I am currently preparing for my PhD thesis and I would like to get acquainted with the most important new models for evaluating the financial performance of banks, especially from specialists
Dear Amina Bendjeddou ,
Here are some ideas:
Fukuyama, H., & Matousek, R. (2017). Modelling bank performance: A network DEA approach. European Journal of Operational Research, 259(2), 721-732.
Aras, G., Tezcan, N., & Furtuna, O. K. (2018). Multidimensional comprehensive corporate sustainability performance evaluation model: Evidence from an emerging market banking sector. Journal of cleaner production, 185, 600-609.
Shaverdi, M., Ramezani, I., Tahmasebi, R., & Rostamy, A. A. A. (2016). Combining fuzzy AHP and fuzzy TOPSIS with financial ratios to design a novel performance evaluation model. International Journal of Fuzzy Systems, 18(2), 248-262.
Al, K. S., & Başci, E. S. (2017). Financial institutions performance evaluation in a unique developing market using TOPSIS approach. Banks & bank systems, (12,№ 1), 54-59.
The following paper talks about evaluation of bank performance; you may want to check it out.
Using independent component analysis and network DEA to improve bank performance evaluation
TY Lin, SH Chiu - Economic Modelling, 2013 - Elsevier
Recomen: " Bank Performance: A Theoretical and Empirical Framework for the Analysis of Profitability, Competition, and Efficiency" Jacob A. Bikker, J. W.B. Bos
Article Bank Performance: A Theoretical and Empirical Framework for ...
In my opinion, the latest models used to assess the financial performance of banks take into account, on the one hand, the issue of improving Business Intelligence analytics, analyzing the correlation of current events in the banking environment with the achieved financial results, and, on the other hand, the issue of current updating of financial indicators creating the model in the conditions of emerging new risk categories affecting the functioning of banks and their clients. These new risk categories include, for example, specific impacts of the SARS-CoV-2 (Covid-19) coronavirus pandemic, climate change, international trade wars, etc. on the economic processes of the banking environment.
Best regards,
Dariusz Prokopowicz
Models that can effectively evaluate the following will be useful: 1.Capital Adequacy 2.Asset Quality 3.Management efficiency 4.Earning capacity 5.Liquidity management, and 6.Sensitivity analysis. All of these should be assessed in the light of effects of COVID-19 pandemic.
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