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Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach
[Analysis of Efficiency of Slovak Banks Using Stochastic Frontier Approach]

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  • Stavarek, Daniel
  • Šulganová, Jana

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.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 16020.

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Date of creation: 16 Mar 2009
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Handle: RePEc:pra:mprapa:16020

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Keywords: Efficiency; Stochastic Frontier Approach; banks; Slovak Republic;

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  1. Sherman, H. David & Gold, Franklin, 1985. "Bank branch operating efficiency : Evaluation with Data Envelopment Analysis," Journal of Banking & Finance, Elsevier, Elsevier, vol. 9(2), pages 297-315, June.
  2. Hasan, Iftekhar & Marton, Katherin, 2003. "Development and efficiency of the banking sector in a transitional economy: Hungarian experience," Journal of Banking & Finance, Elsevier, Elsevier, vol. 27(12), pages 2249-2271, December.
  3. Christopoulos, Dimitris K. & Lolos, Sarantis E. G. & Tsionas, Efthymios G., 2002. "Efficiency of the Greek banking system in view of the EMU: a heteroscedastic stochastic frontier approach," Journal of Policy Modeling, Elsevier, Elsevier, vol. 24(9), pages 813-829, December.
  4. Claudia Girardone & Philip Molyneux & Edward Gardener, 2004. "Analysing the determinants of bank efficiency: the case of Italian banks," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 36(3), pages 215-227.
  5. Laurent Weill, 2003. "Banking efficiency in transition economies," The Economics of Transition, The European Bank for Reconstruction and Development, The European Bank for Reconstruction and Development, vol. 11(3), pages 569-592, 09.
  6. Bonin, John P. & Hasan, Iftekhar & Wachtel, Paul, 2004. "Bank performance, efficiency and ownership in transitition countries," BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition 7/2004, Bank of Finland, Institute for Economies in Transition.
  7. Kraft, Evan & Tirtiroglu, Dogan, 1998. "Bank Efficiency in Croatia: A Stochastic-Frontier Analysis," Journal of Comparative Economics, Elsevier, vol. 26(2), pages 282-300, June.
  8. Fries, Steven & Taci, Anita, 2005. "Cost efficiency of banks in transition: Evidence from 289 banks in 15 post-communist countries," Journal of Banking & Finance, Elsevier, Elsevier, vol. 29(1), pages 55-81, January.
  9. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, Elsevier, vol. 6(1), pages 21-37, July.
  10. R. D. Banker & A. Charnes & W. W. Cooper, 1984. "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science, INFORMS, INFORMS, vol. 30(9), pages 1078-1092, September.
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