Počet záznamov: 1
The management efficiency under market risk: an application to the banking production process
SYS 0257908 LBL 01110^^^^^2200193^^^450 005 20240423125610.5 014 $a 000429179000048 $2 WOS CC. CPCI-SSH 100 $a 20180508d2016 m y slo 03 ba 101 0-
$a eng 102 $a CZ 200 1-
$a The management efficiency under market risk: an application to the banking production process $f Emília Zimková 330 $a In the paper, an assessment of management efficiency under the market risk is carried out by applying two different modeling approaches to the bank's branches operating in Slovakia. The input and output variables respect a production approach of the banking production theory and they are researched by means of the slack-based measurement of the data envelopment analysis as proposed by Tone (2001). While first model estimates technical efficiency without considering the market risk, the second one includes the VaR of participation certificates sold by individual branches and therefore its technical efficiency scores reflect the management efficiency under market risk. The results bring enhanced information for managerial decision making as they moderate the conflict between a sales-driven front-office culture and a risk focused culture in banks. 463 -1
$1 001 umb_un_cat*0257957 $1 010 $a 978-80-248-3994-3 $1 011 $a 2464-6989 $1 200 1 $a Managing and modelling of financial risks $d MMFR 2016 $e 8th international scientific conference, Ostrava 5th-6th September 2016 $g rec. Miroslav Čulík $h Part 3 $v Pp. 1093-1100 $1 205 $a 1. vyd. $1 210 $a Ostrava $c VŠB - Technical university of Ostrava $d 2016 $1 215 $a 1114 p. $1 702 0 $3 umb_un_auth*0011531 $a Čulík $b Miroslav $4 675 $1 710 11 $3 umb_un_auth*0257733 $a Managing and modelling of financial risks $b medzinárodná vedecká konferencia $d 8. $e Ostrava $f 05.-06.09.2016 606 0-
$3 umb_un_auth*0159365 $a technical efficiency 606 0-
$3 umb_un_auth*0180989 $a analýza obalu dát $X data envelopment analysis $X DEA 606 $3 umb_un_auth*0103621 $a hodnotenie rizík $X risk assessment 606 $3 umb_un_auth*0214400 $a value at risk 615 $n 336.7 $a Financie 675 $a 336.7 700 -0
$3 umb_un_auth*0007703 $a Zimková $b Emília $f 1964- $p UMBEF04 $9 100 $4 070 $T Katedra financií a účtovníctva 801 $a SK $b BB301 $g AACR2 $9 unimarc sk 856 0-
$u https://www.ekf.vsb.cz/rmfr/en/year-2016/Conference_proceedings/ T85 $x existuji fulltexy
Počet záznamov: 1