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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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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
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