Table of ContentsBenchmarking 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
Email: barr@seas.smu.edu Home Page: www.smu.edu/~barr |