Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach

Stavarek, Daniel and Šulganová, Jana (2009): Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach. Published in: Ekonomická revue – Central European Review of Economic Issues , Vol. 12, No. 1 : pp. 27-33.

Abstract

This paper aims to estimate efficiency of the Slovak commercial banks in the period 2001-2005. The paper uses data obtained from annual reports of 13 Slovak banking institutions. For the practical estimation we applied the parametric Stochastic Frontier Approach and Cobb-Douglas production function. The results suggest that the initial hypothesis was confirmed as the average efficiency increased. This is also evident in results of individual banks as 11 banks recorded increase in efficiency. The results point out a better ability of Slovak banks to use the inputs in the production process.

• Item Type: MPRA Paper
• English Title: Analysis of Efficiency of Slovak Banks Using Stochastic Frontier Approach
• Language: Slovak
• Keywords: Efficiency; Stochastic Frontier Approach; banks; Slovak Republic
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C20 - General; D - Microeconomics > D2 - Production and Organizations > D24 - Production ; Cost ; Capital ; Capital, Total Factor, and Multifactor Productivity ; Capacity; G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks ; Depository Institutions ; Micro Finance Institutions ; Mortgages

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