Performance Measurement in Banking: Empirical Application to Central and Eastern Europe

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F18%3A00011113" target="_blank" >RIV/47813059:19520/18:00011113 - 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

Performance Measurement in Banking: Empirical Application to Central and Eastern Europe

Popis výsledku v původním jazyce

The aim of the book is to estimate the efficiency and profitability of banking sectors of ten Central and Eastern Europe countries within the period 2005-2015 and simultaneously parallel presentation of the main development trend in banking with an emphasis on the period of the global crisis and its subsequent effects. First, the banking performance is described with the theoretical concept of efficiency and profitability and also several indicators of the banking sector in Central and Eastern Europe (CEE) countries are compared. For measure of banking profitability return on assets, return on equity, cost to income ration and net interest income are calculated for commercial banks. The efficiency of banking sectors are estimated using Dynamic Data Envelopment Analysis (DEA) approach, non-oriented slacks-based measure model with assumption of variable returns to scale. The Dynamic DEA model formally addresses the activities in different interconnected time periods and this model estimates performance of a group of decision making units (DMUs) during several periods of time. Additionally, each DMU has carry-over variables that take into account a positive or negative factor in the previous period. Loan loss provision of banks are consider as carry-over variables. We take into account the affiliation of banks to the financial conglomerate, the bank's size, the level of capitalization as well as the liquidity of commercial banks.

Název v anglickém jazyce

Performance Measurement in Banking: Empirical Application to Central and Eastern Europe

Popis výsledku anglicky

The aim of the book is to estimate the efficiency and profitability of banking sectors of ten Central and Eastern Europe countries within the period 2005-2015 and simultaneously parallel presentation of the main development trend in banking with an emphasis on the period of the global crisis and its subsequent effects. First, the banking performance is described with the theoretical concept of efficiency and profitability and also several indicators of the banking sector in Central and Eastern Europe (CEE) countries are compared. For measure of banking profitability return on assets, return on equity, cost to income ration and net interest income are calculated for commercial banks. The efficiency of banking sectors are estimated using Dynamic Data Envelopment Analysis (DEA) approach, non-oriented slacks-based measure model with assumption of variable returns to scale. The Dynamic DEA model formally addresses the activities in different interconnected time periods and this model estimates performance of a group of decision making units (DMUs) during several periods of time. Additionally, each DMU has carry-over variables that take into account a positive or negative factor in the previous period. Loan loss provision of banks are consider as carry-over variables. We take into account the affiliation of banks to the financial conglomerate, the bank's size, the level of capitalization as well as the liquidity of commercial banks.

Druh

B - Odborná kniha

CEP obor

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OECD FORD obor

50200 - Economics and Business

Projekt

<a href="/cs/project/GA16-17796S" target="_blank" >GA16-17796S: Příslušnost k finanční skupině jako faktor ovlivňující výkonnost a riziko bank</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

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

ISBN

978-80-88260-13-4

Počet stran knihy

189

Název nakladatele

Professional Publishing

Místo vydání

Praha

Kód UT WoS knihy

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