Efficiency measurement of Universal and Commercial Banks, 2000-2007: Data envelopment analysis and stochastic frontier analysis
Date of Publication
2008
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Applied Economics
Subject Categories
Economics
College
Ramon V. Del Rosario College of Business
Department/Unit
Economics
Thesis Adviser
Cesar Rufino
Defense Panel Member
Gerardo Largoza
Marissa Garcia
Abstract/Summary
This study estimates cost efficiency of 14 publicly-listed Philippine privately-owned domestic universal and commercial banks using two sophisticated techniques: Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) and evaluates the performance and reliability of the aforementioned methods. This study has some interesting points. First, the two methodologies led to inconsistent results with the average overall cost efficiency of DEA and SFA are 75.05% and 11.54%, respectively. Due to their different methodologies, DEA results are considered more reliable because of its ability to handle small samples. Second, fluctuations in the average overall cost efficiency of the sample are noted during this period. Lastly, individual bank events as well as the macroeconomic events are deemed to have a significant impact on bank performances.
Abstract Format
html
Language
English
Format
Accession Number
TU16049
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
84[64] leaves 29 cm.
Keywords
Banks and banking--Measurement; Universal banks --Philippines
Recommended Citation
Co, G., Dedala,, F. M., & dela Cruz, F. B. (2008). Efficiency measurement of Universal and Commercial Banks, 2000-2007: Data envelopment analysis and stochastic frontier analysis. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/6294