A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F16%3A86098089" target="_blank" >RIV/61989100:27510/16:86098089 - isvavai.cz</a>

Výsledek na webu

<a href="http://mme2016.tul.cz/conferenceproceedings/mme2016_conference_proceedings.pdf" target="_blank" >http://mme2016.tul.cz/conferenceproceedings/mme2016_conference_proceedings.pdf</a>

DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group

Popis výsledku v původním jazyce

Data Envelopment Analysis (DEA) is widely used mathematical programming ap-proach for comparing the inputs and outputs of a set of homogenous Decision Making Units (DMUs) by evaluating their relative efficiency. This paper focuses on this financing issue using a two-stage DEA model for 62 financial institutions in Vis-egrad Four countries in year 2013. The first stage measures fund collection efficien-cy and the second stage calculates operational efficiency of investment process. The estimated overall technical efficiency of the two-stage indicates that on aver-age, deposits were under-produced in the first stage of production. Inefficient banks produce inside the production possibility set and should be able to simultaneously expand loans and securities given inputs and an appropriate choice of deposits if they become efficient. As a consequence, the underproduction of deposits resulted in fewer loans and securities investments. The results also found that the two-stage network system is superior to traditional DEA in the banking sector and confirmed that the traditional DEA approach overestimates efficiency scores.

Název v anglickém jazyce

A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group

Popis výsledku anglicky

Data Envelopment Analysis (DEA) is widely used mathematical programming ap-proach for comparing the inputs and outputs of a set of homogenous Decision Making Units (DMUs) by evaluating their relative efficiency. This paper focuses on this financing issue using a two-stage DEA model for 62 financial institutions in Vis-egrad Four countries in year 2013. The first stage measures fund collection efficien-cy and the second stage calculates operational efficiency of investment process. The estimated overall technical efficiency of the two-stage indicates that on aver-age, deposits were under-produced in the first stage of production. Inefficient banks produce inside the production possibility set and should be able to simultaneously expand loans and securities given inputs and an appropriate choice of deposits if they become efficient. As a consequence, the underproduction of deposits resulted in fewer loans and securities investments. The results also found that the two-stage network system is superior to traditional DEA in the banking sector and confirmed that the traditional DEA approach overestimates efficiency scores.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

10102 - Applied mathematics

Projekt

Výsledek vznikl pri realizaci vícero projektů. Více informací v záložce Projekty.

Návaznosti

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

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název statě ve sborníku

34th International Conference Mathematical Methods in Economics (MME) : proceedings papers

ISBN

978-80-7494-296-9

ISSN

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e-ISSN

neuvedeno

Počet stran výsledku

6

Strana od-do

254-259

Název nakladatele

Technická univerzita Liberec

Místo vydání

Liberec

Místo konání akce

Liberec

Datum konání akce

6. 9. 2016

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

000385239500044