| DEA Window Analysis Approach for
Measuring the Efficiency of Serbian Banks
Based on Panel Data | Merenje efikasnosti srpskih banaka pomoću DEA Window analize nad panel podacima |
| Management, [pdf] | Menadžment, [pdf] |
| ID: 7.2012.65.1 Number: 65 Year: 2012 UDC: 005.336.1:336.71(497.11)”2005/2011“; 005.311 [tmx] [bow] |
Gordana Savić
Institution: Faculty of Organizational Sciences, University of Belgrade | Gordana Savić
Institucija: Fakultet organizacionih nauka, Univerzitet u Beogradu |
Marko Radosavljević
Institution: Faculty of Organizational Sciences, University of Belgrade | Marko Radosavljević
Institucija: Fakultet organizacionih nauka, Univerzitet u Beogradu |
Danijel Ilievski
Institution: Faculty of Organizational Sciences, University of Belgrade | Danijel Ilievski
Institucija: Fakultet organizacionih nauka, Univerzitet u Beogradu |
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. | Apstrakt
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 DEA 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.
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| Keywords: Panel data, DEA, Window analysis, Banks efficiency, Serbian banking | Ključne reči: Panel podaci, DEA, Window analiza, efikasnost banaka, srpsko bankarstvo |
| Pages: 5-14 | Strane: 5-14 |