[Home ] [Archive]   [ فارسی ]  
:: year 11, Issue 35 (4-2018) ::
JMBR 2018, 11(35): 83-98 Back to browse issues page
Developing a Model for Managing the Balance Sheet of Listed Banks in Tehran Stock Exchange
Saeid Shirkavand, Mohammadreza Mehregan, Mohammad Esmaeil Fadaei Nejad, Seyed Mojtaba Mirlohi, Amir Heidari *1
Abstract:   (1905 Views)

This study evaluates the performance of private banks through the Data Envelopment Analysis (DEA) method. Providing services in banks and converting available resources into outputs is composed of various stages and internal processes, and the performance of each of the banks varies over time. Typical DEA models are not able to measure the performance of internal and sequential processes, as well as performance measurement over different time periods. Therefore, in the present study, using a dynamic DEA approach, a two-stage model is designed to measure the efficiency and effectiveness of each bank in different time periods. The proposed model, taking into account the main and successive processes of banks' income generation, is to measure efficiency, effectiveness and the performance of each of the banks at each time period, as well as determining the overall performance and ranking of banks. The results show that banks that are quite effective or fully efficient in a given time period are not necessarily the best banks in terms of performance in that period. Also, in terms of overall performance, only one bank was able to achieve a complete score, while other banks have also been successful in some of the time in terms of efficiency and effectiveness.

Full-Text [PDF 884 kb]   (798 Downloads)    
Type of Study: Empirical Study | Subject: Financial Institutions and Services (G2)
Received: 2016/08/31 | Accepted: 2017/12/11 | Published: 2018/07/28
Send email to the article author

XML   Persian Abstract   Print

Rights and permissions
Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
year 11, Issue 35 (4-2018) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
Persian site map - English site map - Created in 0.04 seconds with 28 queries by YEKTAWEB 4414