한국해양대학교

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The Comparative Study on Russian and Korean Commercial Banks Efficiency. Based on the Measurement of Relative Efficiency Using the Data Envelopment Analysis.

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dc.contributor.author VIACHESLAVDEN -
dc.date.accessioned 2017-02-22T05:17:50Z -
dc.date.available 2017-02-22T05:17:50Z -
dc.date.issued 2016 -
dc.date.submitted 57097-01-20 -
dc.identifier.uri http://kmou.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000002235603 ko_KR
dc.identifier.uri http://repository.kmou.ac.kr/handle/2014.oak/8483 -
dc.description.abstract Data Envelopment Analysis (자료 포락 분석, DEA)를 사용하여, 본 논문는 2010-2014 년에 가장 큰 10 러시아와 한국은행들의 상대적 효율성을 측정하는 것을 목표로 한다. 실증분석결과에 의하면 2010-2014 년에 가장 큰 러시아와 한국은행들은 거의 동일한 상대효율수준에서 작동하였다. 게다가 한국은행들은 약간 더 효과적이었다. 2010-2014 년에 한국은행들은 전체기술효율성 (OTE)에 감소하는 추세를 보였다. 하지만 러시아은행들은 2011 년에 상당히 감소한 후에 증가하는 경향을 보였다. 샘플에 있는 은행들은 모두 상대적으로 효율적인 관리를 하는 경향이 있다. 샘플 은행들 중에서 상대적으로 전반적인 기술의 비효율성 (OTIE)에 대한 주된 이유는 가장 생산적인 규모의 크기로 작동할 수 없다는 것이다. 샘플에서 Decrease Returns to Scale (DRS) 추세는 지배적 스케일 비효율성의 유형이다. 비용 절감 및 상대 효율을 달성하기 위해, 연산의 다운스케일링이 적절할 수 있다. -
dc.description.abstract Using data envelopment analysis (DEA), the present study aims to measure the relative efficiencies of ten largest (capital-wise) Russian and Korean commercial banks in 2010-2014 periods. The empirical results reveal that in 2010-2014 largest Russian and Korean banks operated at almost the same relative efficiency level while Korean banks were slightly more effective. Korean banks have shown a decreasing overall technical efficiency trend in 2010-2014 periods, while their Russian counterparts have shown an increasing trend after a substantial decline in 2011. Both Russian and Korean commercial banks from the sample tend to have a relatively effective management. The main reason for their relative overall technical inefficiency is inability to operate at most productive scale size. Decreasing returns-to-scale trend is a predominant form of scale inefficiency among the DMUs in the sample. Operational downscaling might be appropriate, in order to achieve cost reduction and relative efficiency. -
dc.description.tableofcontents 1. Introduction .................................................................................................................................. 8 2. Literature Review ..................................................................................................................... 10 3. Russian and Korean Banking History and Overview .............................................................. 13 3.1 Russian Banking System Overview ....................................................................................... 13 3.2 South Korean Banking System Overview ............................................................................. 19 4. Methodology ............................................................................................................................... 30 4.1 Data Envelopment Analysis ................................................................................................... 30 4.2 DEA Model Input and Output Orientation ............................................................................ 32 4.3 Constant Returns to Scale model (CCR model) ................................................................... 32 4.4 Variable Returns to Scale model (BCC model) .................................................................... 35 4.5 Technical and Scale Efficiencies ........................................................................................... 36 4.6 Choosing Inputs and Outputs ................................................................................................. 38 5. Data and Empirical Analysis .................................................................................................... 40 5.1 Data ......................................................................................................................................... 40 5.2 Results and Interpretations .................................................................................................... 41 6. Summary and Conclusions ........................................................................................................ 51 References ..................................................................................................................................... 53 -
dc.language eng -
dc.publisher The Graduate School of Korea Maritime and Ocean University -
dc.title The Comparative Study on Russian and Korean Commercial Banks Efficiency. Based on the Measurement of Relative Efficiency Using the Data Envelopment Analysis. -
dc.title.alternative 한국과 러시아 상업은행들의 효율성 비교연구 -
dc.type Thesis -
dc.date.awarded 2016-02 -
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무역학과 > Thesis
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