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- Title
İSTENMEYEN ÇIKTI ALTINDA ETKİNLİK ANALİZİ: TÜRK BANKACILIK SEKTÖRÜ ÜZERİNE BİR ANALİZ.
- Authors
EKİNCİ, Ramazan
- Abstract
The aim of this study is to analyze the effect of non-performing loans (NPLs), which are considered as undesirable outputs, on banks' efficiency level. In the study, risk-adjusted efficiency scores of each bank are estimated with a new approach by using directional distance functions. Thus, the effect of undesirable output on the bank's efficiency scores is determined internally. Furthermore, within the framework of sensitivity analysis, the effect of non-performing loans on bank efficiency scores is externally tested by using the Simar-Wilson truncated bootstrap regression model. The sample of the study consists of the period of 2011-2018 and 21 deposit banks operating in the Turkish banking sector. The findings show that risk-adjusted efficiency scores, including non-performing loans, are lower than traditional efficiency scores. This result means that undesirable output has a negative effect on banks' efficiency scores. The truncated regression results also support the results obtained.
- Subjects
BANK loans; NONPERFORMING loans; BANK deposits; DATA envelopment analysis; REGRESSION analysis
- Publication
Balikesir University Journal of Social Sciences Institute, 2020, Vol 23, Issue 43, p199
- ISSN
1301-5265
- Publication type
Article
- DOI
10.31795/baunsobed.691806