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Journals / BDDK Bankacılık ve Finansal Piyasalar Dergisi / 2010 / Cilt: 4 - Sayı: 2

Efficiency measurement in deposit banks using data envelopment analysis and data mining

Veri zarflama analizi ve veri madenciliği ile mevduat bankalarında etkinlik ölçümü

İbrahim Halil SETREK
H. Ali ATA
Pages
67–84
DOI
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

As a result of the study, “Total Credits/Total Deposits” ratio and “Other Operating Costs/Total Operating Income” ratio are found to be important financial ratios in predicting bank efficiency.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In today’s world in which several countries face financial crises, banking industry has become very important for national economies in order to realize optimal resource use.
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Key Findings & Data:Therefore, banking industry should operate productively and increase its efficiency.
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Conclusion & Impact:As a result of the study, “Total Credits/Total Deposits” ratio and “Other Operating Costs/Total Operating Income” ratio are found to be important financial ratios in predicting bank efficiency.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Domain Parameters

Abstract

In today’s world in which several countries face financial crises, banking industry has become very important for national economies in order to realize optimal resource use. Therefore, banking industry should operate productively and increase its efficiency. In this study, firstly, efficiency of deposit banks operating in Turkish banking industry are measured using data envelopment analysis (DEA). Then, using efficiency scores of banks, financial performance indicators which are important for predicting bank efficiency are determined using data mining techniques. As a result of the study, “Total Credits/Total Deposits” ratio and “Other Operating Costs/Total Operating Income” ratio are found to be important financial ratios in predicting bank efficiency.

Özet

Birçok ülkenin finansal krizlerle karşı karşıya kaldığı günümüzde, bankacılık sektörü optimal kaynak kullanımının gerçekleştirilmesi bakımından ülke ekonomileri için çok önemli bir hale gelmiştir. Bu nedenle sektörün verimli bir şekilde faaliyette bulunması ve etkinliğini artırması gerekmektedir. Bu çalışmada öncelikle Türk bankacılık sektöründe faaliyet gösteren mevduat bankalarının veri zarflama analizi (VZA) yöntemi ile etkinlik ölçümü yapılmıştır. Daha sonra bankaların etkinlik skorları kullanılarak banka etkinliğinin tahmininde önemli olan finansal performans göstergelerinin neler olduğu veri madenciliği teknikleri kullanılarak tespit edilmiştir. Araştırma sonucunda banka etkinliğinin tahmininde “Toplam Krediler/Toplam Mevduat” oranı ile “Diğer Faaliyet Giderleri/Toplam Faaliyet Gelirleri” oranının önemli finansal oranlar olduğu bulunmuştur.

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Cite This Article

SETREK, İ. H., ATA, H. A. (2010). Efficiency measurement in deposit banks using data envelopment analysis and data mining. BDDK Bankacılık ve Finansal Piyasalar Dergisi, Cilt: 4 - Sayı: 2, 67–84. https://ajindex.com/articles/147239

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