2017 - Tekiner Kaya,Burak Ertok - https://doi.org/10.30784/epfad.359767
Özet:Significant number of studies on efficiency analysis via Data Envelopment Analysis (DEA) model are performed on banking industry. The results of the DEA models expose clearly what the inefficient banks should take countermeasures to be an efficient decision making unit. The different types of DEA models are used to measure how the change over time and to analyze the of changes in efficiency. In this study, efficiency of Turkish Banking industry is measured via multi-criteria data envelopment analysis (MC-DEA) and Malmquist productivity index during 2008 global financial crisis. While MC-DEA is used to rank the efficient decision making units, Malmquist productivity index model is used to expose changes in efficiencies over time and reasons behind it. Findings reveal significant efficiency changes after 2008 financial crisis. The average efficiencies of the banks increased by 36% from 2008 to 2009. However, in 2010, it decreased by79% compared to 2009. Increases non-performing loans as an input and dramatic reductions in interest income and non-interest income as outputs cause significant fluctuations on efficiency. The negative technological change shows that banks could not transform inputs into outputs efficiently in the analyzed period. Another finding shows that in the post-crisis period, technological change has more impact on micro, small, medium and big sized banks.
Anahtar Kelime:Multi-criteria DEA, Malmquist productivity index, 2008 financial crisis, efficiency