An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period

DISSERTATION WITH DISTINCTION

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Siddiqui, Huma Anjum (author)
منشور في: 2012
الموضوعات:
الوصول للمادة أونلاين:http://bspace.buid.ac.ae/handle/1234/112
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author Siddiqui, Huma Anjum
author_facet Siddiqui, Huma Anjum
author_role author
dc.creator.none.fl_str_mv Siddiqui, Huma Anjum
dc.date.none.fl_str_mv 2012-04
2013-05-21T07:45:39Z
2013-05-21T07:45:39Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv 100073
http://bspace.buid.ac.ae/handle/1234/112
dc.language.none.fl_str_mv en
dc.publisher.none.fl_str_mv The British University in Dubai (BUiD)
dc.subject.none.fl_str_mv data envelopment analysis
technical efficiency
UAE banks
financial crisis
United Arab Emirates (UAE)
banking sector
commercial banks
dc.title.none.fl_str_mv An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
dc.type.none.fl_str_mv Dissertation
description DISSERTATION WITH DISTINCTION
id budr_3ab54527aafed1b970bde6bfddc51784
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language_invalid_str_mv en
network_acronym_str budr
network_name_str The British University in Dubai repository
oai_identifier_str oai:bspace.buid.ac.ae:1234/112
publishDate 2012
publisher.none.fl_str_mv The British University in Dubai (BUiD)
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
spelling An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis periodSiddiqui, Huma Anjumdata envelopment analysistechnical efficiencyUAE banksfinancial crisisUnited Arab Emirates (UAE)banking sectorcommercial banksDISSERTATION WITH DISTINCTIONThe rapid growth and development of the UAE banking sector over the past decade has seen increased competitiveness, technological advancements, booming economic conditions as well as a global financial meltdown resulting in tighter regulatory norms and increased emphasis on operational efficiency. To this end, the present paper carries out a two stage analysis on 11 local commercial UAE banks, over the period of ‘2003-‘2010. In the first stage, the technical efficiency scores of the sample banks are computed with the help of the output oriented, variable returns to scale, Data Envelopment Analysis technique. The scores so arrived at in the first stage, were used in the second stage of the analysis, where the Tobit censored regression test was used to regress the dependent variables (the efficiency scores) against 4 selected variables, so as to understand whether these variables influence efficiency scores and if so, to what extent. The findings indicated that the UAE banking sector was affected by the financial crisis based on the pre crisis (i.e. ‘2003-‘2008) technical efficiency scores which reflected an ascending trend. Thereafter, a decline of 33.33% in the number of technically efficient banks was observed and it was inferred that DEA as a technique was able to reflect this trend. The results of the second stage analysis showed that the size of a bank, the profitability (in terms of net income) and the market share of each bank positively influenced the technical efficiency scores, where an increase in these independent variables led to improved efficiency scores. On the other hand, total equity (the proxy for bank capitalization) was found to be negatively related to efficiency scores, which meant banks with lower capitalization ratios had better efficiency levels and vice versa.The British University in Dubai (BUiD)2013-05-21T07:45:39Z2013-05-21T07:45:39Z2012-04Dissertationapplication/pdf100073http://bspace.buid.ac.ae/handle/1234/112enoai:bspace.buid.ac.ae:1234/1122021-10-06T12:05:52Z
spellingShingle An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
Siddiqui, Huma Anjum
data envelopment analysis
technical efficiency
UAE banks
financial crisis
United Arab Emirates (UAE)
banking sector
commercial banks
title An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
title_full An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
title_fullStr An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
title_full_unstemmed An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
title_short An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
title_sort An application of Data Envelopment Analysis to study the Technical Efficiency of UAE banks in the pre and post crisis period
topic data envelopment analysis
technical efficiency
UAE banks
financial crisis
United Arab Emirates (UAE)
banking sector
commercial banks
url http://bspace.buid.ac.ae/handle/1234/112