Efficiency of financial institutions in the Visegrad Group according to Data Envelopment Analysis with dual-role variable

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F17%3A10236042" target="_blank" >RIV/61989100:27510/17:10236042 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Efficiency of financial institutions in the Visegrad Group according to Data Envelopment Analysis with dual-role variable

Popis výsledku v původním jazyce

The situation in the financial industry is still problematic all around the world. The region of the Visegrad Group is trying to keep up with another bigger and more stable economies. There are many studies which evaluate efficiency of financial industry in the Visegrad Group. Generally, these studies evaluate the efficiency under certainty and for small sample. The problem of missing data or the lack of data which may cause imprecise results, are not taken in mind. The aim of this paper is based on previous research of the risk component. In this case, the aim is to determine the efficiency of the financial industry in Visegrad Group with inclusion of the risk component as a dual-role variable and see if the new role of the risk component improves the results. The technical efficiencies with/without dual-role variable is estimated and compared for the year 2015. The special DEA models for the risk component and dual-role variable are used. The results of calculated technical efficiencies are analysed in the cross section among the units, country and based on size. Mainly, the role of the risk variable is closely analysed.

Název v anglickém jazyce

Efficiency of financial institutions in the Visegrad Group according to Data Envelopment Analysis with dual-role variable

Popis výsledku anglicky

The situation in the financial industry is still problematic all around the world. The region of the Visegrad Group is trying to keep up with another bigger and more stable economies. There are many studies which evaluate efficiency of financial industry in the Visegrad Group. Generally, these studies evaluate the efficiency under certainty and for small sample. The problem of missing data or the lack of data which may cause imprecise results, are not taken in mind. The aim of this paper is based on previous research of the risk component. In this case, the aim is to determine the efficiency of the financial industry in Visegrad Group with inclusion of the risk component as a dual-role variable and see if the new role of the risk component improves the results. The technical efficiencies with/without dual-role variable is estimated and compared for the year 2015. The special DEA models for the risk component and dual-role variable are used. The results of calculated technical efficiencies are analysed in the cross section among the units, country and based on size. Mainly, the role of the risk variable is closely analysed.

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

<a href="/cs/project/GA17-23495S" target="_blank" >GA17-23495S: Úspory z rozsahu v modelech síťové analýzy datových obalů</a><br>

Návaznosti

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

Rok uplatnění

2017

Kód důvěrnosti údajů

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

Název statě ve sborníku

Financial Management of Firms and Financial Institutions : 11th international scientific conference : 6th - 7th September 2017, Ostrava, Czech Republic : proceedings.

ISBN

978-80-248-4138-0

ISSN

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e-ISSN

2336-162X

Počet stran výsledku

8

Strana od-do

"342 "- 349

Název nakladatele

VŠB - Technická univerzita Ostrava

Místo vydání

Ostrava

Místo konání akce

Ostrava

Datum konání akce

6. 9. 2017

Typ akce podle státní příslušnosti

EUR - Evropská akce

Kód UT WoS článku

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