Estimation of Banking Efficiency in the Czech Republic: Dynamic Data Envelopment Analysis

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F13%3A%230002296" target="_blank" >RIV/47813059:19520/13:#0002296 - isvavai.cz</a>

Výsledek na webu

—

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Estimation of Banking Efficiency in the Czech Republic: Dynamic Data Envelopment Analysis

Popis výsledku v původním jazyce

This paper estimates efficiency of the Czech commercial banks during the period 2001-2011. We applied the Dynamic Data Envelopment Analysis (DEA) on the data of the Czech commercial banks. The DEA measures the relative efficiency of a homogeneous set ofdecision-making units (DMUs) in their use of multiple inputs to produce multiple outputs. Dynamic Data Envelopment Analysis is a new approach which estimates performance of a group of DMUs during several periods of time. Results of Dynamic DEA models showed that the average efficiency computed under the assumption of constant returns to scale reached the value 86.7% and the average efficiency estimated under the assumption of variable returns to scale was 95.7%. The efficiency slightly increased in theanalysed period. The result of scale efficiency found that the main source of inefficiency is inaccurate size of biggest banks and also the excess of client deposits managed by Czech banks.

Název v anglickém jazyce

Estimation of Banking Efficiency in the Czech Republic: Dynamic Data Envelopment Analysis

Popis výsledku anglicky

This paper estimates efficiency of the Czech commercial banks during the period 2001-2011. We applied the Dynamic Data Envelopment Analysis (DEA) on the data of the Czech commercial banks. The DEA measures the relative efficiency of a homogeneous set ofdecision-making units (DMUs) in their use of multiple inputs to produce multiple outputs. Dynamic Data Envelopment Analysis is a new approach which estimates performance of a group of DMUs during several periods of time. Results of Dynamic DEA models showed that the average efficiency computed under the assumption of constant returns to scale reached the value 86.7% and the average efficiency estimated under the assumption of variable returns to scale was 95.7%. The efficiency slightly increased in theanalysed period. The result of scale efficiency found that the main source of inefficiency is inaccurate size of biggest banks and also the excess of client deposits managed by Czech banks.

Druh

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

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2013

Kód důvěrnosti údajů

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

Název periodika

DANUBE: Law and Economics Review

ISSN

1804-6746

e-ISSN

—

Svazek periodika

4

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

15

Strana od-do

261-275

Kód UT WoS článku

—

EID výsledku v databázi Scopus

—