Eciency Measurement of the Commercial Banks with the Use of DEA Approach

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

Eciency Measurement of the Commercial Banks with the Use of DEA Approach

Popis výsledku v původním jazyce

Data Envelopment Analysis (DEA) approach is used to estimate the relative efficiencies for Czech commercial banks for the year 2012. Each bank is modeled as a linear system with multiple inputs and outputs. Inputs are defined as taken client deposits, capital and personal costs per employee. As outputs are denoted net loans and net interest income. All inputs and outputs are found out from annual reports of the twenty-two czech commercial banks. There are used the main methods of the DEA approach as CCRmodel and BCC model. The results of these applications are paired with the results of other previous studies e.g. Stavárek (2005) and the DEA theory. Stavárek (2005) found out that the best model for these types of the problem is BCC model. This is seenin this paper too. And also there is showed that the best model is BCC input oriented model. To estimate the relative efficiency of the chosen DMU?s the MS Excel and DEAFrontier are used.

Název v anglickém jazyce

Eciency Measurement of the Commercial Banks with the Use of DEA Approach

Popis výsledku anglicky

Data Envelopment Analysis (DEA) approach is used to estimate the relative efficiencies for Czech commercial banks for the year 2012. Each bank is modeled as a linear system with multiple inputs and outputs. Inputs are defined as taken client deposits, capital and personal costs per employee. As outputs are denoted net loans and net interest income. All inputs and outputs are found out from annual reports of the twenty-two czech commercial banks. There are used the main methods of the DEA approach as CCRmodel and BCC model. The results of these applications are paired with the results of other previous studies e.g. Stavárek (2005) and the DEA theory. Stavárek (2005) found out that the best model for these types of the problem is BCC model. This is seenin this paper too. And also there is showed that the best model is BCC input oriented model. To estimate the relative efficiency of the chosen DMU?s the MS Excel and DEAFrontier are used.

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

MEKON 2014 : the CD of participants' reviewed papers from 16th international conference : February 5-6, 2014, Ostrava

ISBN

978-80-248-3316-3

ISSN

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e-ISSN

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Počet stran výsledku

11

Strana od-do

461-471

Název nakladatele

VŠB-Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

5. 2. 2014

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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