Efficiency measurement of Universal and Commercial Banks, 2000-2007: Data envelopment analysis and stochastic frontier analysis

This study estimates cost efficiency of 14 publicly-listed Philippine privately-owned domestic universal and commercial banks using two sophisticated techniques: Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) and evaluates the performance and reliability of the aforementioned...

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Main Authors: Co, Genevieve Anne A., Dedala,, Francis Ysmael M., dela Cruz, Frederick Ian B.
格式: text
語言:English
出版: Animo Repository 2008
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在線閱讀:https://animorepository.dlsu.edu.ph/etd_bachelors/6294
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機構: De La Salle University
語言: English
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總結:This study estimates cost efficiency of 14 publicly-listed Philippine privately-owned domestic universal and commercial banks using two sophisticated techniques: Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) and evaluates the performance and reliability of the aforementioned methods. This study has some interesting points. First, the two methodologies led to inconsistent results with the average overall cost efficiency of DEA and SFA are 75.05% and 11.54%, respectively. Due to their different methodologies, DEA results are considered more reliable because of its ability to handle small samples. Second, fluctuations in the average overall cost efficiency of the sample are noted during this period. Lastly, individual bank events as well as the macroeconomic events are deemed to have a significant impact on bank performances.