EconPapers    
Economics at your fingertips  
 

Estimation of bank performance from multiple perspectives: An alternative solution to the deposit dilemma

Dan Li, Yanfeng Li, Yeming Gong (gong@em-lyon.com) and Jiawei Yang
Additional contact information
Dan Li: SWJTU - Southwest Jiaotong University
Yanfeng Li: SWJTU - Southwest Jiaotong University
Yeming Gong: EM - EMLyon Business School
Jiawei Yang: Donghua University [Shanghai]

Post-Print from HAL

Abstract: In this paper, we propose a flexible two-stage data envelopment analysis (DEA) approach to evaluate the bank performance. Specifically, instead of fixing the role of the deposits in an ex-ante manner, the proposed approach regards deposits as a flexible measure in which it can play different roles for different banks under evaluation. Further, the traditional two-stage approach that regards deposits as an intermediate measure can be a special case of our proposed approach. Additionally, a potential Pareto efficiency improvement for multiple perspectives is identified, which can mitigate discontentment arisen from those fixed-role strategies. The applicability and superiority of the proposed approach is illustrated by assessing the performance of Chinese listed banks over the period from 2014 to 2018. The empirical results demonstrate consistent evidence that the inefficiency of the banking system in China is mainly sourced from the value-added stage. However, different banks may prefer to clarify different roles for the deposits, demonstrating the importance of employing the proposed flexible approach.

Keywords: Data science; DEA; Bank (search for similar items in EconPapers)
Date: 2021-12-01
References: Add references at CitEc
Citations:

Published in Journal of Productivity Analysis, 2021, 56 (2-3), 151-170 p. ⟨10.1007/s11123-021-00614-z⟩

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:hal:journl:hal-04325615

DOI: 10.1007/s11123-021-00614-z

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD (hal@ccsd.cnrs.fr).

 
Page updated 2025-03-19
Handle: RePEc:hal:journl:hal-04325615