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Risk-Based Directional Distance Function Approach in Evaluating Bank Performance

Author

Listed:
  • Özge Sezgin Alp

    (Başkent University)

  • Adalet Hazar

    (Başkent University)

Abstract

In banking sector, especially with the increased competition in recent years, it becomes very important to work efficiently with available resources. Therefore, in this study it is aimed to evaluate the efficiency of Turkish commercial banks with directional distan¬ce function approach which allows evaluating the efficiency with main outputs such as portfolio investments and loans together with undesired outputs such as credit risk and market risk. The results show that while evaluating the banks efficiency just taking into ac¬count the desired outputs may be misleading and while evaluating how they manage their risk levels is also important.

Suggested Citation

  • Özge Sezgin Alp & Adalet Hazar, 2015. "Risk-Based Directional Distance Function Approach in Evaluating Bank Performance," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 30(103), pages 157-174, April.
    • Handle: RePEc:acc:malfin:v:30:y:2015:i:103:p:157-174
    DOI: https://doi.org/10.33203/mfy.307960
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