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Transactions: WSEAS TRANSACTIONS ON INFORMATION SCIENCE AND APPLICATIONS
Transactions ID Number: 53-108
Full Name: Fuh-Hwa Liu
Position: Professor
Age: ON
Sex: Male
Address: 1001 Daxue Road, Hsin Chu City, Taiwan 30010
Country: TAIWAN
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E-mail address: fliu@mail.nctu.edu.tw
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Title of the Paper: Identifying bank failures with two-stage data envelopment analysis in the worst-case scenario: the case of taiwan banks
Authors as they appear in the Paper: Fuh-Hwa Franklin Liu, Cheng-Li Chen
Email addresses of all the authors: fliu@mail.nctu.edu.tw, chengli5427@yahoo.com.tw
Number of paper pages: 10
Abstract: In the banking industry, the production process can be described as a two-stage process. There are a number of published data envelopment analysis (DEA) papers that study the bank performance with two-stage model. However, none of them is applied to identify bank failure. In fact, only one of them deals with negative profit data. In the real world, failed banks or firms often produced negative profit for several years before they went into bankruptcy. To fit this situation this paper introduces a two-stage worst-practice frontier DEA (WPF-DEA) model that can deal with negative profit data and effectively identify failed bank(s) in the worse-case scenario. This model is applied in an empirical study. The result is then compared with the result from a two-stage best-practice frontier DEA model to show the adequacy of WPF-DEA model for identifying failed bank(s) in the worst-case scenario.
Keywords: Data envelopment analysis, Two-stage, Bankruptcy, Worst-case scenario, Worst-practice frontier.
EXTENSION of the file: .doc
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