Decomposing banking performance into economic and credit risk efficiencies
From MaRDI portal
Publication:1737515
DOI10.1016/j.ejor.2019.03.006zbMath1430.90313MaRDI 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
data envelopment analysis; credit risk; economic efficiency; banking performance; non-performing loans
90B50: Management decision making, including multiple objectives
90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)
91G40: Credit risk
91G05: Actuarial mathematics
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