Estimation of banking efficiency determinants in the Czech Republic

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003710" target="_blank" >RIV/47813059:19520/15:#0003710 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Estimation of banking efficiency determinants in the Czech Republic
Original language description
The aim of this paper is to estimate the banking efficiency determinants of the Czech commercial banks during the period 2001-2013. For estimation of banking efficiency we applied the Data Envelopment Analysis on data of the Czech commercial banks. We simultaneously use two alternative specifications of Data Envelopment Analysis approach, specifically CCR model and BCC model that differ in returns to scale assumption. The determinants of banking efficiency were estimated using the panel data analysis. The results of the paper show that the level of capitalization, credit risk, liquidity risk and riskiness of portfolio had a positive impact on banking efficiency. Gross domestic product per capita had a negative impact on banking efficiency. We found that in BCC model, the liquidity risk and riskiness of portfolio had a positive impact on efficiency in the Czech banking sector. Other determinants were not statistical significant in this model. Banks with a higher ratio of loans to deposi
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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