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2012, vol. 17, br. 65, str. 5-14
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Merenje efikasnosti srpskih banaka pomoću DEA Window analize nad panel podacima
DEA Window analysis approach for measuring the efficiency of Serbian banks
Keywords: panel data; DEA; Window analysis; banks efficiency; Serbian banking
Sažetak
Procena efikasnosti zasnovana na višestrukim ulazima i izlazima koji nisu nužno finansijski smatra se složenim procesom. Analiza obavijanja podataka (DEA) je prvi put predstavljena u svrhu evaluacije efikasnosti neprofitnih jedinica. U ovom radu, proširena DEA-Window Analiza korišćena je za procenu efikasnosti banaka u Srbiji na osnovu panel podataka za period od 2005-2011. godine. Ova analiza omogućava praćenje trenda efikasnosti i rangiranje svake banke na osnovu evaluacije sa profitnog i operativnog aspekta. Osim toga, dobijeni rezultati omogućavaju analizu kretanja efikasnosti celokupnog bankarskog sektora.
Abstract
Efficiency assessment based on multiple inputs and outputs which are not necessarily financial is considered to be a complex process. Data envelopment analyses (DEA) is firstly introduced for the purpose of evaluating the efficiency of non-profit units. In this paper, an extended DEA Window analysis is used for the efficiency assessment of banks in Serbia based on panel data for the period from 2005 to 2011. This analysis provides trends of efficiency and the rank of each bank evaluated in terms of its profit and operating effectiveness. Furthermore, the obtained results allow for an analyses of trends of the overall banking sector efficiency.
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Reference
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Cooper, W.W., Seiford, M.L., Tone, K. (2000) Data envelopment analysis. Dordrecht, itd: Kluwer Academic
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Cooper, W.W., Seiford, L.M., Zhu, J. (2011) Handbook on Data Envelopment Analysis. New York: Springer Science
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Jemrić, I., Vujčić, B. (2002) Efficiency of banks in Croatia: A DEA approach. Croatian National Bank, Working paper W-7
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Paradi, J., Rouatt, S., Zhu, H. (2010) Two-stage evaluation of bank branch efficiency using data. Omega International Journal of Management, 39(1); 99-109
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Paradi, J.C., Asmild, M., Aggarwall, V., Schaffnit, C. (2004) Combining DEA window analysis with the malmquist index approach in a study of the Canadian banking industry. str. 21
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Scheel, H. (2000) EMS: Efficiency Measurement System. http://www.wiso.unidortmund.de/lsfg/or/scheel/ems
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