A two-stage Data Envelopment Analysis Model with application to banking industry in the Visegrad Group
Identifikátory výsledku
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
—
Alternativní jazyky
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.
Klasifikace
Druh
D - Stať ve sborníku
CEP obor
—
OECD FORD obor
10102 - Applied mathematics
Návaznosti výsledku
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)
Ostatní
Rok uplatnění
2016
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Údaje specifické pro druh výsledku
Název statě ve sborníku
34th International Conference Mathematical Methods in Economics (MME) : proceedings papers
ISBN
978-80-7494-296-9
ISSN
—
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