Measuring the Risk Efficiency in Indian Commercial Banking - A DEA approach
(p.76-105) ![[Fichier PDF]](images/pdf.png) |
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| C. S. Reddy, Sri Venkateswara University, Tirupati. Andhra Pradesh, India |
| T.Subramanyam, Sri Venkateswara University, Tirupati. Andhra Pradesh, India |
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| Keywords : Data Envelopment Analysis, Endogenous Risk, Exogenous Risk, Technical Efficiency, Scale Efficiency, Commercial Bank. |
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| JEL classification : G21, G32 |
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| Abstract |
| This study proposes data envelopment analysis models to identify and asses risk in Indian commercial banks. Risk is believed to surface due to external and internal factors, where the former cannot be controlled and the later can be controlled fully or partially by the bank management. 63 commercial banks comprising public, private and foreign sectors exposed to common frontier production function are considered for performance evaluation. The empirical results are interesting. |
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