COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F19%3AA0000004" target="_blank" >RIV/47813059:19520/19:A0000004 - isvavai.cz</a>

Výsledek na webu

<a href="https://akjournals.com/view/journals/032/69/3/article-p445.xml" target="_blank" >https://akjournals.com/view/journals/032/69/3/article-p445.xml</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1556/032.2019.69.3.6" target="_blank" >10.1556/032.2019.69.3.6</a>

Jazyk výsledku

angličtina

Název v původním jazyce

COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR

Popis výsledku v původním jazyce

The aim of the paper is to estimate cost efficiency and its determinants of the Czech and Slovak commercial banks within the period of 2005–2015. In this paper two-stage Data Envelopment Analysis (DEA) is used. In the first stage, I estimate the relative cost efficiency applying the input-oriented model with variable return to scale and find that the Czech banks were more cost efficient than the Slovak banks. The main reason of cost inefficiency is the excess of clients’ deposits in the banks’ balance sheet. In the second stage, we use the panel data analysis and estimated the determinants of cost efficiency in the two countries. We choose 8 bank-specific and macroeconomic factors that influence cost efficiency. The results show that the larger banks with higher liquidity risk and with a lower value of the net interest margin were more efficient. It confirms the reason of inefficiency determined from the DEA model. Banks were highly cost efficient during the economic expansion with a lower value of the inflation rate.

Název v anglickém jazyce

COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR

Popis výsledku anglicky

The aim of the paper is to estimate cost efficiency and its determinants of the Czech and Slovak commercial banks within the period of 2005–2015. In this paper two-stage Data Envelopment Analysis (DEA) is used. In the first stage, I estimate the relative cost efficiency applying the input-oriented model with variable return to scale and find that the Czech banks were more cost efficient than the Slovak banks. The main reason of cost inefficiency is the excess of clients’ deposits in the banks’ balance sheet. In the second stage, we use the panel data analysis and estimated the determinants of cost efficiency in the two countries. We choose 8 bank-specific and macroeconomic factors that influence cost efficiency. The results show that the larger banks with higher liquidity risk and with a lower value of the net interest margin were more efficient. It confirms the reason of inefficiency determined from the DEA model. Banks were highly cost efficient during the economic expansion with a lower value of the inflation rate.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

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)<br>S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2019

Kód důvěrnosti údajů

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

Název periodika

Acta Oeconomica

ISSN

0001-6373

e-ISSN

1588-2659

Svazek periodika

69

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

HU - Maďarsko

Počet stran výsledku

22

Strana od-do

445-466

Kód UT WoS článku

000491065800006

EID výsledku v databázi Scopus

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