A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86098089" target="_blank" >RIV/61989100:27510/16:86098089 - isvavai.cz</a>
Result on the web
<a href="http://mme2016.tul.cz/conferenceproceedings/mme2016_conference_proceedings.pdf" target="_blank" >http://mme2016.tul.cz/conferenceproceedings/mme2016_conference_proceedings.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group
Original language description
Data Envelopment Analysis (DEA) is widely used mathematical programming ap-proach for comparing the inputs and outputs of a set of homogenous Decision Making Units (DMUs) by evaluating their relative efficiency. This paper focuses on this financing issue using a two-stage DEA model for 62 financial institutions in Vis-egrad Four countries in year 2013. The first stage measures fund collection efficien-cy and the second stage calculates operational efficiency of investment process. The estimated overall technical efficiency of the two-stage indicates that on aver-age, deposits were under-produced in the first stage of production. Inefficient banks produce inside the production possibility set and should be able to simultaneously expand loans and securities given inputs and an appropriate choice of deposits if they become efficient. As a consequence, the underproduction of deposits resulted in fewer loans and securities investments. The results also found that the two-stage network system is superior to traditional DEA in the banking sector and confirmed that the traditional DEA approach overestimates efficiency scores.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
34th International Conference Mathematical Methods in Economics (MME) : proceedings papers
ISBN
978-80-7494-296-9
ISSN
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e-ISSN
neuvedeno
Number of pages
6
Pages from-to
254-259
Publisher name
Technická univerzita Liberec
Place of publication
Liberec
Event location
Liberec
Event date
Sep 6, 2016
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000385239500044

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