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@article{36028, author = {Kočišová, Kristína and Palečková, Iveta}, article_number = {4}, keywords = {Asset-oriented intermediation approach; Banking; Czech Republic; Slovakia; Outliers; Profit-oriented intermediation approach; Super-efficiency}, language = {eng}, issn = {1211-8516}, journal = {Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis}, title = {The super-efficiency model and its use for ranking and identification of outliers}, volume = {65}, year = {2017} }
TY - JOUR ID - 36028 AU - Kočišová, Kristína - Palečková, Iveta PY - 2017 TI - The super-efficiency model and its use for ranking and identification of outliers JF - Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis VL - 65 IS - 4 SP - 1371-1382 EP - 1371-1382 SN - 12118516 KW - Asset-oriented intermediation approach KW - Banking KW - Czech Republic KW - Slovakia KW - Outliers KW - Profit-oriented intermediation approach KW - Super-efficiency N2 - 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. ER -
KOČIŠOVÁ, Kristína a Iveta PALEČKOVÁ. The super-efficiency model and its use for ranking and identification of outliers. \textit{Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis}. roč.~65, č.~4, s.~1371-1382. ISSN~1211-8516. 2017.
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