dc.contributor.author | Fukuyama, H | en_US |
dc.contributor.author | Matousek, R | en_US |
dc.contributor.author | Tzeremes, NG | en_US |
dc.date.accessioned | 2024-02-28T08:32:32Z | |
dc.date.issued | 2024-07-01 | en_US |
dc.identifier.issn | 0305-0483 | en_US |
dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/94942 | |
dc.description.abstract | The aim of this paper is to conduct a comparative analysis of three environmental approaches in the context of a bank production framework, considering the presence of nonperforming loans (NPLs). Specifically, we examine banks' inefficiency levels using the "by-production technology," "joint-weak disposable technology," and "material balanced technology." To ensure comparability within a directional slack inefficiency framework, we propose a two-step procedure. The study is based on a sample of 379 prominent banks operating in the United States from 2003 to 2017. Our findings reveal that the material balance and by-production technologies result in estimated inefficiency measures with higher sensitivity compared to the estimator utilizing the joint-weak disposable technology. Additionally, we identify distinct properties among the estimators, emphasizing their unique characteristics for modeling nonperforming loans. Finally, our paper sheds light on the differences between the three estimators in relation to banks' inefficiency levels, considering the incorporation of nonperforming loans in the production process. | en_US |
dc.relation.ispartof | Omega (United Kingdom) | en_US |
dc.rights | This is an open access article distributed in accordance with the Creative Commons Attribution 4.0 Unported (CC BY 4.0) license, which permits others to copy, redistribute, remix, transform and build upon this work for any purpose, provided the original work is properly cited, a link to the licence is given, and indication of whether changes were made. See: https://creativecommons.org/licenses/by/4.0/. | |
dc.title | A unified framework for nonperforming loan modeling in bank production: An application of data envelopment analysis | en_US |
dc.type | Article | |
dc.rights.holder | © 2024 The Author(s). Published by Elsevier Ltd. | |
dc.identifier.doi | 10.1016/j.omega.2024.103063 | en_US |
pubs.notes | Not known | en_US |
pubs.publication-status | Accepted | en_US |
pubs.volume | 126 | en_US |
rioxxterms.funder | Default funder | en_US |
rioxxterms.identifier.project | Default project | en_US |