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Banking efficiency in the Visegrad Group according to Data Envelopment Analysis with the risk component

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86097786" target="_blank" >RIV/61989100:27510/16:86097786 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Banking efficiency in the Visegrad Group according to Data Envelopment Analysis with the risk component

  • Original language description

    The nowadays situation in the banking industry is discussed all around the world. The region of Central Europe and especially countries of the Visegrad Group have to keep up with a lot of changes of the recent history - political and economical development, rules of the European Commission or the 2008 crisis. There are many studies which evaluate efficiency of banking industry in the Visegrad Group. Generally, these studies evaluate the efficiency under certainty and for small sample. The problem is missing data or the lack of data which may cause imprecise results. The aim of this paper is to determine the efficiency of the banking industry in Visegrad Group for some of the banks and include into the analysis the risk component. The technical efficiency of banks in the Visegrad Group is estimated for years from 2011 to 2013. The special Slack-based measure type of DEA models with the risk component are used. The development of calculated technical efficiency is analysed in the cross section among the units, in the time and based on size. Also the influence of the risk variable is analysed as well.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2016

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    Managing and Modelling of Financial Risks : proceedings of the 8th international scientific conference : September 5-6, 2016, Ostrava, Czech Republic

  • ISBN

    978-80-248-3994-3

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    345-350

  • Publisher name

    VŠB - Technical University of Ostrava

  • Place of publication

    Ostrava

  • Event location

    Ostrava

  • Event date

    Sep 5, 2016

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article