AÇIKLAYICI BİR UYGULAMA İLE TÜRK BANKACILIK SEKTÖRÜ PERFORMANSINA VERİ ZARFLAMA ANALİZİ BOYUT AZALTIMLARI
Bu çalışmada Türk Bankacılık Sektörü Performansı gelişimi ve çeşitli metodolojilerin kullanımı test edilmiştir. Bu amaçla 2002.12 ile 2017.06 arasında çeşitli veri zarflama analizi (DEA) performans ölçüm sistematiği kullanılmıştır. Önerilen DEA modelleri, boyut azaltma tekniklerini içermektedir. Birincisi, PCA olarak kısaltılmış olan temel bileşen analizi ve ikincisi ise korelasyon bazlı DEA model kurulmasıdır. Zaman içerisinde performans değişimi incelenmiştir ve Türk Bankacılık Sektöründeki bankaların, artan performanslarını sürdürmek için adımlar atmaları gerektiği tespit edilmiştir. 2001 krizinden sonra uygulanan politikalar, 2008 kriz döneminde Türk bankacılık sektöründe olumlu etkiler yaratmıştır, ancak kazanımlar sürdürülebilmelidir. Dört girdi ve dört çıktı faktörü kullanan ana modelinin, araştırılan boyut azaltma tekniği yaklaşımları ile benzer sonuçlar verdiği bulunmuştur.
ON DIMENSION REDUCTIONS IN DATA ENVELOPMENT ANALYSIS WITH AN ILLUSTRATIVE APPLICATION TO TURKISH BANKING SECTOR PERFORMANCE
In this study we tested the Turkish Banking Sector Performance development and the usage of variousmethodologies. For this purpose we used several data envelopment analysis(DEA) performance measurementsystematics from 2002.12 to 2017.06. Proposed DEA models include dimension reduction techniques. Thefirst one is principal component analysis which is abbreviated as PCA and the second one is correlation basedDEA model construction. We investigated performance change over time and found that banks in TurkishBanking Sector should take steps now for maintaining their improved performances. Policies implementedafter the 2001 crisis had positive effects during the 2008 crisis period in the Turkish banking sector, but gainsshould be sustained. We also found that our main model which uses four input and four output factors yieldssimilar results with the investigated dimension reduction technique approaches.
___
- Adler, N., and Yazhemsky, E. (2010). Improving Discrimination in Data Envelopment Analysis: PCADEA or Variable Reduction. European Journal of Operational Research, 202(1), 273–284.
- Andrejić, M., Bojović, N., and Kilibarda, M. (2013). Benchmarking Distribution Centres Using Principal Component Analysis and Data Envelopment Analysis: A Case Study of Serbia. Expert Systems with Applications, 40(10), 3926–3933.
- BDDK/Strateji Geliştirme Daire Başkanlığı. (2010). Bankacılıkta Yapısal Gelişmeler.
- Berger, A. N., and Mester, L. J. (1997). Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? Journal of Banking and Finance, 21(7), 895–947.
- Chen, J., Wan, Z., Zhang, F., Park, N., He, X., and Yin, W. (2015). Operational Efficiency Evaluation of Iron Ore Logistics at the Ports of Bohai Bay in China. Mathematical Problems in Engineering, 2016, 13.
- Cook, W. D., and Seiford, L. M. (2009). Data Envelopment Analysis (DEA) - Thirty Years on. European Journal of Operational Research, 192(1), 1–17.
- Cooper, W. W., Kingyens, A. T., and Paradi, J. C. (2014). Two-Stage Financial Risk Tolerance Assessment Using Data Envelopment Analysis. European Journal of Operational Research, 233(1), 273–280.
- Daver, G., and Küçükkocaoğlu, G. (2016). Turkish Banking Sector Performance Analyses. In 5th Global Business and Finance Research Conference. 2-3 June 2016, Melbourne, Victoria, Australia: World Business Institute Australia. Erişim Adresi: https://wbiworldconpro.com/pages/previous_confo/sydney-conference-2016
- Duygun Fethi, M., and Pasiouras, F. (2010). Assessing Bank Efficiency And Performance With Operational Research And Artificial Intelligence Techniques: A Survey. European Journal of Operational Research, 204(2), 189–198.
