Evaluating Bank Efficiency with Risk Management by Optimal Common Resource and Three-Parallel Two-Stage Dynamic DEA Model

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-07-22 DOI:10.1007/s10614-024-10682-6

Yun Tu, Bin Sheng, Chien-Heng Tu, Yung-ho Chiu

引用次数: 0

Abstract

Taking risk management as an independent department and comparable factor, we set up three parallel departments (credit, risk management, and investment) in a bank. To resolve the problem of common resource allocation, this study is the first to combine the three parallel departments and the optimal common resource allocation in the banking framework. The empirical results show the following. (1) The efficiency and ranking of banks with risk management are better than that without risk management. (2) Banks that share common resources in an optimal way have higher efficiency than banks that share resources in a non-optimal way.

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用最优共同资源和三并行两阶段动态 DEA 模型评估银行的风险管理效率

将风险管理作为一个独立部门和可比因素，我们在银行中设立了三个平行部门（信贷、风险管理和投资）。为解决共同资源配置问题，本研究首次将三个平行部门结合起来，并在银行框架下进行了共同资源的优化配置。实证结果显示如下。(1）有风险管理的银行的效率和排名均优于无风险管理的银行。(2）以最优方式共享共同资源的银行比以非最优方式共享资源的银行效率更高。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.