Swiss Cantonal Banks: A DEA Efficiency and Productivity Analysis
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[Swiss Cantonal Banks: A DEA Efficiency and Productivity Analysis]
Autor:innen
Autor:in (Körperschaft)
Publikationsdatum
30.05.2018
Typ der Arbeit
Studiengang
Sammlung
Typ
01A - Beitrag in wissenschaftlicher Zeitschrift
Herausgeber:innen
Herausgeber:in (Körperschaft)
Betreuer:in
Übergeordnetes Werk
Universal Journal of Accounting and Finance
Themenheft
DOI der Originalpublikation
Reihe / Serie
Reihennummer
Jahrgang / Band
6
Ausgabe / Nummer
2
Seiten / Dauer
21-28
Patentnummer
Verlag / Herausgebende Institution
Horizon
Verlagsort / Veranstaltungsort
Auflage
Version
Programmiersprache
Abtretungsempfänger:in
Praxispartner:in/Auftraggeber:in
Zusammenfassung
This paper applies a data envelopment analysis (DEA) to study the efficiency and productivity changes in the Swiss cantonal bank sector in the period 2006-2014. The efficiency analysis is conducted by applying the production input-oriented DEA variable returns to scale model in a three-stage procedure. The productivity is studied by estimating a DEA-based Malmquist Productivity Index (MPI) that provides evidence of increasing productivity growth on average for the sector in the studied period. The main source of productivity growth as per the components of the Banker, Charnes and Cooper (BCC) MPI model is related to a frontier-shift (technological innovation) rather than to improvements in the technical efficiency. The decreasing average DEA scores in the post-global financial crisis period of 2008-2014 further support this finding. In the second stage of the efficiency analysis, the environmental factors influencing the productivity growth are analysed by conducting a general method of moments (GMM) regression. The results provide evidence of a positive and statistically significant relationship between the new annual residences per canton and technical efficiency. In the third stage, the environmental variables from the second-stage regression are included within the constraints of the first-stage DEA model as proposed by Ray [1]. The third-stage DEA scores support the evidence of slightly decreasing average post-global crisis technical efficiency. The overall average technical efficiency in the Swiss cantonal banking sector, however, remains at a relatively high level in the studied period.
Schlagwörter
Swiss Cantonal Banks, Data Envelopment Analysis, Bank Efficiency, Bank Productivity, Malmquist Productivity Index
Fachgebiet (DDC)
Veranstaltung
Startdatum der Ausstellung
Enddatum der Ausstellung
Startdatum der Konferenz
Enddatum der Konferenz
Datum der letzten Prüfung
ISBN
ISSN
2331-9712
2331-9720
2331-9720
Sprache
Englisch
Während FHNW Zugehörigkeit erstellt
Ja
Publikationsstatus
Veröffentlicht
Begutachtung
Peer-Review der ganzen Publikation
Open Access-Status
Lizenz
Zitation
KONDOVA, Galia, Trishit BANDYOPADHYAY, David BOBST und Tobias HUMMEL, 2018. Swiss Cantonal Banks: A DEA Efficiency and Productivity Analysis. Universal Journal of Accounting and Finance. 30 Mai 2018. Bd. 6, Nr. 2, S. 21–28. DOI 10.13189/ujaf.2018.060201. Verfügbar unter: https://doi.org/10.26041/fhnw-1763