Efficiency frontier on Japanese banking system
Efficiency frontier on Japanese banking system
Author(s): Cristian Ivan IonuțSubject(s): Financial Markets
Published by: Uniwersytet Łódzki - Wydział Ekonomiczno-Socjologiczny
Keywords: data envelopment analysis; free disposability hull; efficiency frontier; distance; financial efficiency; super efficiency
Summary/Abstract: Since the emergence of the efficiency frontier techniques, a series of comparisons between the methods that led to the resultant efficiency has been presented. In this paper, data from 99 Japanese banks are used in order to prove the applicability of efficiency frontier analysis on the East-Asian financial system and to reveal the differences between inter and intra-regional banks, showing the effect of the present financial crisis on the efficiency of the studied banks. DEA and FDH are used to determine the technical and scale efficiency of the analyzed banks and also it compares fully efficient banks by ranking them through the super-efficiency notion.
Journal: Ekonomia Międzynarodowa
- Issue Year: 2015
- Issue No: 12
- Page Range: 235-249
- Page Count: 15
- Language: English