Efficiency in the banking industry of Central and Eastern Europe

This paper investigates the bank efficiency of 10 Central and Eastern Europe over the period 2006-2008. Applying Data Envelopment Analysis to a sample data of 155 commercial banks, it is found that the level of bank efficiency in CEE increased over the study period. The result is robust after testin...

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Main Author: Tran, Le Dung
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2009
Online Access:https://eprints.nottingham.ac.uk/23350/
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author Tran, Le Dung
author_facet Tran, Le Dung
author_sort Tran, Le Dung
building Nottingham Research Data Repository
collection Online Access
description This paper investigates the bank efficiency of 10 Central and Eastern Europe over the period 2006-2008. Applying Data Envelopment Analysis to a sample data of 155 commercial banks, it is found that the level of bank efficiency in CEE increased over the study period. The result is robust after testing by Tobit regression. The results indicate that bank efficiency is positively related to capital ratio but negatively associated with nonperforming loans. However, there is no clear evidence for the relationship between bank size and bank efficiency. Moreover, the level of bank efficiency in Baltic countries is higher than that in Non-Baltic countries but the difference is not significant.
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spelling nottingham-233502018-02-16T18:33:16Z https://eprints.nottingham.ac.uk/23350/ Efficiency in the banking industry of Central and Eastern Europe Tran, Le Dung This paper investigates the bank efficiency of 10 Central and Eastern Europe over the period 2006-2008. Applying Data Envelopment Analysis to a sample data of 155 commercial banks, it is found that the level of bank efficiency in CEE increased over the study period. The result is robust after testing by Tobit regression. The results indicate that bank efficiency is positively related to capital ratio but negatively associated with nonperforming loans. However, there is no clear evidence for the relationship between bank size and bank efficiency. Moreover, the level of bank efficiency in Baltic countries is higher than that in Non-Baltic countries but the difference is not significant. 2009-09-26 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/23350/1/MA_Dissertation.pdf Tran, Le Dung (2009) Efficiency in the banking industry of Central and Eastern Europe. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Tran, Le Dung
Efficiency in the banking industry of Central and Eastern Europe
title Efficiency in the banking industry of Central and Eastern Europe
title_full Efficiency in the banking industry of Central and Eastern Europe
title_fullStr Efficiency in the banking industry of Central and Eastern Europe
title_full_unstemmed Efficiency in the banking industry of Central and Eastern Europe
title_short Efficiency in the banking industry of Central and Eastern Europe
title_sort efficiency in the banking industry of central and eastern europe
url https://eprints.nottingham.ac.uk/23350/