• 산업경영시스템학회지
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• 제18권35호
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• pp.165-175
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• 1995

The objective of this study is to evaluate the reliability of DEA for the measurement of efficiency of Commercial banks in Korea using the DEA methods. DEA is basically a mathematical programing technique initially developed by Chanes, Cooper and Rhodes(197n) to evaluate the relative efficiency of not-for-profit organizations where multiple outputs are produced with multiple inputs. This study show that DEA approach is not only usefulness in evaluating performance of banks but also a useful bank management tool.

• 한국산학기술학회논문지
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• 제16권1호
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• pp.255-265
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• 2015

은행 산업의 글로벌화에 따라 은행의 내실이 중요해지고 있다. 내실을 위해 은행의 효율 생산성이 중요해짐에 따라 은행은 이를 향상시켜야 한다. 효율 생산성을 강화시키기 위해 은행의 현 상황을 분석할 방법론이 필요하나 부족한 상태다. 따라서 본 연구에서는 효율성 측정방법론인 DEA중 BCC모델과 생산성 측정방법론인 Malmquist모델을 기반으로 하여 은행의 효율 생산적 위치를 분석할 수 있는 진단방법론을 개발하였다. 모델의 타당성을 검사하기 위해 2007년부터 2012년까지의 은행 데이터를 기반으로 조사 분석을 실시하였다. 분석결과 본 연구의 BCC - Malmquist모델과 당시의 은행위치가 유사함을 분석할 수 있었다. 또한 2012년의 데이터에 나온 결과 값을 바탕으로 2013-2014년에 각 은행이 취한 효율 생산성 향상 방법이 흡사함을 분석 가능하였다. 따라서 본 분석방법론은 은행의 효율 생산적 위치를 파악하기 용이하며, 타 분야에 적용함으로써 경영전략적 시사점을 제공가능하다 사료된다.

• 아태비즈니스연구
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• 제7권1호
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• pp.31-42
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• 2016

Small and Medium Enterprises (SMEs) are suitable to provide employment with lower investment in densely populated countries like Bangladesh. A stochastic frontier model is used to evaluate performance of SME Banking of the commercial banks in Bangladesh. Input (Total Deposit, Cost of Fund and Salary Expenditure) and output (Finance to SME) data are collected on 45 banks which are dealt with SME for 13 quarters from $1^{st}$quarter of 2010 to $2^{nd}$quarter of 2013. Average performance of the SME banking is 0.716 in Bangladesh. That is, banks have opportunity to increase 30% performance in SME banking from the same inputs. Bangladesh Development Bank has lowest performance (0.540) while Eastern bank has the highest performance (0.753). Highest (0.743) and lowest (0.662) performance is observed during the second quarter of 2013 and fourth quarter of 2010 respectively. Inefficient Bank might be benefited by following the rules of efficient banks.

• The Journal of Asian Finance, Economics and Business
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• 제8권8호
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• pp.497-502
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• 2021

This study aims to investigate the determinants of default risk of rural banks in East Java, Indonesia. The method used is descriptive verification and logistic regression analysis. The data used is secondary in the form of monthly annual financial reports of rural banks in East Java during the period 2009-2018. From the results, it was shown that net interest margin (NIM) as a proxy of market risk, non-performing loan (NPL) as a proxy of credit risk, operation efficiency as a proxy of operational risk and return on assets (ROA) as a proxy of profitability have a significant influence on default risk. Meanwhile, the loan to deposit (LDR) ratio as a proxy of liquidity risk has no significant influence on default risk. Banks need to implement risk management and meet the capital adequacy requirements of regulators so that they are resistant to risk, and also, compliant with bank governance to be able to produce high returns for rural banks have an impact on sustainability and its existence. The ability to identify setbacks in bank conditions and the ability to distinguish between healthy and problematic banks will enable to anticipate default banks.

• 한국경영과학회지
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• 제24권2호
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• pp.53-68
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• 1999

This paper presents a nonparametric method to test if the mean difference of DEA efficiency estimates between two groups statistically exists. A proposed method employs a bootstrapping approach to generation BCC efficiency estimates through Monte Carlo simulation resampling process. For the purpose of demonstration, we empirically apply the proposed method to the korean bank industry and compare its result with the result by the traditional deterministic DEA method. The nonparametric statistical hypothesis testing procedure in this study, which considers not only stochastic variability of the DEA data, but also random radial deviations off the efficient frontier, serves as a useful tool for dbjectively evaluating whether the mean difference of DEA efficiency estimates between groups is statistically significant.

