Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks

The paper further advances the contemporary methodological and empirical research on bank efficiency. We introduce a bank two-stage network revenue decomposition analysis based on the slack-based directional inefficiency measurement framework, by building upon the approaches of Epure and Lafuente (2...

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Main Authors: Fukuyama, Hirofumi, Matousek, Roman
Format: Article
Published: Elsevier 2018
Subjects:
Online Access:https://eprints.nottingham.ac.uk/51631/
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author Fukuyama, Hirofumi
Matousek, Roman
author_facet Fukuyama, Hirofumi
Matousek, Roman
author_sort Fukuyama, Hirofumi
building Nottingham Research Data Repository
collection Online Access
description The paper further advances the contemporary methodological and empirical research on bank efficiency. We introduce a bank two-stage network revenue decomposition analysis based on the slack-based directional inefficiency measurement framework, by building upon the approaches of Epure and Lafuente (2015), Fukuyama and Weber (2009, 2010), Fukuyama and Matousek (2017) and Färe, Fukuyama, Grosskopf and Zelenyuk (2015, 2016). We apply the model on the segment of Japanese financial institutions – Shinkin banks. We examine the efficiency performance of Shinkin banks during the period from March 2007 to March 2015. This covers the recent years after the turmoil in the US subprime residential mortgage market which started early 2007. The applied innovative framework is particularly suitable for this type of banks since the financing of their business activities is mainly dependent on the different types of deposits that the proposed model takes into consideration.
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spelling nottingham-516312020-05-04T19:49:56Z https://eprints.nottingham.ac.uk/51631/ Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks Fukuyama, Hirofumi Matousek, Roman The paper further advances the contemporary methodological and empirical research on bank efficiency. We introduce a bank two-stage network revenue decomposition analysis based on the slack-based directional inefficiency measurement framework, by building upon the approaches of Epure and Lafuente (2015), Fukuyama and Weber (2009, 2010), Fukuyama and Matousek (2017) and Färe, Fukuyama, Grosskopf and Zelenyuk (2015, 2016). We apply the model on the segment of Japanese financial institutions – Shinkin banks. We examine the efficiency performance of Shinkin banks during the period from March 2007 to March 2015. This covers the recent years after the turmoil in the US subprime residential mortgage market which started early 2007. The applied innovative framework is particularly suitable for this type of banks since the financing of their business activities is mainly dependent on the different types of deposits that the proposed model takes into consideration. Elsevier 2018-11-16 Article PeerReviewed Fukuyama, Hirofumi and Matousek, Roman (2018) Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks. European Journal of Operational Research, 271 (1). pp. 317-330. ISSN 0377-2217 Data envelopment analysis (DEA); revenue efficiency; directional distance function; slack-based technical inefficiency banking https://www.sciencedirect.com/science/article/pii/S0377221718303862 doi:10.1016/j.ejor.2018.05.008 doi:10.1016/j.ejor.2018.05.008
spellingShingle Data envelopment analysis (DEA); revenue efficiency; directional distance function; slack-based technical inefficiency
banking
Fukuyama, Hirofumi
Matousek, Roman
Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title_full Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title_fullStr Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title_full_unstemmed Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title_short Nerlovian revenue inefficiency in a bank production context: evidence from Shinkin banks
title_sort nerlovian revenue inefficiency in a bank production context: evidence from shinkin banks
topic Data envelopment analysis (DEA); revenue efficiency; directional distance function; slack-based technical inefficiency
banking
url https://eprints.nottingham.ac.uk/51631/
https://eprints.nottingham.ac.uk/51631/
https://eprints.nottingham.ac.uk/51631/