Efficiency in the Czech banking industry: a non-parametric approach

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F12%3A%230001691" target="_blank" >RIV/47813059:19520/12:#0001691 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Efficiency in the Czech banking industry: a non-parametric approach

Popis výsledku v původním jazyce

This paper estimates the efficiency of the Czech commercial banks in the period 2001-2010 using the non-parametric Data Envelopment Analysis. We simultaneously use two alternative specifications - CCR model and BCR model - that differ in returns to scaleassumption. Differences in estimated efficiency scores of individual banks are quite large up to 70 percentage points. Largest banks perform significantly worse than mid-size and small banks. This efficiency gap decreases if variable returns to scale are considered in the estimation. The average efficiency in the banking sector remained nearly unchanged during the analysed period. Although each year is estimated separately one can observe a deterioration of average efficiency during the recent crisis period.

Název v anglickém jazyce

Efficiency in the Czech banking industry: a non-parametric approach

Popis výsledku anglicky

This paper estimates the efficiency of the Czech commercial banks in the period 2001-2010 using the non-parametric Data Envelopment Analysis. We simultaneously use two alternative specifications - CCR model and BCR model - that differ in returns to scaleassumption. Differences in estimated efficiency scores of individual banks are quite large up to 70 percentage points. Largest banks perform significantly worse than mid-size and small banks. This efficiency gap decreases if variable returns to scale are considered in the estimation. The average efficiency in the banking sector remained nearly unchanged during the analysed period. Although each year is estimated separately one can observe a deterioration of average efficiency during the recent crisis period.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

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

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

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Svazek periodika

60

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

10

Strana od-do

357-366

Kód UT WoS článku

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EID výsledku v databázi Scopus

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