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Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis

This paper examines Bank Negara Malaysia (BNM) twelve year to year efficiency levels by employing two competing frontier analyses namely Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA).The data covers a 12-year time periods from 2000 to 2012 except 2010, and five variables are...

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Main Authors: Mat Kasim, Maznah, Baten, Md Azizul, Ramli, Razamin
Format: Article
Language:English
Published: GBSE 2016
Subjects:
QA75 Electronic computers. Computer science
Online Access:http://repo.uum.edu.my/20667/1/GBSE%208-103%202016%2098%20103.pdf
http://repo.uum.edu.my/20667/
http://gbse.com.my/isimarch16/GBSE%201(1)%2098-103%20(March%202016).pdf
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spelling my.uum.repo.206672017-01-18T06:58:46Z http://repo.uum.edu.my/20667/ Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis Mat Kasim, Maznah Baten, Md Azizul Ramli, Razamin QA75 Electronic computers. Computer science This paper examines Bank Negara Malaysia (BNM) twelve year to year efficiency levels by employing two competing frontier analyses namely Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA).The data covers a 12-year time periods from 2000 to 2012 except 2010, and five variables are considered where Net Profit (NP) and Loans & Advances (LA) are the outputs, while total assets, risk reserve and total deposit are the input variables.The results show that DEA gives the lowest average efficiency level at 0.936, while LA Stochastic Frontier model estimates the highest average year wise efficiency at 0.992, and the NP Stochastic Frontier model is the second highest (0.934).With all three efficiency averages of more than 0.9, BNM is at the positive phase to increase its outputs, which are NP and LA by using the same inputs. GBSE 2016-03 Article PeerReviewed application/pdf en http://repo.uum.edu.my/20667/1/GBSE%208-103%202016%2098%20103.pdf Mat Kasim, Maznah and Baten, Md Azizul and Ramli, Razamin (2016) Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis. Journal of Global Business and Social Entrepreneurship (GBSE), 1 (1). pp. 98-103. ISSN 2462-1714 http://gbse.com.my/isimarch16/GBSE%201(1)%2098-103%20(March%202016).pdf
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic QA75 Electronic computers. Computer science
spellingShingle QA75 Electronic computers. Computer science
Mat Kasim, Maznah
Baten, Md Azizul
Ramli, Razamin
Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
description This paper examines Bank Negara Malaysia (BNM) twelve year to year efficiency levels by employing two competing frontier analyses namely Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA).The data covers a 12-year time periods from 2000 to 2012 except 2010, and five variables are considered where Net Profit (NP) and Loans & Advances (LA) are the outputs, while total assets, risk reserve and total deposit are the input variables.The results show that DEA gives the lowest average efficiency level at 0.936, while LA Stochastic Frontier model estimates the highest average year wise efficiency at 0.992, and the NP Stochastic Frontier model is the second highest (0.934).With all three efficiency averages of more than 0.9, BNM is at the positive phase to increase its outputs, which are NP and LA by using the same inputs.
format Article
author Mat Kasim, Maznah
Baten, Md Azizul
Ramli, Razamin
author_facet Mat Kasim, Maznah
Baten, Md Azizul
Ramli, Razamin
author_sort Mat Kasim, Maznah
title Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
title_short Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
title_full Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
title_fullStr Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
title_full_unstemmed Year over year efficiencies of Bank Negara Malaysia: Data envelopment analysis versus stochastic frontier analysis
title_sort year over year efficiencies of bank negara malaysia: data envelopment analysis versus stochastic frontier analysis
publisher GBSE
publishDate 2016
url http://repo.uum.edu.my/20667/1/GBSE%208-103%202016%2098%20103.pdf
http://repo.uum.edu.my/20667/
http://gbse.com.my/isimarch16/GBSE%201(1)%2098-103%20(March%202016).pdf
_version_ 1644283020865175552
score 13.211869

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