PALEČKOVÁ, Iveta. COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR. Acta Oeconomica. roč. 69, č. 3, s. 445-466. ISSN 0001-6373. doi:10.1556/032.2019.69.3.6. 2019.
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Základní údaje
Originální název COST EFFICIENCY MEASUREMENT USING TWO-STAGE DATA ENVELOPMENT ANALYSIS IN THE BANKING SECTOR
Autoři PALEČKOVÁ, Iveta (203 Česká republika, garant, domácí).
Vydání Acta Oeconomica, 2019, 0001-6373.
Další údaje
Originální jazyk angličtina
Typ výsledku Článek v odborném periodiku
Obor 50202 Applied Economics, Econometrics
Stát vydavatele Maďarsko
Utajení není předmětem státního či obchodního tajemství
WWW URL
Kód RIV RIV/47813059:19520/19:A0000004
Organizační jednotka Obchodně podnikatelská fakulta v Karviné
Doi http://dx.doi.org/10.1556/032.2019.69.3.6
UT WoS 000491065800006
Klíčová slova anglicky commercial bank; cost efficiency; Czech Republic; Data Envelopment Analysis; efficiency determinants; panel data analysis; Slovakia
Návaznosti GA16-17796S, projekt VaV.
Změnil Změnila: Miroslava Snopková, učo 43819. Změněno: 7. 5. 2020 11:45.
Anotace
The aim of the paper is to estimate cost efficiency and its determinants of the Czech and Slovak commercial banks within the period of 2005–2015. In this paper two-stage Data Envelopment Analysis (DEA) is used. In the first stage, I estimate the relative cost efficiency applying the input-oriented model with variable return to scale and find that the Czech banks were more cost efficient than the Slovak banks. The main reason of cost inefficiency is the excess of clients’ deposits in the banks’ balance sheet. In the second stage, we use the panel data analysis and estimated the determinants of cost efficiency in the two countries. We choose 8 bank-specific and macroeconomic factors that influence cost efficiency. The results show that the larger banks with higher liquidity risk and with a lower value of the net interest margin were more efficient. It confirms the reason of inefficiency determined from the DEA model. Banks were highly cost efficient during the economic expansion with a lower value of the inflation rate.
VytisknoutZobrazeno: 29. 3. 2024 13:53