Assessment of the efficiency of banks accepted in Tehran Stock Exchange using the data envelopment analysis technique

Subject Areas : Financial Mathematics

Mehdi  Esfandiar ¹ (Department of accounting, Qom Branch, Islamic Azad University, Qom, Iran)
Mahmood  Saremi ² (Faculty Of Management, Tehran University, Tehran, Iran)
Hossein  Jahangiri Nia ³ (Department of Accounting, Qom Branch, Islamic Azad University, Qom, Iran)

Received: 2018-06-19 Accepted : 2018-06-19 Published : 2018-06-01

Keywords: Efficiency, Data envelopment analysis, Securities Banks,

Abstract :

The research provides a systematic method for assessing the financial performance of the banks. The analysis is based on a set of benchmarks related to the financial performance of the banks. In this regard, this research has explored a model for evaluating accepted banks in Tehran Stock Exchange using the data envelopment analysis method. The purpose of this research is to apply the research method. Also, the data collection method is a direct observation, interview and library method and a tool for collecting data from stock databases. The statistical population of this study is Tehran Stock Exchange member banks. Selection of inputs and outputs of this research has been done according to similar research. Inputs include public and administrative costs, income and output, including net profit. Also, according to the analysis done by the DEA models, it is selected for performance evaluation. Finally, the unit is either efficient or inefficient, and efficient units with The Anderson and Pearson models were ranked and eventually the Bank of Pasargad and the Gwain Bank ranked.

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