Title
Višekriterijumski pristup kreiranju kompozitnih indeksa poslovne uspešnosti banaka u Republici Srbiji
Creator
Marjanović, Ivana, 1989-
CONOR:
30676071
Copyright date
2022
Object Links
Select license
Autorstvo-Nekomercijalno-Bez prerade 3.0 Srbija (CC BY-NC-ND 3.0)
License description
Dozvoljavate samo preuzimanje i distribuciju dela, ako/dok se pravilno naznačava ime autora, bez ikakvih promena dela i bez prava komercijalnog korišćenja dela. Ova licenca je najstroža CC licenca. Osnovni opis Licence: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/deed.sr_LATN. Sadržaj ugovora u celini: http://creativecommons.org/licenses/by-nc-nd/3.0/rs/legalcode.sr-Latn
Language
Serbian
Cobiss-ID
Theses Type
Doktorska disertacija
description
Datum odbrane: 21.04.2023.
Other responsibilities
član komisije
Marinković, Srdjan
član komisije
Mimović, Predrag
član komisije
Popović, Zoran
član komisije
Papathanasiou, Jason
Academic Expertise
Društveno-humanističke nauke
University
Univerzitet u Nišu
Faculty
Ekonomski fakultet
Group
Katedra za ekonomiku i organizaciju preduzeća
Alternative title
Multi-criteria approach to creating composite indices of banks' business performance in the Republic of Serbia
Publisher
[I. D. Marjanović]
Format
[15], 296 листова
description
Biografija autora: list [297]
Bibliografija: list. 191-221
description
Mathematics and statistics in economy
Abstract (en)
Impartial measurement and comparison of bank performance, as a set of relatively homogeneous and comparable entities operating in the same legal and economic framework, is possible only by applying appropriate mathematical and statistical methods, and recently the application of multicriteria analysis methods has become more important. The banking sector of the Republic of Serbia has experienced substantial changes in the previous period as a result of a comprehensive reform that regulated the banking system, enabled the entry of foreign capital and created a competitive environment. Bearing in mind that one of the determinants of the competitive position is the level of achieved business success, it is necessary to quantify the achieved business success along with the determination of the success factors so as to improve the banks’ operations. The research conducted in the dissertation aims to compensate for the shortcomings of existing indicators and systems for measuring bank performance by proposing a theoretical and methodological framework for creating a composite index of business performance of banks based on multicriteria analysis methods. Composite indices of business performance of banks, which continuously (with changes in ownership) operated in the Republic of Serbia, were created for the quarterly periods from 2005 to 2020 based on data from the balance sheet and income statement of banks. It was found that the results depend on the chosen weighting scheme and the chosen aggregation scheme, with statistically significant differences between the order of banks based on composite indices obtained by linear aggregation and the order of banks based on composite indices obtained by non-compensatory multicriteria method. objective methods for determining the weight coefficients of the criteria and order of composite indices obtained by applying the approach of equal weight determination. In addition, the determinants of the achieved level of business performance of banks were analysed and it was determined that the size of the bank, type of ownership, market share, bank stability, market concentration, crisis and inflation are significant determinants of overall business performance.
Authors Key words
kompozitni indeks, agregiranje, ponderisanje, PROMETHEE metod, bankarske institucije, panel podaci
Authors Key words
composite index, aggregation, weighting, PROMETHEE method, banking institutions, panel data
Classification
330.4(043.3)
336.71(497.11)(043.3)
Subject
S 180
Type
Tekst
Abstract (en)
Impartial measurement and comparison of bank performance, as a set of relatively homogeneous and comparable entities operating in the same legal and economic framework, is possible only by applying appropriate mathematical and statistical methods, and recently the application of multicriteria analysis methods has become more important. The banking sector of the Republic of Serbia has experienced substantial changes in the previous period as a result of a comprehensive reform that regulated the banking system, enabled the entry of foreign capital and created a competitive environment. Bearing in mind that one of the determinants of the competitive position is the level of achieved business success, it is necessary to quantify the achieved business success along with the determination of the success factors so as to improve the banks’ operations. The research conducted in the dissertation aims to compensate for the shortcomings of existing indicators and systems for measuring bank performance by proposing a theoretical and methodological framework for creating a composite index of business performance of banks based on multicriteria analysis methods. Composite indices of business performance of banks, which continuously (with changes in ownership) operated in the Republic of Serbia, were created for the quarterly periods from 2005 to 2020 based on data from the balance sheet and income statement of banks. It was found that the results depend on the chosen weighting scheme and the chosen aggregation scheme, with statistically significant differences between the order of banks based on composite indices obtained by linear aggregation and the order of banks based on composite indices obtained by non-compensatory multicriteria method. objective methods for determining the weight coefficients of the criteria and order of composite indices obtained by applying the approach of equal weight determination. In addition, the determinants of the achieved level of business performance of banks were analysed and it was determined that the size of the bank, type of ownership, market share, bank stability, market concentration, crisis and inflation are significant determinants of overall business performance.
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