Article ID Journal Published Year Pages File Type
981390 Procedia Economics and Finance 2015 6 Pages PDF
Abstract

Paper examines determinants of efficiency in the Czech banking sector within 2001-2012. Employing the Data Envelopment Analysis we estimated efficiency of the Czech banking sector. Determinants of banking efficiency were estimated using panel data analysis. The level of capitalization, liquidity risk and riskiness of portfolio had a positive impact on banking efficiency. ROA, interest rate and GDP had a negative impact on efficiency in CCR model. In BCC model, the liquidity risk and riskiness of portfolio had a positive impact on efficiency and GDP had a negative impact on efficiency. Other determinants were not statistical significant.

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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics