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
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.
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.
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