The measurement of efficiency in Turkish banking sector: The comparison of parametric and non-parametric models

Year 2012, Volume: 23 Issue: 82, 88 - 106, 01.11.2012

Sibel Çelik

Abstract

In this paper, we examine the efficiency of banking sector by using Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SSA) for the period 2005-2010 and compare the findings of these different methods. According to the findings, although we obtain different distribution of efficiency scores from the DEA and SFA analyses, in the case of different situations such as regulatory policy decisions and improvement of management performance, these two methods give same results and so the method choice has not more impact on the results obtained The findings are important for general economy as well as banks, creditors and investors.

Keywords

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Türk bankacılık sektöründe etkinlik ölçümü: Parametrik ve parametrik olmayan modellerin karşılaştırması

Abstract

Çalışmada Türk Bankacılık sektöründe 2005 - 2010 yılları arasında faaliyet gösteren ticari bankaların etkinliği, etkinlik ölçümünde en çok kullanılan yöntemlerden Veri Zarflama Analizi (VZA) ve Stokastik Sınır Analizi (SSA) modelleri ile incelenmiş ve bu farklı modellerden elde edilen bulgular karşılaştırılmıştır. Sonuçta, bankacılık sektörünün etkinliğinin ölçümünde VZA ve SSA yöntemleri kullanıldığında etkinlik skorlarına ilişkin farklı dağılım özellikleri elde edilse bile, düzenleyici politika kararlarının alınması ya da yönetim performansının geliştirilmesi gibi farklı amaçlar için kullanılması durumunda, bu yöntemlerin benzer sonuçlar vereceği ve kullanılan yöntemin elde edilen sonuçlar üzerinde çok fazla etkisinin olmayacağı söylenebilir. Elde edilen bulgular, bankalar, kreditörler ve yatırımcılar açısından önemli olduğu kadar ülke ekonomisi açısından da önem taşımaktadır.

Keywords

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