An analysis of Korean bank performance using chance-constrained data envelopment analysis
by Yong Joo Lee; Seong-Jong Joo; Taewon Hwang
International Journal of Operational Research (IJOR), Vol. 38, No. 4, 2020

Abstract: For measuring the performance of firms using data envelopment analysis (DEA), many studies assume that inputs and outputs are deterministic. For example, key indicators for financial institutes such as assets, deposits, number of employees and profits vary over time. Nonetheless, researchers take snapshots of these numbers and analyse them for performance measurement and benchmarking. Similarly, it is not an exception for the studies with DEA for Korean financial institutes. We allow inputs and/or outputs to be stochastic and analyse the comparative performance of Korean banks. We found that large or top five banks were inconsistent sensitivity on the variability of inputs and/or outputs across models. The contributions of our study include demonstrating DEA analysis using stochastic inputs and outputs for the Korean banks and providing realistic insights to the managers of the banks.

Online publication date: Sun, 19-Apr-2020

The full text of this article is only available to individual subscribers or to users at subscribing institutions.

 
Existing subscribers:
Go to Inderscience Online Journals to access the Full Text of this article.

Pay per view:
If you are not a subscriber and you just want to read the full contents of this article, buy online access here.

Complimentary Subscribers, Editors or Members of the Editorial Board of the International Journal of Operational Research (IJOR):
Login with your Inderscience username and password:

    Username:        Password:         

Forgotten your password?


Want to subscribe?
A subscription gives you complete access to all articles in the current issue, as well as to all articles in the previous three years (where applicable). See our Orders page to subscribe.

If you still need assistance, please email subs@inderscience.com