A non-radial directional distance method on classifying inputs and outputs in DEA: Application to banking industry

Toloo, Mehdi; Allahyar, Maryam; Hančlová, Jana

doi:10.1016/j.eswa.2017.09.034

Cited by 37 publications

(12 citation statements)

References 18 publications

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“…Therefore, the decision to favour one approach over the other is difficult to make. Of course, there exist almost data--mining approaches that help decide whether a production variable with uncertain characteristics should be treated as input or output to a production process (see [Cook, Zhu 2007] or [Toloo et al 2018]), but these defy the economic rationale of a technical efficiency measurement undertaking.…”

Section: Discussion and Concluding Remarksmentioning

confidence: 99%

On the Comparability of the Production and Intermediation Approach in Banking Efficiency Studies

Piklová¹,

Boďa²

2018

PRACE NAUKOWE UNIWERSYTETU EKONOMICZNEGO WE WROCŁAWIU

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The paper analyses the question of comparability of results that arise from application of the production and intermediation approach in practical efficiency measurement in banking. Its goal is to assess the comparability or congruence of efficiency scores yielded by these two approaches when applied in a case study of Slovak commercial banks for a period of 11 years between 2005 and 2015, using data envelopment analysis (DEA). The paper acknowledges that the chief distinction between the two approaches residing in the treatment of deposits passes into the resulting efficiency scores and troubles their comparability.

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Section: Discussion and Concluding Remarksmentioning

confidence: 99%

On the Comparability of the Production and Intermediation Approach in Banking Efficiency Studies

Piklová¹,

Boďa²

2018

PRACE NAUKOWE UNIWERSYTETU EKONOMICZNEGO WE WROCŁAWIU

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“…However, the classification of others particularly deposit is unclear and controversial. The debate on bank deposit which in the DEA literature is termed as a flexible measure or dual-role factors (see Toloo 2012;Toloo et al 2018) is that, depending on the operational activities of the bank, in one hand, deposit could be regarded as an input (intermediation approach) and on the other hand as an output (production approach) or as a major component involved in the creation of added value (value-added approach). Different researchers select different measures.…”

Section: Bank Data and Variable Selectionmentioning

confidence: 99%

Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry

Mensah

2020

Decisions Econ Finan

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This paper extends the conventional DEA models to a robust DEA (RDEA) framework by proposing new models for evaluating the efficiency of a set of homogeneous decision-making units (DMUs) under ellipsoidal uncertainty sets. Four main contributions are made: (1) we propose new RDEA models based on two uncertainty sets: an ellipsoidal set that models unbounded and correlated uncertainties and an interval-based ellipsoidal uncertainty set that models bounded and correlated uncertainties, and study the relationship between the RDEA models of these two sets, (2) we provide a robust classification scheme where DMUs can be classified into fully robust efficient, partially robust efficient and robust inefficient, (3) the proposed models are extended to the additive DEA model and its efficacy is analyzed with two imprecise additive DEA models in the literature, and finally, (4) we apply the proposed models to study the performance of banks in the Italian banking industry. We show that few banks which were resilient in their performance can be robustly classified as partially efficient or fully efficient in an uncertain environment.

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“…al. [38], present a new non-radial directional distance method to deal the cases when input and output not known.…”

Section: Dea Applications Papers In Banking Sector Publish In Yearmentioning

confidence: 99%

Data Envelopment Analysis Recent Applications in Banking Sector: A Survey

Kumari¹

2019

IJRASET

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The present study review and surveys the number of research papers based on the applications of Data Envelopment Analysis (DEA) in the banking sector. This study focus on the development of DEA application only in the banking sector and includes the papers from 2016 to 2019, which published in reputed journals. Data envelopment analysis is one of the most effective and popular methods applied to measuring efficiency of banking sector. The author made a search for DEA application in banking industry related papers in Google Scholar database. The number of papers I get is rather impressive. I select the recent papers on DEA application.

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A non-radial directional distance method on classifying inputs and outputs in DEA: Application to banking industry

Cited by 37 publications

References 18 publications

On the Comparability of the Production and Intermediation Approach in Banking Efficiency Studies

On the Comparability of the Production and Intermediation Approach in Banking Efficiency Studies

Robust data envelopment analysis via ellipsoidal uncertainty sets with application to the Italian banking industry

Data Envelopment Analysis Recent Applications in Banking Sector: A Survey

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