[HTML][HTML] Operational research and artificial intelligence methods in banking

M Doumpos, C Zopounidis, D Gounopoulos… - European Journal of …, 2023 - Elsevier
Banking is a popular topic for empirical and methodological research that applies
operational research (OR) and artificial intelligence (AI) methods. This article provides a …

Evaluation of factors influencing bank operating efficiency in Tanzanian banking sector

J Lotto - Cogent Economics & Finance, 2019 - Taylor & Francis
This paper examines factors affecting operating efficiency of 36 commercial banks in
Tanzania for the period between 2000 and 2017. The paper employs robust random-effect …

Non-performing loans and financial development: new evidence

PK Ozili - The Journal of Risk Finance, 2019 - emerald.com
Purpose This paper aims to investigate the influence of financial development on non-
performing loans (NPL). Design/methodology/approach The model used in this study follows …

Islamic bank efficiency compared to conventional banks during the global crisis in the GCC region

F Alqahtani, DG Mayes, K Brown - Journal of International Financial …, 2017 - Elsevier
The efficiency of Islamic and conventional banks in the GCC region is investigated using
DEA and SFA before, during and after the global financial crisis (GFC). Results suggest that …

The effects of loan portfolio concentration on Brazilian banks' return and risk

BM Tabak, DM Fazio, DO Cajueiro - Journal of Banking & Finance, 2011 - Elsevier
This paper tests whether diversification of the credit portfolio at the bank level leads to better
performance and lower risk. We employ a new high frequency (monthly) panel data for the …

[HTML][HTML] Efficiency in the Brazilian banking system using data envelopment analysis

IC Henriques, VA Sobreiro, H Kimura… - Future Business Journal, 2018 - Elsevier
The objective of this paper is to evaluate bank efficiency in the period from 2012 to 2016 by
applying Data Envelopment Analysis (DEA) in a dataset of 37 Brazilian banks provided by …

Does efficiency help banks survive and thrive during financial crises?

AG Assaf, AN Berger, RA Roman… - Journal of Banking & …, 2019 - Elsevier
We examine how bank efficiency during normal times affects survival, risk, and profitability
during subsequent financial crises using data from five US financial crises and preceding …

Market concentration, risk-taking, and bank performance: Evidence from emerging economies

J Zhang, C Jiang, B Qu, P Wang - International Review of Financial …, 2013 - Elsevier
This paper investigates the relationship between market concentration, risk-taking, and bank
performance using a unique dataset of the BRIC banks over the period 2003–2010. We find …

Analysis of bank efficiency between conventional banks and regional development banks in Indonesia

Z Abidin, RM Prabantarikso… - The Journal of Asian …, 2021 - koreascience.kr
The research aims to analyze the level of efficiency by grouping banks during the period
2017-2018 into category 1 and category 2 banks and then dividing them as Regional …

A macro stress test model of credit risk for the Brazilian banking sector

F Vazquez, BM Tabak, M Souto - Journal of Financial Stability, 2012 - Elsevier
This paper proposes a model to conduct macro stress test of credit risk for the banking sector
based on scenario analysis. We employ an original bank-level data set that splits bank credit …