- Eskelinen, J. (2017). Comparison of Variable Selection Techniques for Data Envelopment Analysis in a Retail Bank. European Journal of Operational Research, 259(2), 778–788.
- Fried, H. O., Lovell, C. A. K., and Schmidt, S. S. (2008). The Measurement of Productive Efficiency and Productivity Change. Oxford University Press. Oxford University Press, Inc.
- Liu, J. S., Lu, L. Y. Y., Lu, W. M., and Lin, B. J. Y. (2013). Data Envelopment Analysis 1978-2010: A Citation-Based Literature Survey. Omega (United Kingdom), 41(1), 3–15.
- Luo, Y., Bi, G., and Liang, L. (2012). Input/Output Indicator Selection for DEA Efficiency Evaluation: An Empirical Study of Chinese Commercial Banks. Expert Systems with Applications, 39(1), 1118–1123.
- Nataraja, N. R., and Johnson, A. L. (2011). Guidelines for Using Variable Selection Techniques in Data Envelopment Analysis. European Journal of Operational Research, 215(3), 662–669.
- Pendharkar, P. C., and Troutt, M. D. (2011). DEA Based Dimensionality Reduction for Classification Problems Satisfying Strict Non-Satiety Assumption. European Journal of Operational Research, 212(1), 155–163.
- Ray, S. C. (2004). Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research. New York: Cambridge University Press.
- Seyrek, İ. H., and Ata, H. A. (2010). Veri Zarflama Analizi ve Veri Madenciliği ile Mevduat Bankalarında Etkinlik Ölçümü. BDDK Bankacılık ve Finansal Piyasalar, 4(2), 67–85.
- Stoica, O., Mehdian, S., and Sargu, A. (2015). The Impact of Internet Banking on the Performance of Romanian Banks: DEA and PCA Approach. Procedia Economics and Finance, 20(15), 610–622.
- Thanassoulis, E. (1999). Data Envelopment Analysis and Its Use in Banking. INTERFACES, 29(3), 1– 13. Retrieved from http://www.jstor.org/stable/25062482 .
- Toloo, M., and Babaee, S. (2015). On Variable Reductions in Data Envelopment Analysis with an Illustrative Application to a Gas Company. Applied Mathematics and Computation, 270, 527–533.
- Zhao, T., Casu, B., and Ferrari, A. (2009). Regulatory Reform And Productivity Change In Indian Banking.
- Zhou, P., Poh, K. L., and Ang, B. W. (2007). A Non-Radial DEA Approach To Measuring Environmental Performance. European Journal of Operational Research, 178(1), 1–9.
- ISSN: 1307-9832
- Yayın Aralığı: Yılda 4 Sayı
- Başlangıç: 2008
- Yayıncı: Kenan ÇELİK
Sayıdaki Diğer Makaleler
OECD ÜLKELERİNDE ÖZEL TÜKETİM VERGİSİ GELİRLERİ VE BÜTÇE AÇIKLARI ARASINDAKİ İLİŞKİ: 1999-2016
Serdar ÖZTÜRK, Alper Aykut EKİNCİ
Gizay DAVER, Güray KÜÇÜKKOCAOĞLU
KADIN ÇALIŞANLARDA KARİYER GELİŞİMİ VE İŞ TATMİNİ İLİŞKİSİNDE CİNSİYETİN ETKİSİ
KADIN İŞSİZLİĞİ VE ENERJİ TÜKETİMİ ARASINDAKİ İLİŞKİ: OECD ÖRNEĞİ
Mehmet DAĞ, Semih Serkant AKTUĞ, Arzdar KİRACI, Farhang Abdulkareem AQRAW
İÇSEL PAZARLAMA FAALİYETLERİ ÖRGÜTSEL BAĞLILIĞI NASIL ETKİLER? İŞ TATMİNİNİN ARACILIK ROLÜ