Work detail

Measuring Bank Efficiency

Author: Mgr. Iršová Zuzana
Year: 2009 - winter
Leaders: doc. PhDr. Ing. Ing. Petr Jakubík Ph.D. Ph.D.
Consultants:
Work type: Doctoral
Language: English
Pages: 124
Awards and prizes:
Link:
Abstract: This thesis provides an empirical insight on the frontier efficiency estimation methods in banking and their sensitivity toward the change in definition of particular characteristics in the techniques used. The two methods, stochastic frontier approach (SFA) and deterministic data envelopment analysis (DEA) are compared over several variations, results of which are supported by the meta-regression part including 32 studies on the USA and 14 on the transitional countries. The main findings of this study include: the efficiency score is highly dependent on the methodological design, the largest variation in the estimated scores of SFA and DEA are due to Fourier-flexible functional form application, and the rank order correlation between these methods raises with an increase of the homogeneity degree in the sample.
Downloadable: Rigorosus thesis

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