engleski

AHP Based Model for Bank Perfomance Evaluation and Rating

This paper presents a multicriteria model for the bank performance evaluation. The model is based on the AHP method (Analytical Hierarchy Process), and it enables the integration of the quantitative data (measured by selected financial ratios) and qualitative data by which the bank features and some internal and external environment factors are described. The financial ratios used in the model are selected in accordance with the established results of the research on their correlation with different levels of the bank’s efficiency, measured by means of Data Envelopment Analysis method. In the qualitative analysis, such features of the bank are used, which are usually included in specific analyses of the qualitative rating of banks, as well as in SWOT analysis, which is also used in the analysis of the business potential of a bank. The result of the evaluation of the sample of the Croatian banks by this model is presented.

Bank performance evaluation; financial ratios; Analytic Hierarchy Process; Data Envelopment Analysis

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