Onour, Ibrahim (2011): قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي.
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Abstract
The paper investigates efficiency performance of thirty six banks operating in Gulf Cooperation Council (GCC) countries during the period 2006-2008 . Our results indicate in general GCC banks showed considerable pure technical efficiency in the past three years with the year 2007 exhibit the most efficient year, as the number of pure technical efficient banks reached 33 percent of the total banks compared to 25 percent in 2008. The fall in technical efficiency in 2008 is due to simultaneous fall in pure technical efficiency and the scale efficiency. The output loss caused by scale inefficiency (fall of scale operations below optimum level) in 2008 is estimated 16 percent compared to 5 percent in 2007. Our results also indicate scale efficiency is inversely related to banks' size implying a major source of scale inefficiency in GCC banks is due to sub-optimal size of operations. It is also indicated in the paper that scale efficiency is inversely related to risk, implying effective risk management policies may also enhance scale efficiency.
Item Type: | MPRA Paper |
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Original Title: | قياس الكفاءة الفنية لبنوك دول مجلس التعاون الخليجي |
English Title: | Testing technical efficiency of banks in GCC countries |
Language: | Arabic |
Keywords: | الكفاءة الفنية; كفاءة الحجم |
Subjects: | C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C44 - Operations Research ; Statistical Decision Theory C - Mathematical and Quantitative Methods > C0 - General > C02 - Mathematical Methods C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling > C61 - Optimization Techniques ; Programming Models ; Dynamic Analysis |
Item ID: | 29991 |
Depositing User: | A Onour |
Date Deposited: | 06 Apr 2011 22:25 |
Last Modified: | 27 Sep 2019 12:22 |
References: | السقا، محمد إبراهيم (2002) ، "تحليل الكفاءة الفنية للبنوك بدولة الكويت باستخدام التحليل التطويقي للبيانات"، المجلة العلمية للاقتصاد والإدارة، كلية التجارة، جامعة عين شمس، العدد الثاني. References: AL-Hassan A., Khamis M., Oulid N., (April 2010) “The GCC banking sector: topology and analysis” IMF, WP/10/87. Banker, R.D; Charnes A.; Cooper, W., (1984) “Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis” Management Science, 30, pp.1078 – 1092. Charnes A.; Cooper W; and Rhodes E., (1978) “Measuring the Efficiency of Decision Making Units” European Journal of Operation Research, 2, pp.429-444. Charnes A.; Cooper W.; Lewin A.; and Seiford L. (Eds.), 1994: Data Envelopment Analysis: Theory, Methodology, and Application, Kluwer Academic Publishers, Boston, MA. Charnes, A.; Cooper W.; Golany B; Seiford L.; Stutz J. (1985) "Foundations of Data Envelopment Analysis for Pareto-Coopmans Efficient Empirical Production Functions" Journal of Econometrics, 30 (1-2),pp.91-107. Darrat A.; Topuz C.; and Yousef T., (2002) “Assessing Cost and Technical Efficiency of Banks in Kuwait” Economic Research Forum, 8th annual conference, Cairo. Drake, L.; and Hall, M. (2003) "Efficiency in Japanese Banking: An Empirical Analysis" Journal and Banking and Finance, 27, pp.891-917. Limam, I. (2003) “A Comparative Study of GCC Banks Technical Efficiency”, ERF Working Paper No. 0119. Miller S, and Noulas A., (1996) “The Technical Efficiency of Large Bank Production, Journal of Banking and Finance, 20, pp. 495 – 509. Onour, I., Abdall, A., (2011) “Technical efficiency analysis of banks in major oil exporting Middle East countries, MPRA paper 29885, University Library of Munich, Germany. (http://ideas.repec.org/p/pra/mprapa/29885.html). Rezvanian R.; and Mehadian S., (2002) “An Examination of Cost Structure and Production Performance of Commercial Banks in Singapore” Journal of Banking and Finance, 26, pp.78-98. |
URI: | https://mpra.ub.uni-muenchen.de/id/eprint/29991 |