Evaluation of Iranian Banking System using Bootstrap Data Envelopment Analysis Approach and SW Algorithm (in Persian)

Javad Shahraki (), Mohammad Nabi Shahiki Tash () and Mostafa Khajeh Hassani ()
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Javad Shahraki: Sistan & Balouchestan University
Mohammad Nabi Shahiki Tash: Sistan & Balouchestan University
Mostafa Khajeh Hassani: Sistan & Balouchestan University

Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), 2016, vol. 9, issue 28, 299-326

Abstract: Banking industry is one of the most important sectors of an economy and banks as financial institutions play a significant role in economics; hence efficiency and health of banking system is always a subject of concern. In this regard, this survey attempts to evaluate the efficiency for 25 private and state banks of the country in 2011, using bootstrap data envelopment analysis approach for 1000 resampling. Main idea of bootstrap method is to calculate sampling distribution estimator by using empirical distribution of estimations obtained from resampling. Here, the amounts for bias correction efficiency and their respected confidence intervals are here estimated by SW algorithm; using input oriented data envelopment analysis approach, with 1000 resampling and assuming constant return to scale and variable return to scale. The results show 32% of evaluated banks are technically operating with 60% of their capacity and those banks which hold a more share of assets have shown relatively higher scale and managerial efficiencies. Also, according to this research the banks which were private since establishment were averagely more efficient and state banks show the most scale and managerial inefficiencies.

JEL-codes: E50 G21 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:mbr:jmbres:v:9:y:2016:i:28:p:299-326

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