in other organizations such as airports, airline agencies, urban transportation systems, railway organizations, chain stores, chain restaurants, public libraries, and entertainment centers.

• The Journal of Asian Finance, Economics and Business
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• 제7권10호
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• pp.729-740
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• 2020

The study examines the efficiency of private sector banks in India with the help of Window DEA (Data Envelopment Analysis) for a period from 2005 to 2017. With a window of three years, the period was divided into 11 windows. The study outcomes show that 59.9% of all private sector banks in India operate at more than 0.9 level of efficiency, and there are only three occasions when banks were operating at the efficiency value between 0.6 to 0.7. Further, the consistency in the efficiency scores of the banks has also been analyzed using an efficiency mapping matrix, and the mean efficiency score of the bank in each window is studied. The score of standard deviation was interpreted accordingly for these banks. Banks that are showing the highest efficiency scores also have a higher variance of efficiency scores. There was no bank identified in the matrix that promises high-efficiency ratings with low variability. The study concludes that the analysis of the efficiency mapping matrix indicates that, as a DMU escalates in the efficiency scores, the standard deviation reflecting the risk in overall efficiency scores also tends to rise. The findings complement the concept of higher risk to higher return or greater efficiency.

• The Journal of Asian Finance, Economics and Business
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• 제8권2호
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• pp.923-931
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• 2021

The aim of the present study is to analyze the financial performance of converted commercial bank from non-banking financial institution through a case study of Bangladesh Commerce Bank Limited as sample organization. It is observed that the bank is able to achieve a stable growth rate in total deposits, total loans and advances, and net income after tax during the period of 2015-2019. Researchers also calculated some ratio analysis and noticed that the financial position of Bangladesh Commerce Bank Limited was not so strong because bank's ROA, ROE, NIM and other ratios were below standard. Researchers used secondary data that were examined by using descriptive statistical tools and panel data regression model. Result shows that Bangladesh Commerce Bank has satisfactory operating efficiency, assets management efficiency, and gives loans to customers. In addition, the present study has tested some hypotheses regarding net income after tax, ROA and ROE with total assets, total loans, total deposits and interest income. These hypotheses have been accepted, which means there is no significant influence of the independent variable on the dependent variable. The study suggests that Bangladesh Commerce Bank Limited had the opportunities to make their financial position stronger by utilizing their good financial position and management efficiencies.

• The Journal of Asian Finance, Economics and Business
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• 제9권8호
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• pp.183-196
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• 2022

Bank stability serves as a prerequisite for the smooth functioning of economic and financial activities in the country. Banks face numerous risks, and liquidity plays an essential role in determining a bank's long-term growth and financial stability. By using the sample of 70 banks of the Gulf Cooperation Council, this study examines the association between funding the liquidity and the creation of liquidity and their impact on bank stability. Firstly, the reciprocal relationship reveals between funding the liquidity and the creation of liquidity by employing the 2SLS regression model. Further, by employing the dynamic GMM model, the research finds that funding liquidity is significant and positively influences bank stability. However, bank stability is significantly negatively influenced by the creation of liquidity, but the combined effect of funding the liquidity and creation of liquidity positively explains the bank stability. Additionally, this study reveals that managerial optimism biases contribute to determining the bank's liquidity and long-term stability. The finding of this study supports the executives, policymakers, and management of banks in understating liquidity risks, efficiency, and bank stability. The findings support regulatory guidelines mainly by the Basel III framework, which places more importance on the joint management of funding the liquidity and creation of liquidity in the economy.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.747-757
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• 2020

This study investigates the impact of bank regulation and supervision on the efficiency of banking sectors on 108 Islamic banks from 26 countries offering Islamic banking and finance products and services. The technical efficiencies of individual Islamic banks have been analyzed using the data envelopment analysis method (DEA). The ordinary least square estimation method is employed to examine the impact of country supervision and regulation on the technical efficiency of Islamic banks. The empirical findings suggest that supervisory power, activity restrictions and private monitoring positively influence the efficiency of Islamic banks. The study revealed that Islamic banks that are operating in Middle East and North Africa (MENA) and middle-income countries are more technically efficient given the less stringent rules on capital requirement and we found that there is statistically significant evidence that higher capital requirements are negatively associated with the efficiency of Islamic banks. The empirical findings of this study are expected to help policy-makers and government officials to better understand how their decisions affect the performance.

• 대한안전경영과학회지
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• 제5권4호
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• pp.267-278
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• 2003

Data Envelopment Analysis-Assurance Region(DEA-AR) model is used in this paper to investigate the efficiency and performance potential of Korean banks as they engage in activities that incur interest and non-interest expenses and produce income. DEA provides a measure of each bank's relation to the best-practice frontier for its competitors. This can provide a better quality-benchmark than using industry averages or a particular peer bank branches as the benchmark. The banks are classified into efficient and inefficient sets. Multiplier values for AR-inefficient banks with unique slacks indicate the potential for management to improve the bank's performance relative to its peers. DEA-AR that provide economically reasonable bounds for the multipliers lead to profitability potential, as distinct from efficiency, results.

• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.245-254
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• 2020

This study investigates the impact of the country's governance on the revenue efficiency in the banking sectors of 42 Islamic banks in 15 countries offering Islamic banking and financial services. Technical efficiencies of individual Islamic banks were analyzed using the Data Envelopment Analysis method. The Ordinary Least Square estimation method is employed to examine the impact of country supervision and regulation on the technical efficiency of Islamic banks. With robustness check, the study assesses the impact of bank regulations and supervision on the efficiency of Islamic banks operating in different regions. The empirical findings suggest that supervisory power, activity restrictions, and private monitoring positively influence the efficiency of Islamic banks. On the other hand, we observe a negative impact of capital requirement on Middle East and North Africa (MENA) countries. The findings indicate that supervisory power, activity restrictions, and private monitoring positively influence the efficiency of Islamic banks in Asia, but vice versa on capital requirement in MENA countries. This study will contribute to the body of knowledge by assessing the types of reforms in bank regulations and supervision that work best for Islamic banks in order to increase the level of efficiency and the level of regulations and supervision of Islamic banks.