Comparison of Banks and Ranking of Bank Loans Types on Based of Efficiency with Dea in Iran

Banks as financial and service-provider institutions in a society have a decisive role in the circulation of money and wealth of a country, so they have a special place in the economy of each country. Considering the importance of lending in quality of banks return and econom-ic decisions and increasing competition in banks, analysis and research in this area is neces-sary. Accordingly, in the present study, a data envelopment analysis model was used to evaluate and select the optimal portfolio of banks' listed loans in Tehran Stock Exchange for ۲۰۱۷. Bank loans were evaluated using data envelopment analysis method and based on a set of banking criteria whith the use Gams software. In this method, banks are ranked based on the highest score and then the most efficient banks are selected. Finally, in order to evaluate the effectiveness and usefulness of the proposed method, a case study has been used in Iranian banks, which the results of performance evaluation of each type of loans and bank has been extracted. The results of the present study indicated that out of all the lending, Pasar-gad, Parsian and Saman Banks had the best performance and the Sarmayeh, Dey and Gardeshgari Banks had the poorest performance.

Keywords:

Bank Performance , Optimum loans portfolios , Efficient frontier , Inefficient frontier , Data Envelopment Analysis