Avrupa birliği ülkelerinde bankacılık sektörünün etkinlik ölçümü üzerine bir uygulama

1929 ekonomik krizinden bu yana yaşanan en büyük küresel kriz olarak değerlendirilen 2008 krizi, çeşitli evreleriyle Avrupa ülkelerini etkisi altında tutmaya devam ederken, krizin patlak verdiği Yunanistan, İrlanda ve Portekizin ardından, Avrupa Birliği bankacılık sisteminin bütünleşik yapısı nedeniyle İspanya ve İtalyanın da krize dahil olmalarından endişe duyulmaktadır. Bu çalışmada Avrupa Birliği ülkelerinde bankacılık sektörünün en son verilerle etkinlik kıyaslaması yapılacaktır. Etkinlik analizinde kullanılacak yöntem, referans kümenin değiştirilmesine dayalı yeni bir Veri Zarflama Analizi yaklaşımıdır.

Measuring the effieciency of banking sector in European union countries

The 2008 economic crisis which has been rated to be the biggest one since 1929 is still affecting EU countries. Europe worries that Spain and Italy are also merging to crisis following Greece, Ireland and Portugal because of their integrated structure in banking sector. In this study, the efficiency of banking sector in EU countries will be measured with a new DEA ranking system based on changing reference set with the latest data.

PDF

___

Basso, A. and Funari, S. (2001), A Data Envelopment Analysis Approach to Measure the Mutual Fund Performance. European Journal of Operational Research, 135, 477-492.

Behdioğlu, S. ve Özcan, G. (2009), Veri Zarflama Analizi ve Bankacılık Sektöründe Bir Uygulama, Süleyman Demirel Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, C.14, S.3, 301326.

Berger, A. N. and Humphrey, D. B. (1997), Efficiency of Financial Institutions: International Survey and Directions for Future Research, Journal of Operational Research, 1-50.

Budak, H. (2011), Veri Zarflama Analizi ve Türk Bankacılık Sektöründe Uygulaması, Fen Bilimleri Dergisi, 23(3), 95‐110.

Çelik, T. ve Kaplan, M. (2010), Türk Bankacılık Sektöründe Etkinlik ve Rekabet: 2002-2007. Sosyo-Ekonomi, Temmuz-Aralık-2010/2.

Charnes, A., Cooper, W.W. and Rhodes, E. (1978), Measuring the Efficiency of Decision Making Units. European Journal of Operational Research, Vol.2, 429-444.

Charnes, A., Cooper, W.W.and Thrall, R. M.(1991), A Structure for Classifying and Characterizing Efficiency and Inefficiency in Data Envelopment, The Journal of Producivity Analysis, 2, 200-201.

Chick, V. and Dow, S. C., (2012), On Causes and Outcomes of the European Crisis: Ideas, Institutions, and Reality, Contributions to Political Economy, 31, 5166.

Chortareas, G. E., Garza-Garcia, J. and Girardone, C. (2011), Banking Sector Performance in Latin America:Market Power Versus Efficiency, Review of Development Economics, 15(2), 307325.

Cook, W.D. and Seiford, L. M. (2009), Data Envelopment Analysis-Thirty Years On. European Journal of Operational Research, 192,1-17.

Cooper, W.W., Seiford, L. M. and Tone, K. (2000), Data Envelopment Analysis: A Comprehensive Text With Models, Applications, References and DEA Solver Software. Kluwer Academic Publishers, USA.

Denizer, C. A., Dinc, M. and Tarımcılar, M. (2007), Financial Liberalization and Banking Efficiency: Evidence From Turkey, J Prod Anal, 27, 177-195.

Doumpos, M. and Zopounidis, C. (2012), Efficiency and Performance Evaluation of European Cooperative Banks, Financial Enginnering Laboratory, Technical University of Crete, Working Paper 2012.05.

Emiral, F. (2002), Türk Bankacılık Sisteminde Etkinlik Analizi: Veri Zarflama Uygulaması, Deloitte Kurumsal Risk Hizmetleri, Activeline, 1-32.

Fethi, M. D. and Pasiouras, F. (2010), Assessing Bank Efficiency and Performance With Operational Research and Artificial IntelligenceTtechniques: A survey, European Journal of Operational Research, 204, 189198.

Fukuyama, H. and Matousek, R. (2011), Efficiency of Turkish Banking: Two-Stage Network System.Variable Returns to Scale Model, Int. Fin. Markets, Inst. and Money, 21, 7591.

Jahanshahloo, G. R., Junior, H. V., Lotfi, F. H. and Akbaria, D. (2007), A New DEA Ranking System Based On Changing The Reference Set, European Journal of Operational Research, 181, 331-337.

Mlambo, K. and Ncube, M. (2011), Competition and Efficiency in the Banking Sector in South Africa Kupukile Mlambo, African Development Review, Vol. 23, No. 1, 415.

Özkan Günay, E. N. and Tektaş, A. (2006), Efficiency Analysis of The Turkish Banking Sector In Precrisis and Crisis Period: A DEA Approach, Contemporary Economic Policy, Vol:24, No:3, 418-431.

Ramanathan, R. (2003), An Introduction to Data Envelopment Analysis: A Tool For Performance Measurement, Sage Publications, New Delhi.

Ray, S. C. (2004), Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research, Cambridge University Press, UK.

Ruggiero, J. (2007), A Comparison of DEA and the Stochastic Frontier Model Using Panel Data. International Transactions in Operational Research, 14, 259-266.

Seyrek, İ. H. ve Ata, H.A. (2010), Veri Zarflama Analizi ve Veri Madenciliği ile Mevduat Bankalarında Etkinlik Ölçümü, BDDK Bankacılık ve Finansal Piyasalar, Cilt:4, Sayı:2, 67-84.

Stavarek D. and Řepkova, I., (2012), Efficiency in Czech Banking Industry :A Non-Parametric Approach, Acta univ. agric. et silvic. Mendel. Brun., LX, No. 2, 357366.

Yang, Z. (2009), Bank Branch Operating Efficiency: A DEA Approach, Proceedings of the International Multiconference of Engineering and Computer Scientists, Vol:II, IMECS 2009, March 18-20.

_____http1> http://www.library.hbs.edu/go/bankscope.html (Çevrimiçi 15.01.2012)

_____http2> http://www.ebf-fbe.eu/uploads/Facts%20&%20Figures%202010.pdf (Çevrimiçi 05.01.2012)

_____http3> http://www.ebf-fbe.eu/uploads/Facts%20&%20Figures%202011.pdf (Çevrimiçi 05.01.2012)

_____http4> http://epp.eurostat.ec.europa.eu/portal/page/portal/eurostat/home/ (Çevrimiçi 07.01.2012)

_____http5> http://fic.wharton.upenn.edu/fic/papers/00/0017.pdf (Çevrimiçi 02.02.2012)

_____http6> http://www.oecd.org (Çevrimiçi 10.01.2012)

_____http7> http://tr.euronews.net/ (Çevrimiçi 08.02.2012)