Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis

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Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis

We propose a method for bank efficiency assessment, based on weight restricted DEA, that limits banks’ abilities to use extreme weights, corresponding to extreme judgements of the risk adjusted prices on funding sources and assets. Based on a data set comprising the largest European banks during the...

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Bibliographic Details
Main Authors:	Asmild, Mette, Zhu, Minyan
Format:	Article
Published:	Elsevier 2016
Subjects:	Data Envelopment Analysis (DEA) Weight restrictions Banking Effi¬ciency risk Financial crisis Regulation benchmarks
Online Access:	https://eprints.nottingham.ac.uk/37513/

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