Investment Management and Financial Innovations, cilt.3, sa.2, ss.217-231, 2006 (Scopus)
The objective of this study is to measure and evaluate the efficiency of commercial banks in Turkey using a Data Envelopment Analysis (DEA) and Malmquist Productivity Index (MPI) methodologies. For this purpose, two outputs representing total loans and non-interest income, and four inputs representing the number of employees, physical capital, non-deposit funds and total deposits are selected for a two-year (2003-2004) period in the analysis. Using data for the year 2004, 11 of the 31 banks are found to be efficient under CRS, while 16 of them efficient under VRS assumption. Also, for the year 2003, 16 of the 31 banks have been calculated efficient under CRS while 23 of them efficient under VRS assumption. In addition to efficiencies of banks, it has been found that there is an increase of bank's efficiency changes over the time period of 2003-2004. In this paper, the DEA models are solved using a modeling system called LINDO (linear, interactive, discrete optimizer) 6.1 software package. © Selcuk Percin, Tuba Yakici Ayan, 2006.