• The Journal of Asian Finance, Economics and Business
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• 제8권3호
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• pp.895-904
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• 2021

This study aims to investigate the impact of innovation on firm efficiency. Panel data of fourteen finance companies and nine technology companies from 2011 to 2019 on the Vietnam Stock Exchange Market is derived from audited financial statements, annual reports, and other crucial reports that are provided by Vietstock; macroeconomic variables are collected from the World Bank Database. A two-stage approach is used. First, use of the Data Envelopment Analysis methodology to measure firm efficiency. Second, use of the Pooled ordinary least squares, the Fixed effects model, and the Random effects model to investigate the impact of innovation on firm efficiency. Furthermore, the Generalized Method of Moments and the Tobit model are used to validate the impact of innovation on firm efficiency, and the t-test is used to confirm the difference in efficiency with and without the impact of innovation between two industries. The results show that there is a significant impact of innovation on efficiency, and innovation plays a more important in increasing the efficiency of the finance industry than the technology industry. Moreover, the relation between age and efficiency is like the U-shaped, and between size and efficiency is like the inverted U-shaped, whereas efficiency is not associated with inflation.

• The Journal of Asian Finance, Economics and Business
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• 제5권2호
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• pp.35-42
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• 2018

In recent decades, financial crises in various countries have often been preceded by the rise in non-performing loans (NPLs) in the banks' asset portfolios. The increase in NPLs is proven to have adverse impact on the banking sector so that understanding the determinant of NPLs is immensely crucial to ensure the efficiency and soundness of the overall economy. This study aims to shed light on bank-specific factors that affect loan default problems in developing countries whose banking sectors play a major role in the overall economy. This study analyzes panel data sets of 36 commercial banks listed in the Indonesian Stock Exchange during the period 2008-2015. Applying fixed-effects panel regression model reveals that Indonesian banks' profitability and credit growth negatively influence the number of NPLs. Moreover, banks with higher profitability are proven to have lower NPLs because they can afford adequate credit management practices. Likewise, banks with higher credit growth evidently have lower NPLs in the sense that they demonstrate more specialized lending activity and thus have better credit management systems. These findings imply that, in order to lower loan defaults that can deteriorate banks' asset quality, banks should maintain their level of profitability and increase, rather than decrease, their credit supply to debtors.

• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.179-189
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• 2020

The paper empirically examines the bank-specific determinants of loan growth in the Vietnamese banking system for the period from 2007 to 2019. We approach the CAMELS framework and employ the dynamic panel regression to determine the effects of each CAMELS factor on bank lending. To ensure the robustness of results, we also use alternative definitions of the variables and different specifications with and without full sets of CAMELS components. With these settings, we display multiple important results. (i) We find that a large capital buffer tends to boost bank lending expansion faster. (ii) High asset quality might positively contribute to high loan growth; in other words, banks subject to high credit risk are discouraged from making loans. (iii) Less efficiently managed banks are more likely to adopt an aggressive lending strategy, highlighting the moral hazard incentives of Vietnamese banks. (iv) More profitable banks with excellent competitive advantages could expand their lending activities to a larger extent. (v) Liquidity is positively related to the loan growth of banks. (vi) Perceived interest rate risk tends to suppress loan growth since interest-rate-sensitive banks might be concerned about the adverse effects of unpredictable adverse changes in interest rates in the future.

• 한국조경학회지
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• 제28권2호
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• pp.1-9
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• 2000

The purpose of this study is to examine influence of interior landscape in commercial spaces on the management benefit. In the course of this study, objects of survey were selected from interior landscaping specialist, manager and consumer who had experiences to visit to the hotel, bank, department store and restaurant. The main method of data collection was interview, questions and gathering materials. The cronbach's alphas program was used to measure the reliability of likert scales. The analysis program was applied a statistical methods. The results of this study can be summarized as follows: The factors considered by consumer who visits to the commercial space are design, interior landscape, traffic, parking capacity, cleanness, price, kindness of employee and event. Factors concerned with the product include branch size, traffic, parking capacity, kindness of employee. Factors concerned with facilities include branch size, traffic, parking capacity, kindness of employee. Major factors of those effects to management benefit are accessibility, time of stay, sales, efficiency of space, attractiveness and difference. In conclusion, overlap style gets the highest degree of satisfaction among total factors. Results of the survey show that factors which improve sales are overlap style and planter type. Among four commercial spaces, hotel is most effected by interior landscape. To enhance the sales of hotel, further study of interior landscape about hotel necessary. For bank and restaurant, further study of economic planter type and style is necessary. For department store, optimal use of spaces and case of maintenance are necessary.

• 품질경영학회지
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• 제37권1호
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• pp.80-90
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• 2009

Nowadays, there are many companies which employ the SQI measurement to assess service quality. The purpose of this study is to measure the service efficiency for Bank Industry. In this paper, we tried to measure the efficiency of service quality and overall customer satisfaction by using Data Envelopment Analysis(DEA). Rather than using the usual method of converting the Service Quality Index(SQI) into mean value, we applied CCR/BCC models in DEA to service quality efficiency. Also, DEA/PS Model is recommended as appropriate model for evaluating service efficiency by complementing the shortfalls of the weighted value of DEA Model. In this study, six dimensions of service quality were considered as input variables and output variables(overall customer satisfaction, reusing intention, and word of mouth). The result of this study statistically verifies that 5 DMUs are relatively efficient, and intensive activities for service efficiency are needed for 20 sample branches. Managerial implications based on the analysis were suggested.