Banking efficiency in the Visegrad Group according to Data Envelopment Analysis with the risk component

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

Banking efficiency in the Visegrad Group according to Data Envelopment Analysis with the risk component

Popis výsledku v původním jazyce

The nowadays situation in the banking industry is discussed all around the world. The region of Central Europe and especially countries of the Visegrad Group have to keep up with a lot of changes of the recent history - political and economical development, rules of the European Commission or the 2008 crisis. There are many studies which evaluate efficiency of banking industry in the Visegrad Group. Generally, these studies evaluate the efficiency under certainty and for small sample. The problem is missing data or the lack of data which may cause imprecise results. The aim of this paper is to determine the efficiency of the banking industry in Visegrad Group for some of the banks and include into the analysis the risk component. The technical efficiency of banks in the Visegrad Group is estimated for years from 2011 to 2013. The special Slack-based measure type of DEA models with the risk component are used. The development of calculated technical efficiency is analysed in the cross section among the units, in the time and based on size. Also the influence of the risk variable is analysed as well.

Název v anglickém jazyce

Banking efficiency in the Visegrad Group according to Data Envelopment Analysis with the risk component

Popis výsledku anglicky

The nowadays situation in the banking industry is discussed all around the world. The region of Central Europe and especially countries of the Visegrad Group have to keep up with a lot of changes of the recent history - political and economical development, rules of the European Commission or the 2008 crisis. There are many studies which evaluate efficiency of banking industry in the Visegrad Group. Generally, these studies evaluate the efficiency under certainty and for small sample. The problem is missing data or the lack of data which may cause imprecise results. The aim of this paper is to determine the efficiency of the banking industry in Visegrad Group for some of the banks and include into the analysis the risk component. The technical efficiency of banks in the Visegrad Group is estimated for years from 2011 to 2013. The special Slack-based measure type of DEA models with the risk component are used. The development of calculated technical efficiency is analysed in the cross section among the units, in the time and based on size. Also the influence of the risk variable is analysed as well.

Druh

D - Stať ve sborníku

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název statě ve sborníku

Managing and Modelling of Financial Risks : proceedings of the 8th international scientific conference : September 5-6, 2016, Ostrava, Czech Republic

ISBN

978-80-248-3994-3

ISSN

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e-ISSN

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Počet stran výsledku

6

Strana od-do

345-350

Název nakladatele

VŠB - Technical University of Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

5. 9. 2016

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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