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A DEA model for measuring financial intermediation

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F44555601%3A13440%2F21%3A43895711" target="_blank" >RIV/44555601:13440/21:43895711 - isvavai.cz</a>

  • Result on the web

    <a href="https://link.springer.com/article/10.1007%2Fs10644-020-09281-w" target="_blank" >https://link.springer.com/article/10.1007%2Fs10644-020-09281-w</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/s10644-020-09281-w" target="_blank" >10.1007/s10644-020-09281-w</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    A DEA model for measuring financial intermediation

  • Original language description

    It is common practice in data envelopment analysis to assess commercial banks by the efficiency that they display in their operations under different outlooks on their behaviour; yet, even the intermediation approach does not measure actually the success with which commercial banks or a banking sector fulfil their mission of financial intermediaries. Such an assessment is traditionally accomplished by means of the loan-to-deposit ratio that captures rather size or depth of financial intermediation, but no link is sought to best practices that are observed in the banking sector. The paper proposes a model of financial intermediation that permits assessing on a comparative basis the attainment in financial intermediation. The devised index of financial intermediation recognizes through weights that diverse outcomes of financial intermediation exhibit differentiated importance to the economy and is closely connected with the weighted slacks-based measure (WSBM). The WSBM that emerges in this respect encompasses only production variables that define financial intermediation (i.e. deposits and intermediated outputs) whilst other production variables are treated as non-discretionary. The model can be applied in variants for a single commercial bank in one specific year (Model I) or for aggregated bankyears such as one particular bank over the entire period or various banks in one year (Model II). The ideas are demonstrated on a data set of Slovak commercial banks for the period between 2008 and 2016 and the difference of the proposed approach with traditional efficiency measurement under the intermediation approach is discussed.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    10102 - Applied mathematics

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2021

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Economic Change and Restructuring

  • ISSN

    1573-9414

  • e-ISSN

  • Volume of the periodical

    54

  • Issue of the periodical within the volume

    2

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    32

  • Pages from-to

    339-370

  • UT code for WoS article

    000537675100001

  • EID of the result in the Scopus database

    2-s2.0-85085971946