|
|
|
 |
Search published articles |
 |
|
Showing 3 results for Data Envelopment Analysis
Alireza Bahiraie, Reza Hamedi, Homeyra Alinia, Yasaman Sanayei,
Volume 9, Issue 31 (6-2020)
Abstract
Performance assessment of organizations in making strategic decisions for the future is essential. Thus, the efficiency determinations of organizations through planned economic growth in the future system loads are necessary. One of the most important indicators of performance evaluation is measuring efficiency. Banks are one of the most important economic units that provide proper conditions for growth and development in different sectors of a country's economy. Efficient banks can help economic growth, and poor performance may cause a crisis. The banking industry performs an important role in the process of Iran's economic development, and the structure of the financial system in Iran has turned from a controlled system into a liberalized one. In this paper for the first time in the Iranian banking industry, the performance trends and operation outcome of the banks are modelled by the Genetic Programming approach and the efficient performance is reported according to different employed parameters. This paper uses data envelopment analysis (DEA) to investigate the technical efficiency of the Iran banking industry over the period 2006-2012 by perspective methods of constant returns to scale and variable returns to scale. Consequent to technical efficiency evaluation, the scale efficiency is calculated. Results show a relatively good level of efficiency of the Iranian banking industry. In this article, we will try to study the performance of banks and compare it with each other and from the beginning of 2012 to the end of 2017 to provide an appropriate comparative analysis in this field. Finally, the technical efficiency was measured by yield relative to the constant scale and yield relative to the variable scale by the output nature of the axis.
Rahim Bayat, Asghar Abolhasani Hastiani, Alireza Sharif Moghaddasi, Minoo Amini Milani,
Volume 12, Issue 42 (5-2023)
Abstract
The main goal of this research is to investigate the performance of the Islamic banking system compared to the conventional banking system in terms of efficiency criteria by two parametric and non-parametric approaches. For this purpose, two approaches of data envelopment analysis and stochastic frontier analysis were used. The results of the investigation, in terms of both approaches, indicate that Islamic banks are more efficient than banks operating in the conventional system according to the studied input and output variables. The average efficiency of Islamic banks in DEA and SFA models evaluated as 74 and 56.15 percent, respectively, and for conventional banks as 69.5 and 43.18 percent, respectively. The average efficiency of all banks was 71.8% in DEA and 37.8% in SFA. The results also indicated that Iranian banks performed weaker than other Islamic banks in terms of granting the loans, but better than conventional banks. Also, public banks in Iran perform better than private banks in terms of granting loans. Also, the findings of this research showed that the risk of stock returns related to selected Islamic banks is lower compared to conventional banks, both in terms of systematic risk and unsystematic risk.
Sohrab Osta, Mr Hossein Atiye Hossein,
Volume 13, Issue 49 (12-2024)
Abstract
Purpose: The purpose of this study is to investigating the relative efficiency of commercial banks in the Iraqi Stock Market using Data Envelopment Analysis method.
Design/methodology/approach: Commercial banks in the Iraqi stock market were used to test the hypotheses. The final sample covers 11 banks between 2015 and 2022. In this model of data envelopment analysis, the hypothetical unit that is on the efficiency limit is called the virtual unit. The value of λ indicates the combination of reference units used to make the virtual unit of each unit. Then, the amount of excess input in each of the inefficient units and the amount of output deficiency in each of the inefficient units are calculated. Finally, the target values, which are the optimal input and output values, are calculated.
Findings: The proposed model that was applied to commercial banks in the Iraqi stock market in the desired period of time, adopts a limited approach to target unit weights for DEA which resulted in the target values that is the optimal values of inputs and outputs.
Originality/value: In the banking sector, the relationship between inputs and outputs is complex. Therefore, by strategic selecting, the optimal weights of the input and output, we can optimizing the efficiency of the decision units (DMU). This method effectively examines the complexities related to the inputs and outputs of homogeneous units using conventional data envelopment analysis (DEA) models to evaluate the efficiency of these units. In addition, this paper further advances the literature by examining the relative efficiency of commercial banks in the Iraqi stock market in the context of the emerging market, Iraq.
|
|
