Estimation of banking efficiency determinants in the Czech Republic
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F15%3A%230003710" target="_blank" >RIV/47813059:19520/15:#0003710 - isvavai.cz</a>
Výsledek na webu
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DOI - Digital Object Identifier
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Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Estimation of banking efficiency determinants in the Czech Republic
Popis výsledku v původním jazyce
The aim of this paper is to estimate the banking efficiency determinants of the Czech commercial banks during the period 2001-2013. For estimation of banking efficiency we applied the Data Envelopment Analysis on data of the Czech commercial banks. We simultaneously use two alternative specifications of Data Envelopment Analysis approach, specifically CCR model and BCC model that differ in returns to scale assumption. The determinants of banking efficiency were estimated using the panel data analysis. The results of the paper show that the level of capitalization, credit risk, liquidity risk and riskiness of portfolio had a positive impact on banking efficiency. Gross domestic product per capita had a negative impact on banking efficiency. We found that in BCC model, the liquidity risk and riskiness of portfolio had a positive impact on efficiency in the Czech banking sector. Other determinants were not statistical significant in this model. Banks with a higher ratio of loans to deposi
Název v anglickém jazyce
Estimation of banking efficiency determinants in the Czech Republic
Popis výsledku anglicky
The aim of this paper is to estimate the banking efficiency determinants of the Czech commercial banks during the period 2001-2013. For estimation of banking efficiency we applied the Data Envelopment Analysis on data of the Czech commercial banks. We simultaneously use two alternative specifications of Data Envelopment Analysis approach, specifically CCR model and BCC model that differ in returns to scale assumption. The determinants of banking efficiency were estimated using the panel data analysis. The results of the paper show that the level of capitalization, credit risk, liquidity risk and riskiness of portfolio had a positive impact on banking efficiency. Gross domestic product per capita had a negative impact on banking efficiency. We found that in BCC model, the liquidity risk and riskiness of portfolio had a positive impact on efficiency in the Czech banking sector. Other determinants were not statistical significant in this model. Banks with a higher ratio of loans to deposi
Klasifikace
Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
AH - Ekonomie
OECD FORD obor
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Návaznosti výsledku
Projekt
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Návaznosti
S - Specificky vyzkum na vysokych skolach
Ostatní
Rok uplatnění
2015
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název periodika
Journal of Applied Economic Sciences
ISSN
1843-6110
e-ISSN
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Svazek periodika
10
Číslo periodika v rámci svazku
2
Stát vydavatele periodika
RO - Rumunsko
Počet stran výsledku
9
Strana od-do
234-242
Kód UT WoS článku
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EID výsledku v databázi Scopus
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