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Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach

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  • Muge DILER

Abstract

This paper, by using Data Envelopment Analysis (DEA) and Malmquist Productivity Index, addresses the impacts of 2007 global financial crisis on the efficiency and productivity of Turkish banks, during 2003-2010 periods. Moreover, a risk taking measure is introduced for each bank and two-stage regression is used to analyze the determinants of DEA efficiency scores. However, because of the existence of inherent dependency among DEA efficiency scores, the basic assumption of regression analysis, i.e., independence within the sample is violated. Hence, to overcome the dependency problem and to be able to make valid statistical inferences, bootstrapping method is applied. This paper attempts to extend the existing DEA literature by applying some of the remarkable methods suggested to improve DEA efficiency and productivity estimates altogether, for the case of Turkey to observe the impacts of recent 2007 global financial crisis.

Suggested Citation

  • Muge DILER, 2011. "Efficiency, Productivity and Risk Analysis in Turkish Banks: A Bootstrap DEA Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 5(2), pages 71-134.
    • Handle: RePEc:bdd:journl:v:5:y:2011:i:2:p:71-134
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    File URL: http://www.bddk.org.tr/Content/docs/bddkDergiTr/dergi_0010_05.pdf
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    Citations

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    Cited by:

    1. Shahsuzan Zakaria, 2023. "The Need to go Beyond Deterministic Data Envelopment Analysis (DEA): A Comparative Analysis with Bootstrapping DEA in Risk Management Efficiency Measurements," Information Management and Business Review, AMH International, vol. 15(4), pages 433-446.
    2. Facundo Costa de Arguibel & Carolina Wittig & Juan Antonio Dip, 2023. "Estructura de Propiedad, Origen de Capital y Eficiencia Bancaria: Evidencia para A," Working Papers 251, Red Nacional de Investigadores en Economía (RedNIE).

    More about this item

    Keywords

    Data Envelopment Analysis; Malmquist Productivity Index; Efficiency and Productivity; Bootstrapping;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models

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