J 2017

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

KOČIŠOVÁ, Kristína and Iveta PALEČKOVÁ

Basic information

Original name

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

Authors

KOČIŠOVÁ, Kristína (703 Slovakia) and Iveta PALEČKOVÁ (203 Czech Republic, belonging to the institution)

Edition

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

Other information

Language

English

Type of outcome

Článek v odborném periodiku

Field of Study

50202 Applied Economics, Econometrics

Country of publisher

Czech Republic

Confidentiality degree

není předmětem státního či obchodního tajemství

RIV identification code

RIV/47813059:19520/17:00010880

Organization unit

School of Business Administration in Karvina

Keywords in English

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

Links

GA16-17796S, research and development project.
Změněno: 7/2/2020 11:00, RNDr. Daniel Jakubík

Abstract

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.
Displayed: 25/11/2024 09:33