The analysis of Taiwanese bank efficiency: Incorporating both external environment risk and internal risk |
| |
Authors: | Yung-Ho Chiu Yu-Chuan Chen |
| |
Institution: | 1. Business School, Soochow University, Taiwan, ROC;2. Department of Finance, Chihlee Institute of Technology, Taiwan, ROC |
| |
Abstract: | This study adopts a three-stage approach to estimate bank efficiency based on information obtained from 29 banks in Taiwan for the period from 2002 to 2004. In the first stage we employ super SBM (super slacks-based measure) to estimate the scores relating bank efficiency including internal risk. In the second stage a stochastic frontier regression model is then employed to estimate the external environment risk effects. In the third stage we employ the DEA method again to estimate the scores relating bank efficiency including the internal risk and excluding the external risk. |
| |
Keywords: | Risk Efficiency Data envelopment analysis Three-stage approach Super-efficiency |
本文献已被 ScienceDirect 等数据库收录! |