قياس درجة الكفاءة التشغيلية و دورها في إدارة مخاطر السيولة في البنوك التجارية باستخدام أسلوب تحليل مغلف البيانات "DEA" : دراسة حالة لبنك الخليج الجزائر AGB للفترة 2010-2015

Abstract EN

The study aims to measure the degree of operational efficiency of the Bank Gulf AGB, and extent of its management of liquidity risk during the period 2010-2015 by the envelope data analysis.

Through the provision of basic concepts of efficiency, the development of risk management in commercial banks methods especially in light of the intensity of competition in the banking sector.

Moreover as well as the complexity of banking operations, with the development of the use of technology on several levels, which creates difficulties, periodic, suddenness risk makes it imperative for the bank to take all precautionary policies and treatment necessary.

Also, activate the role of the oversight of management, with the implementation of all regulations and international standards for capital adequacy and corporate governance banking.

Through this study, the researchers using the envelope data DEA in measuring the degree of operational efficiency of Algeria Gulf Bank in the management analysis method technique liquidity risk, because the input and bank outputs are characterized Balchab and differentiation has been focusing on some of them, so choosing the samples as next: input (debt - the general expenses of the exploitation), outputs (loans - general banking risk fund - provision for risks and burdens), have reached through this study to fruition Algeria Gulf Bank degree of technical competence and large volumetric in the management of its resources, he extent of liquidity risk surrounding it, despite some of the problems suffered by the year 2013.