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Title: Bank modelling methodologies: a comparative non-parametric analysis of efficiency in the Japanese banking sector
Authors: Drake, Leigh M.
Hall, Maximilian J.B.
Simper, Richard
Keywords: Efficiency
Slacks-based DEA
Japanese banking
Intermediation approach
Production approach
Profit/revenue approach
Issue Date: 2004
Abstract: Following triggered corporate bankruptcies, an increasing number of prediction models have emerged since 1960s. This study provides a critical analysis of methodologies and empirical findings of applications of these models across 10 different countries. The study’s empirical exercise finds that predictive accuracies of different corporate bankruptcy prediction models are, generally, comparable. Artificially Intelligent Expert System (AIES) models perform marginally better than statistical and theoretical models. Overall, use of Multiple Discriminant Analysis (MDA) dominates the research followed by logit models. Study deduces useful observations and recommendations for future research in this field.
Description: Economics Research Paper, no. 04-24
URI: https://dspace.lboro.ac.uk/2134/326
Appears in Collections:Working Papers (Economics)

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