Assessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique

  • سال انتشار: 1397
  • محل انتشار: فصلنامه پیشرفتهایی در ریاضیات مالی و کاربردها، دوره: 3، شماره: 2
  • کد COI اختصاصی: JR_AMFA-3-2_001
  • زبان مقاله: انگلیسی
  • تعداد مشاهده: 268
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نویسندگان

Mehdi Esfandiar

Department of accounting, Qom Branch, Islamic Azad University, Qom, Iran

Mahmood Saremi

Faculty Of Management, Tehran University, Tehran, Iran

Hossein Jahangiri Nia

Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran

چکیده

The research provides a systematic method for assessing the financial performance of the banks. The analysis is based on a set of benchmarks related to the financial performance of the banks. In this regard, this research has explored a model for evaluating accepted banks in Tehran Stock Exchange using the data envelopment analysis method. The purpose of this research is to apply the research method. Also, the data collection method is a direct observation, interview and library method and a tool for collecting data from stock databases. The statistical population of this study is Tehran Stock Exchange member banks. Selection of inputs and outputs of this research has been done according to similar research. Inputs include public and administrative costs, income and output, including net profit. Also, according to the analysis done by the DEA models, it is selected for performance evaluation. Finally, the unit is either efficient or inefficient, and efficient units with The Anderson and Pearson models were ranked and eventually the Bank of Pasargad and the Gwain Bank ranked.

کلیدواژه ها

Efficiency, Data envelopment analysis, Securities Banks

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