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An illustration of dynamic network DEA in commercial banking including robustness tests

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Název: An illustration of dynamic network DEA in commercial banking including robustness tests
Autoři: Avkiran, Necmi Kemal
Zdroj: Omega. 55:141-150
Informace o vydavateli: Elsevier BV, 2015.
Rok vydání: 2015
Témata: 13. Climate action, 8. Economic growth, 1408 Strategy and Management, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 1802 Information Systems and Management, Banks as networks, Inter-temporal bank performance, 1803 Management Science and Operations Research, 02 engineering and technology, Dynamic network DEA, Robustness
Popis: The main motivation of this article is to illustrate dynamic network data envelopment analysis (DN-DEA) in commercial banking with emphasis on testing robustness. To this end, sixteen foreign banks in China are benchmarked against thirty-two domestic banks for the post-2007 period that follows major reforms. When network and dynamic dimensions are brought together, a more comprehensive analysis of the period 2008–2010 is enabled where divisional and between-period interactions are reflected in efficiency estimates. Weighted, variable returns-to-scale, non-oriented dynamic network slacks-based measure is used within the framework of the intermediation approach to bank behavior. A bank network (i.e., a decision-making unit, DMU) is conceptualized as comprised of two divisions or sub-DMUs, namely, interest-bearing operations and non-interest operations linked by number of referrals. Undesirable outputs from sub-DMUs 1 and 2 (non-performing loans, and proportion of fruitless referrals, respectively) are treated as carry-overs that impact the efficiency of the following periods. Under robustness testing, the illustrative application discusses discrimination by efficiency estimates, dimensionality of the performance model, stability of estimates through re-sampling (leave-one-out method), and sensitivity of results to divisional weights and returns-to-scale assumptions. The results based on Chinese commercial banks are illustrative in nature because of simulated data used on two of the variables.
Druh dokumentu: Article
Jazyk: English
ISSN: 0305-0483
DOI: 10.1016/j.omega.2014.07.002
Přístupová URL adresa: https://core.ac.uk/display/43355547
https://ideas.repec.org/a/eee/jomega/v55y2015icp141-150.html
https://espace.library.uq.edu.au/view/UQ:340889
https://econpapers.repec.org/RePEc:eee:jomega:v:55:y:2015:i:c:p:141-150
https://www.sciencedirect.com/science/article/pii/S0305048314000796
Rights: Elsevier TDM
Přístupové číslo: edsair.doi.dedup.....e91134b5e9e692e64994b33a929f33fe
Databáze: OpenAIRE
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Items – Name: Title
  Label: Title
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  Data: An illustration of dynamic network DEA in commercial banking including robustness tests
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  Data: <i>Omega</i>. 55:141-150
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  Data: Elsevier BV, 2015.
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  Data: <searchLink fieldCode="DE" term="%2213%2E+Climate+action%22">13. Climate action</searchLink><br /><searchLink fieldCode="DE" term="%228%2E+Economic+growth%22">8. Economic growth</searchLink><br /><searchLink fieldCode="DE" term="%221408+Strategy+and+Management%22">1408 Strategy and Management</searchLink><br /><searchLink fieldCode="DE" term="%220211+other+engineering+and+technologies%22">0211 other engineering and technologies</searchLink><br /><searchLink fieldCode="DE" term="%220202+electrical+engineering%2C+electronic+engineering%2C+information+engineering%22">0202 electrical engineering, electronic engineering, information engineering</searchLink><br /><searchLink fieldCode="DE" term="%221802+Information+Systems+and+Management%22">1802 Information Systems and Management</searchLink><br /><searchLink fieldCode="DE" term="%22Banks+as+networks%22">Banks as networks</searchLink><br /><searchLink fieldCode="DE" term="%22Inter-temporal+bank+performance%22">Inter-temporal bank performance</searchLink><br /><searchLink fieldCode="DE" term="%221803+Management+Science+and+Operations+Research%22">1803 Management Science and Operations Research</searchLink><br /><searchLink fieldCode="DE" term="%2202+engineering+and+technology%22">02 engineering and technology</searchLink><br /><searchLink fieldCode="DE" term="%22Dynamic+network+DEA%22">Dynamic network DEA</searchLink><br /><searchLink fieldCode="DE" term="%22Robustness%22">Robustness</searchLink>
– Name: Abstract
  Label: Description
  Group: Ab
  Data: The main motivation of this article is to illustrate dynamic network data envelopment analysis (DN-DEA) in commercial banking with emphasis on testing robustness. To this end, sixteen foreign banks in China are benchmarked against thirty-two domestic banks for the post-2007 period that follows major reforms. When network and dynamic dimensions are brought together, a more comprehensive analysis of the period 2008–2010 is enabled where divisional and between-period interactions are reflected in efficiency estimates. Weighted, variable returns-to-scale, non-oriented dynamic network slacks-based measure is used within the framework of the intermediation approach to bank behavior. A bank network (i.e., a decision-making unit, DMU) is conceptualized as comprised of two divisions or sub-DMUs, namely, interest-bearing operations and non-interest operations linked by number of referrals. Undesirable outputs from sub-DMUs 1 and 2 (non-performing loans, and proportion of fruitless referrals, respectively) are treated as carry-overs that impact the efficiency of the following periods. Under robustness testing, the illustrative application discusses discrimination by efficiency estimates, dimensionality of the performance model, stability of estimates through re-sampling (leave-one-out method), and sensitivity of results to divisional weights and returns-to-scale assumptions. The results based on Chinese commercial banks are illustrative in nature because of simulated data used on two of the variables.
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        Value: 10.1016/j.omega.2014.07.002
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      – Text: English
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        StartPage: 141
    Subjects:
      – SubjectFull: 13. Climate action
        Type: general
      – SubjectFull: 8. Economic growth
        Type: general
      – SubjectFull: 1408 Strategy and Management
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      – SubjectFull: Inter-temporal bank performance
        Type: general
      – SubjectFull: 1803 Management Science and Operations Research
        Type: general
      – SubjectFull: 02 engineering and technology
        Type: general
      – SubjectFull: Dynamic network DEA
        Type: general
      – SubjectFull: Robustness
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      – TitleFull: An illustration of dynamic network DEA in commercial banking including robustness tests
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