Measuring the efficiency in the Czech banking industry: Data Envelopment Analysis and Malmquist index
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001862" target="_blank" >RIV/47813059:19520/12:#0001862 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Measuring the efficiency in the Czech banking industry: Data Envelopment Analysis and Malmquist index
Original language description
This paper estimates the technical efficiency and the efficiency change in the Czech commercial banks during the period 2001-2010. We applied the Data Envelopment Analysis and the Malmquist index on the data of the Czech banks. We simultaneously use twoalternative specifications of DEA approach, specifically CCR model and BCC model that differ in returns to scale assumption. The results of DEA models show that the average efficiency computed under the assumption of constant returns to scale ranges from49 to 85 % and the average efficiency estimated under the assumption of variable returns to scale ranges from 71 to 87 %. The results of the Malmquist index reached an annual average negative growth of -4.7%. This negative change can be dichotomized into efficiency change and technological change. Technological change reached an average annual negative growth of -5.6% and technical efficiency change improved average by 1%.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 30th International Conference Mathematical Methods in Economics
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
781-786
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné
Place of publication
Karviná
Event location
Karviná
Event date
Jan 1, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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