This paper presents a comprehensive review of 196 studies which employ operational research (O.R.) and artificial intelligence (A.I.) techniques in the assessment of bank performance. Several key issues in the literature are highlighted. The paper also points to a number of directions for future...

This paper evaluates the performance of Egyptian banks during a period characterised by changes in economic policies. The Egyptian government's liberalisation policies in the early 1990s have had a positive or negative impact on the performance of the Egyptian banks. In addition, whether the...

The question of whether an industry experiencing rapid structural change will demonstrate productivity growth at the same time is unresolved. This paper uses a panel data sample of European airlines over the period of partial market liberalisation (1991–1995) to investigate whether...

Current directives issued by the Basel Committee have established value-at-risk (VaR) as the standard measure to quantify market risk. In view of the wide range of applications and regulatory requirements, the development of accurate techniques becomes a topic of prime importance. VaR should...

Basel III represents a crucial step in strengthening the capital rules underlying banking operations, aimed at reducing the probability and severity of a systemic crisis. Alongside two supplementary capital buffers, the Basel Committee of Banking Supervision imposed severe pressure on the...

In the wake of the subprime crisis of 2007 which uncovered shortfalls in capital levels of most financial institutions, the Basel Committee planned to strengthen current regulations contained in Basel II. While maintaining the Internal Model Approach based on Value-at-Risk, a stressed VaR...

This paper evaluates the performance of Egyptian banks during a period characterised by changes in economic policies. The Egyptian government's liberalisation policies in the early 1990s have had a positive or negative impact on the performance of the Egyptian banks. In addition, whether the...

This paper investigates the relevance of non-traditional activities in the estimation of bank efficiency els using a sample of 752 publicly quoted commercial banks from 87 countries around the world, allowing comparison of the impact of such activities under different levels of economic...

This study uses a sample of 715 banks from 95 countries and two-stage data envelopment analysis (DEA) to provide international evidence on the impact of regulations and supervision approaches on banks' efficiency. We first use DEA to estimate technical and scale efficiency. We then use Tobit...