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Data Envelopment Analysis Models to Measure Risk Efficiency: Indian Commercial Banks

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  • C Subbarami Reddy
  • T Subramanyam

Abstract

: In this study, a four-stage Data Envelopment Analysis (DEA) model has been proposed to examine the productive efficiency of commercial banks. Risk that leads to an undesirable output, and which is viewed as originating due to exogenous and endogenous factors, has been explicitly introduced. It is hypothesized that neither of them can be controlled by the decision-making unit under efficiency evaluation. Thus, this non-discretionary DEA variable is both internal and external. The four-stage DEA is performed to measure risk efficiency and multiplicatively decompose it into exogenous and endogenous risk efficiency. The DEA models formulated are implemented to investigate input productive efficiency of 81 commercial banks covering public, private and foreign sectors. In the presence of risk, foreign sector banks are well ahead of public and private sector banks in attaining risk efficiency. Structural risk efficiency attributed to exogenous and endogenous factors appears to be the same for public and private sector banks.

Suggested Citation

  • C Subbarami Reddy & T Subramanyam, 2011. "Data Envelopment Analysis Models to Measure Risk Efficiency: Indian Commercial Banks," The IUP Journal of Applied Economics, IUP Publications, vol. 0(4), pages 40-69, October.
    • Handle: RePEc:icf:icfjae:v:10:y:2011:i:4:p:40-69
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    Cited by:

    1. Elena Anatolievna Fedorova & Alexey Eduardovich Nikolaev & Anna Sergeevna Nikolaeva & Marina Anatolievna Alekseeva, 2018. "Estimation of Effect of Foreign Direct Investment on the Russian Economy during Sanctions Based on Spillover Effects," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 37-58.
    2. Abdul Alem Mohammed & Basri Rashid, 2016. "The Moderating Influence of Internship Program on the Relationship between Undergraduates’ Perception and their Intention to Join Tourism and Hospitality Industry: A Theoretical Model," International Review of Management and Marketing, Econjournals, vol. 6(2), pages 317-321.

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