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دسته بندی:
بانکداری - Banking
سال انتشار:
2019
عنوان انگلیسی مقاله:
Decomposing banking performance into economic and credit risk efficiencies
ترجمه فارسی عنوان مقاله:
تجزیه عملکرد بانکی به ریسک اقتصادی و اعتبار
منبع:
Sciencedirect - Elsevier - European Journal of Operational Research, 277 (2019) 719-726: doi:10:1016/j:ejor:2019:03:006
نویسنده:
Jean-Philippe Boussemart a , HervéLeleu b , Zhiyang Shen c , d , ∗, Michael Vardanyan e , Ning Zhu f
چکیده انگلیسی:
This paper proposes a non-parametric approach of a banking production technology that decomposes performance into economic and credit risk efficiencies. The basis of our approach is to separate the pro- duction technology into two sub-technologies. The former is the production of non-interest income and loans from a set of traditional inputs. The latter is attached to the production of interest income from loans where an explicit distinction between good and non-performing loans is introduced. Economic effi- ciency comes from the production of good outputs, namely interest and non-interest income, while credit risk management efficiency is related to the minimization of the non-performing loans that can be con- sidered as an unintended or bad output. The model is applied to Chinese financial data covering 30 banks from 2005 to 2012 and different scenarios are considered. The results indicate that income could be in- creased by an average rate of 16% while non-performing loans could be decreased by an average rate of 33%. According to our results, banking managers could strike a balance between economic performance and credit risk management and make more appropriate decisions in line with their preferences.
Keywords: Data Envelopment Analysis | Credit risk | Economic efficiency | Banking performance | Non-performing loans
قیمت: رایگان
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