Performance Evaluation of European Banks Using Multicriteria Analysis Techniques

Michael Doumpos () and Kyriaki Kosmidou ()
Additional contact information
Michael Doumpos: Technical University of Crete
Kyriaki Kosmidou: Aristotle University of Thessaloniki

A chapter in Operations Research Proceedings 2011, 2012, pp 161-166 from Springer

Abstract: Abstract The recent crisis has reaffirmed the need to strengthen the procedures for monitoring the performance and risk taking behavior of banks. In this paper multicriteria analysis methods are used to evaluate the financial performance of a sample of European banks over the period 2006–2009. Different evaluation schemes are used, including a value function model, an outranking approach, and a crossefficiency technique. The obtained results provide useful insights on the performance of the banks, the effects of the recent crisis, the relationship between bank performance and their size and country of origin, the stability of the evaluations over time and the factors that describe the dynamics of bank performance.

Keywords: Loan Loss; Bank Performance; European Bank; Recent Crisis; Loan Loss Reserve (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:oprchp:978-3-642-29210-1_26

Ordering information: This item can be ordered from
http://www.springer.com/9783642292101

DOI: 10.1007/978-3-642-29210-1_26

Access Statistics for this chapter

More chapters in Operations Research Proceedings from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().