J 2017

The super-efficiency model and its use for ranking and identification of outliers

KOČIŠOVÁ, Kristína a Iveta PALEČKOVÁ

Základní údaje

Originální název

The super-efficiency model and its use for ranking and identification of outliers

Autoři

KOČIŠOVÁ, Kristína (703 Slovensko) a Iveta PALEČKOVÁ (203 Česká republika, domácí)

Vydání

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2017, 1211-8516

Další údaje

Jazyk

angličtina

Typ výsledku

Článek v odborném periodiku

Obor

50202 Applied Economics, Econometrics

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Kód RIV

RIV/47813059:19520/17:00010880

Organizační jednotka

Obchodně podnikatelská fakulta v Karviné

Klíčová slova anglicky

Asset-oriented intermediation approach; Banking; Czech Republic; Slovakia; Outliers; Profit-oriented intermediation approach; Super-efficiency

Návaznosti

GA16-17796S, projekt VaV.
Změněno: 7. 2. 2020 11:00, RNDr. Daniel Jakubík

Anotace

V originále

This paper employs non-radial and non-oriented super-efficiency SBM model under the assumption of a variable return to scale to analyse performance of twenty-two Czech and Slovak domestic commercial banks in 2015. The banks were ranked according to asset-oriented and profit-oriented intermediation approach. We pooled the cross-country data and used them to define a common best-practice efficiency frontier. This allowed us to focus on determining relative differences in efficiency across banks. The average efficiency was evaluated separately on the "national" and "international" level. Based on the results of analysis can be seen that in Slovak banking sector the level of super-efficiency was lower compared to Czech banks. Also, the number of super-efficient banks was lower in a case of Slovakia under both approaches. The boxplot analysis was used to determine the outliers in the dataset. The results suggest that the exclusion of outliers led to the better statistical characteristic of estimated efficiency.