Using DEA window analysis and the Malmquist index to evaluate the operations of Canadian Schedule I banks

This paper presents an application of the DEA analysis of 7 largest Canadian Schedule I banks. The efficiency scores for the involved banks in a 10-year period from 1998-2007 were obtained from DEA window analysis. The Malmquist productivity index was used to calculate the productivity changes. The results from DEA model were analyzed and compared with economy development in Canada within the study period. A good agreement between the model result and real economic situation was observed.