The super-efficiency model and its use for ranking and identification of outliers

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F17%3A00010880" target="_blank" >RIV/47813059:19520/17:00010880 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.11118/actaun201765041371" target="_blank" >http://dx.doi.org/10.11118/actaun201765041371</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.11118/actaun201765041371" target="_blank" >10.11118/actaun201765041371</a>

Result language

angličtina

Original language name

The super-efficiency model and its use for ranking and identification of outliers

Original language description

This paper employs non-radial and non-oriented super-efficiency SBM model under the assumption of a variable return to scale to analyse performance of twenty-two Czech and Slovak domestic commercial banks in 2015. The banks were ranked according to asset-oriented and profit-oriented intermediation approach. We pooled the cross-country data and used them to define a common best-practice efficiency frontier. This allowed us to focus on determining relative differences in efficiency across banks. The average efficiency was evaluated separately on the "national" and "international" level. Based on the results of analysis can be seen that in Slovak banking sector the level of super-efficiency was lower compared to Czech banks. Also, the number of super-efficient banks was lower in a case of Slovakia under both approaches. The boxplot analysis was used to determine the outliers in the dataset. The results suggest that the exclusion of outliers led to the better statistical characteristic of estimated efficiency.

Czech name

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Czech description

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Type

J_SC - Article in a specialist periodical, which is included in the SCOPUS database

CEP classification

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OECD FORD branch

50202 - Applied Economics, Econometrics

Project

<a href="/en/project/GA16-17796S" target="_blank" >GA16-17796S: Affiliation with financial conglomerate as a determinant of performance and risk of banks</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

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

Name of the periodical

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Volume of the periodical

65

Issue of the periodical within the volume

4

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

12

Pages from-to

1371-1382

UT code for WoS article

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EID of the result in the Scopus database

2-s2.0-85028846205