2017
The super-efficiency model and its use for ranking and identification of outliers
KOČIŠOVÁ, Kristína a Iveta PALEČKOVÁZákladní 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.