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Bank Performance Assessment: State of the Art and Perspectives

机译:银行绩效评估:最新进展和观点

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The paper presents two issues regarding the assessment of bank performance: the state of the art concerning the main contributions in the field focusing on the advantages and critiques regarding each performance assessment method (the traditional view, the intrinsic valuation of cash flows, the efficiency frontier and the combination of artificial neural networks with efficiency frontier) and acknowledging the high volatility and uncertainty of current financial markets a technique that relies on experts relevant experience and practical knowledge is defined. Considering the fact that non-financial information comprises elements that in the long run have an important impact over the financial information we propose a quantitative-qualitative framework on performance assessment that aims at providing a classification of the best/worst performing banks.
机译:本文提出了两个与银行绩效评估有关的问题:关于该领域主要贡献的最新技术,侧重于每种绩效评估方法的优势和批评(传统观点,现金流量的内在估值,效率前沿)以及将人工神经网络与效率前沿结合起来),并认识到当前金融市场的高波动性和不确定性,定义了一种依赖专家相关经验和实践知识的技术。考虑到非财务信息包括从长远来看对财务信息具有重要影响的要素这一事实,我们提出了绩效评估的定量定性框架,旨在对表现最佳/最差的银行进行分类。

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