Measuring the efficiency in the Czech banking industry: Data Envelopment Analysis and Malmquist index

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Measuring the efficiency in the Czech banking industry: Data Envelopment Analysis and Malmquist index

Popis výsledku v původním jazyce

This paper estimates the technical efficiency and the efficiency change in the Czech commercial banks during the period 2001-2010. We applied the Data Envelopment Analysis and the Malmquist index on the data of the Czech banks. We simultaneously use twoalternative specifications of DEA approach, specifically CCR model and BCC model that differ in returns to scale assumption. The results of DEA models show that the average efficiency computed under the assumption of constant returns to scale ranges from49 to 85 % and the average efficiency estimated under the assumption of variable returns to scale ranges from 71 to 87 %. The results of the Malmquist index reached an annual average negative growth of -4.7%. This negative change can be dichotomized into efficiency change and technological change. Technological change reached an average annual negative growth of -5.6% and technical efficiency change improved average by 1%.

Název v anglickém jazyce

Measuring the efficiency in the Czech banking industry: Data Envelopment Analysis and Malmquist index

Popis výsledku anglicky

This paper estimates the technical efficiency and the efficiency change in the Czech commercial banks during the period 2001-2010. We applied the Data Envelopment Analysis and the Malmquist index on the data of the Czech banks. We simultaneously use twoalternative specifications of DEA approach, specifically CCR model and BCC model that differ in returns to scale assumption. The results of DEA models show that the average efficiency computed under the assumption of constant returns to scale ranges from49 to 85 % and the average efficiency estimated under the assumption of variable returns to scale ranges from 71 to 87 %. The results of the Malmquist index reached an annual average negative growth of -4.7%. This negative change can be dichotomized into efficiency change and technological change. Technological change reached an average annual negative growth of -5.6% and technical efficiency change improved average by 1%.

Druh

D - Stať ve sborníku

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 statě ve sborníku

Proceedings of 30th International Conference Mathematical Methods in Economics

ISBN

978-80-7248-779-0

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

781-786

Název nakladatele

Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné

Místo vydání

Karviná

Místo konání akce

Karviná

Datum konání akce

1. 1. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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