Benchmarking the Performance of US Banks


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Table of Contents

Benchmarking the Performance of US Banks

Motivations and Goals

Objectives of the Research

Previous Work

Data Envelopment Analysis

Bank Performance Model

Defining Efficiency

How DEA Works

Formulating a DEA Model

Measuring Distance

Introducing Expert Judgment

Survey-Derived Constraints

Banking Industry Test Data

1991 Profiles by DEA E-Quartile

1997 Profiles by DEA E-Quartile

Analysis of Results

Other Bank Performance Metrics

Relationship with Other Metrics

FRB Bank Examination Criteria

Bank Examiner Ratings

CAMEL Ratings & DEA Scores

Efficiency vs. CAMEL Ratings

“Strong” vs. “Weak” CAMELs

In Summary

Author: Richard Barr


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