COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F19%3AA0000004" target="_blank" >RIV/47813059:19520/19:A0000004 - isvavai.cz</a>
Result on the web
<a href="https://akjournals.com/view/journals/032/69/3/article-p445.xml" target="_blank" >https://akjournals.com/view/journals/032/69/3/article-p445.xml</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1556/032.2019.69.3.6" target="_blank" >10.1556/032.2019.69.3.6</a>
Alternative languages
Result language
angličtina
Original language name
COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR
Original language description
The aim of the paper is to estimate cost efficiency and its determinants of the Czech and Slovak commercial banks within the period of 2005–2015. In this paper two-stage Data Envelopment Analysis (DEA) is used. In the first stage, I estimate the relative cost efficiency applying the input-oriented model with variable return to scale and find that the Czech banks were more cost efficient than the Slovak banks. The main reason of cost inefficiency is the excess of clients’ deposits in the banks’ balance sheet. In the second stage, we use the panel data analysis and estimated the determinants of cost efficiency in the two countries. We choose 8 bank-specific and macroeconomic factors that influence cost efficiency. The results show that the larger banks with higher liquidity risk and with a lower value of the net interest margin were more efficient. It confirms the reason of inefficiency determined from the DEA model. Banks were highly cost efficient during the economic expansion with a lower value of the inflation rate.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50202 - Applied Economics, Econometrics
Result continuities
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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Oeconomica
ISSN
0001-6373
e-ISSN
1588-2659
Volume of the periodical
69
Issue of the periodical within the volume
3
Country of publishing house
HU - HUNGARY
Number of pages
22
Pages from-to
445-466
UT code for WoS article
000491065800006
EID of the result in the Scopus database
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