Analysis of Bank Efficiency: An Application of DEA Approach in the Czech Commercial Banks

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

Analysis of Bank Efficiency: An Application of DEA Approach in the Czech Commercial Banks

Popis výsledku v původním jazyce

In this article, we utilize Data Envelopment Analysis (DEA) approach to estimate the relative efficiencies of the Czech commercial banks from the year 2010 to the year 2013. Each bank is modeled as a linear system with some inputs and outputs. Inputs andoutputs for this issue are selected with the help of intermediation approach that found Sealey and Lindley in (1977). Inputs are considered as taken client deposits, capital and personal costs per employee and outputs are denoted net loans and net interest income. All these inputs and outputs are extracted from annual reports of the Czech commercial banks which were during the period reviewed occurred at the territory of the Czech Republic. The main DEA models - CCR and BCC, are used. The results of these applications are paired with the results of other previous studies e.g. efficiency of banks in the V4 countries, Stavárek in (2005) and the DEA theory. Similarly to the previous studies this article summarizes the different approaches

Název v anglickém jazyce

Analysis of Bank Efficiency: An Application of DEA Approach in the Czech Commercial Banks

Popis výsledku anglicky

In this article, we utilize Data Envelopment Analysis (DEA) approach to estimate the relative efficiencies of the Czech commercial banks from the year 2010 to the year 2013. Each bank is modeled as a linear system with some inputs and outputs. Inputs andoutputs for this issue are selected with the help of intermediation approach that found Sealey and Lindley in (1977). Inputs are considered as taken client deposits, capital and personal costs per employee and outputs are denoted net loans and net interest income. All these inputs and outputs are extracted from annual reports of the Czech commercial banks which were during the period reviewed occurred at the territory of the Czech Republic. The main DEA models - CCR and BCC, are used. The results of these applications are paired with the results of other previous studies e.g. efficiency of banks in the V4 countries, Stavárek in (2005) and the DEA theory. Similarly to the previous studies this article summarizes the different approaches

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

2014

Kód důvěrnosti údajů

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

Název statě ve sborníku

Mathematical Methods in Economics, MME 2014 : 32nd international conference : September 10-12, 2014, Olomouc, Czech Republic : conference proceedings

ISBN

978-80-244-4209-9

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

118 - 123

Název nakladatele

Palacký University

Místo vydání

Olomouc

Místo konání akce

Olomouc

Datum konání akce

10. 9. 2014

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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