HA358 : Evaluating the efficiency of banks in the Iranian banking industry using multiplicative data envelopment analysis models
Thesis > Central Library of Shahrood University > Industrial Engineering & Management > MSc > 2022
Authors:
[Author], Mojtaba Gheyasi[Supervisor]
Abstarct: In today's era, the performance of financial institutions, especially banks, plays an essential role in the country's financial system and economy. Optimal allocation of resources and improvement in banks' performance requires continuous evaluation of their efficiency. Efficient banks generate more profit compared to inefficient banks. Therefore the more efficient a country's financial system is, the country is economically advanced, so studying and evaluating the efficiency of the banking system is very important. So far, different methods have been used to assess efficiency. Among these methods is the data envelopment analysis technique, which evaluates the efficiency of each unit using weighted inputs and outputs. This research aims to evaluate the efficiency of 14 selected banks in Iran's banking industry during the financial years of 2010-2020, using the data envelopment analysis technique. For this purpose, traditional models, Additive models, and multiplicative models of data coverage analysis have been used under the two assumptions of constant return and variable return to scale. The results of this research show that the efficiency score of private banks is better compared to state and semi-state banks. Also, since the multiplicative model of data coverage analysis is more compatible with the basics of production economy than other models, it has a higher recognition power than other models, and the results provided by this model are closer to reality.
Keywords:
#Efficiency evaluation #Data Envelopment Analysis #Iranian banking industry Keeping place: Central Library of Shahrood University
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