An integrated Data Envelopment Analysis (DEA) and hedge accounting approach for risk management efficiency measurment: Evidence from derivative market in Asia-Pacific banks.
Shahsuzan ZakariaSardar M. N. IslamPublished in: IEEM (2014)
Keyphrases
- data envelopment analysis
- risk management
- dea model
- risk evaluation
- asia pacific
- dea models
- multiple objective programming
- decision making units
- internet banking
- commercial banks
- financial institutions
- financial services
- input output
- financial markets
- efficient frontier
- decision support system
- risk assessment
- risk analysis
- multi criteria
- linear programming
- north america
- project management
- operational risk
- databases
- stock market
- statistical analysis
- computational intelligence
- decision making
- data mining