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