Decomposing banking performance into economic and credit risk efficiencies

DOI10.1016/j.ejor.2019.03.006zbMath1430.90313OpenAlexW2920899969WikidataQ128228063 ScholiaQ128228063MaRDI QIDQ1737515

Jean-Philippe Boussemart, Ning Zhu, Michael Vardanyan, Zhiyang Shen, Hervé Leleu

Publication date: 23 April 2019

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.03.006

zbMATH Keywords

data envelopment analysiscredit riskeconomic efficiencybanking performancenon-performing loans

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Credit risk (91G40) Actuarial mathematics (91G05)

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